Trading Metrics calculated at close of trading on 23-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
Open |
9,896.5 |
9,929.0 |
32.5 |
0.3% |
9,996.5 |
High |
9,921.5 |
9,972.0 |
50.5 |
0.5% |
10,079.5 |
Low |
9,846.0 |
9,806.0 |
-40.0 |
-0.4% |
9,766.0 |
Close |
9,909.5 |
9,858.0 |
-51.5 |
-0.5% |
9,909.5 |
Range |
75.5 |
166.0 |
90.5 |
119.9% |
313.5 |
ATR |
185.3 |
183.9 |
-1.4 |
-0.7% |
0.0 |
Volume |
101,765 |
122,770 |
21,005 |
20.6% |
396,966 |
|
Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,376.7 |
10,283.3 |
9,949.3 |
|
R3 |
10,210.7 |
10,117.3 |
9,903.7 |
|
R2 |
10,044.7 |
10,044.7 |
9,888.4 |
|
R1 |
9,951.3 |
9,951.3 |
9,873.2 |
9,915.0 |
PP |
9,878.7 |
9,878.7 |
9,878.7 |
9,860.5 |
S1 |
9,785.3 |
9,785.3 |
9,842.8 |
9,749.0 |
S2 |
9,712.7 |
9,712.7 |
9,827.6 |
|
S3 |
9,546.7 |
9,619.3 |
9,812.4 |
|
S4 |
9,380.7 |
9,453.3 |
9,766.7 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,858.8 |
10,697.7 |
10,081.9 |
|
R3 |
10,545.3 |
10,384.2 |
9,995.7 |
|
R2 |
10,231.8 |
10,231.8 |
9,967.0 |
|
R1 |
10,070.7 |
10,070.7 |
9,938.2 |
9,994.5 |
PP |
9,918.3 |
9,918.3 |
9,918.3 |
9,880.3 |
S1 |
9,757.2 |
9,757.2 |
9,880.8 |
9,681.0 |
S2 |
9,604.8 |
9,604.8 |
9,852.0 |
|
S3 |
9,291.3 |
9,443.7 |
9,823.3 |
|
S4 |
8,977.8 |
9,130.2 |
9,737.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,079.5 |
9,766.0 |
313.5 |
3.2% |
163.8 |
1.7% |
29% |
False |
False |
103,947 |
10 |
10,114.5 |
9,761.0 |
353.5 |
3.6% |
174.5 |
1.8% |
27% |
False |
False |
105,904 |
20 |
10,438.0 |
9,736.0 |
702.0 |
7.1% |
172.5 |
1.7% |
17% |
False |
False |
106,625 |
40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.6% |
171.8 |
1.7% |
37% |
False |
False |
106,945 |
60 |
10,522.0 |
9,233.5 |
1,288.5 |
13.1% |
180.9 |
1.8% |
48% |
False |
False |
83,037 |
80 |
10,522.0 |
8,730.0 |
1,792.0 |
18.2% |
191.6 |
1.9% |
63% |
False |
False |
62,501 |
100 |
10,920.5 |
8,730.0 |
2,190.5 |
22.2% |
202.0 |
2.0% |
51% |
False |
False |
50,195 |
120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.6% |
200.9 |
2.0% |
41% |
False |
False |
41,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,677.5 |
2.618 |
10,406.6 |
1.618 |
10,240.6 |
1.000 |
10,138.0 |
0.618 |
10,074.6 |
HIGH |
9,972.0 |
0.618 |
9,908.6 |
0.500 |
9,889.0 |
0.382 |
9,869.4 |
LOW |
9,806.0 |
0.618 |
9,703.4 |
1.000 |
9,640.0 |
1.618 |
9,537.4 |
2.618 |
9,371.4 |
4.250 |
9,100.5 |
|
|
Fisher Pivots for day following 23-May-2016 |
Pivot |
1 day |
3 day |
R1 |
9,889.0 |
9,869.0 |
PP |
9,878.7 |
9,865.3 |
S1 |
9,868.3 |
9,861.7 |
|