Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
2,046.50 |
2,043.50 |
-3.00 |
-0.1% |
2,060.75 |
High |
2,060.00 |
2,054.50 |
-5.50 |
-0.3% |
2,077.50 |
Low |
2,039.50 |
2,030.50 |
-9.00 |
-0.4% |
2,030.50 |
Close |
2,044.00 |
2,052.75 |
8.75 |
0.4% |
2,052.75 |
Range |
20.50 |
24.00 |
3.50 |
17.1% |
47.00 |
ATR |
22.50 |
22.61 |
0.11 |
0.5% |
0.00 |
Volume |
1,433,289 |
1,813,432 |
380,143 |
26.5% |
7,938,452 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,118.00 |
2,109.25 |
2,066.00 |
|
R3 |
2,094.00 |
2,085.25 |
2,059.25 |
|
R2 |
2,070.00 |
2,070.00 |
2,057.25 |
|
R1 |
2,061.25 |
2,061.25 |
2,055.00 |
2,065.50 |
PP |
2,046.00 |
2,046.00 |
2,046.00 |
2,048.00 |
S1 |
2,037.25 |
2,037.25 |
2,050.50 |
2,041.50 |
S2 |
2,022.00 |
2,022.00 |
2,048.25 |
|
S3 |
1,998.00 |
2,013.25 |
2,046.25 |
|
S4 |
1,974.00 |
1,989.25 |
2,039.50 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,194.50 |
2,170.75 |
2,078.50 |
|
R3 |
2,147.50 |
2,123.75 |
2,065.75 |
|
R2 |
2,100.50 |
2,100.50 |
2,061.25 |
|
R1 |
2,076.75 |
2,076.75 |
2,057.00 |
2,065.00 |
PP |
2,053.50 |
2,053.50 |
2,053.50 |
2,047.75 |
S1 |
2,029.75 |
2,029.75 |
2,048.50 |
2,018.00 |
S2 |
2,006.50 |
2,006.50 |
2,044.25 |
|
S3 |
1,959.50 |
1,982.75 |
2,039.75 |
|
S4 |
1,912.50 |
1,935.75 |
2,027.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,077.50 |
2,030.50 |
47.00 |
2.3% |
23.25 |
1.1% |
47% |
False |
True |
1,587,690 |
10 |
2,094.25 |
2,030.50 |
63.75 |
3.1% |
22.50 |
1.1% |
35% |
False |
True |
1,622,378 |
20 |
2,105.25 |
2,029.25 |
76.00 |
3.7% |
21.50 |
1.0% |
31% |
False |
False |
1,576,627 |
40 |
2,105.25 |
1,978.00 |
127.25 |
6.2% |
21.75 |
1.1% |
59% |
False |
False |
1,638,266 |
60 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
24.75 |
1.2% |
83% |
False |
False |
1,123,139 |
80 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
30.75 |
1.5% |
83% |
False |
False |
844,074 |
100 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
31.50 |
1.5% |
83% |
False |
False |
675,711 |
120 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
31.00 |
1.5% |
83% |
False |
False |
563,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,156.50 |
2.618 |
2,117.25 |
1.618 |
2,093.25 |
1.000 |
2,078.50 |
0.618 |
2,069.25 |
HIGH |
2,054.50 |
0.618 |
2,045.25 |
0.500 |
2,042.50 |
0.382 |
2,039.75 |
LOW |
2,030.50 |
0.618 |
2,015.75 |
1.000 |
2,006.50 |
1.618 |
1,991.75 |
2.618 |
1,967.75 |
4.250 |
1,928.50 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
2,049.25 |
2,050.25 |
PP |
2,046.00 |
2,047.75 |
S1 |
2,042.50 |
2,045.50 |
|