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 |
4,308.25 |
4,299.25 |
-9.00 |
-0.2% |
4,337.00 |
High |
4,342.50 |
4,333.75 |
-8.75 |
-0.2% |
4,378.50 |
Low |
4,292.50 |
4,271.00 |
-21.50 |
-0.5% |
4,271.00 |
Close |
4,300.25 |
4,328.25 |
28.00 |
0.7% |
4,328.25 |
Range |
50.00 |
62.75 |
12.75 |
25.5% |
107.50 |
ATR |
63.57 |
63.51 |
-0.06 |
-0.1% |
0.00 |
Volume |
221,674 |
262,686 |
41,012 |
18.5% |
1,211,687 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,499.25 |
4,476.50 |
4,362.75 |
|
R3 |
4,436.50 |
4,413.75 |
4,345.50 |
|
R2 |
4,373.75 |
4,373.75 |
4,339.75 |
|
R1 |
4,351.00 |
4,351.00 |
4,334.00 |
4,362.50 |
PP |
4,311.00 |
4,311.00 |
4,311.00 |
4,316.75 |
S1 |
4,288.25 |
4,288.25 |
4,322.50 |
4,299.50 |
S2 |
4,248.25 |
4,248.25 |
4,316.75 |
|
S3 |
4,185.50 |
4,225.50 |
4,311.00 |
|
S4 |
4,122.75 |
4,162.75 |
4,293.75 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,648.50 |
4,595.75 |
4,387.50 |
|
R3 |
4,541.00 |
4,488.25 |
4,357.75 |
|
R2 |
4,433.50 |
4,433.50 |
4,348.00 |
|
R1 |
4,380.75 |
4,380.75 |
4,338.00 |
4,353.50 |
PP |
4,326.00 |
4,326.00 |
4,326.00 |
4,312.25 |
S1 |
4,273.25 |
4,273.25 |
4,318.50 |
4,246.00 |
S2 |
4,218.50 |
4,218.50 |
4,308.50 |
|
S3 |
4,111.00 |
4,165.75 |
4,298.75 |
|
S4 |
4,003.50 |
4,058.25 |
4,269.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,378.50 |
4,271.00 |
107.50 |
2.5% |
55.50 |
1.3% |
53% |
False |
True |
242,337 |
10 |
4,489.75 |
4,271.00 |
218.75 |
5.1% |
64.25 |
1.5% |
26% |
False |
True |
261,250 |
20 |
4,584.50 |
4,271.00 |
313.50 |
7.2% |
61.50 |
1.4% |
18% |
False |
True |
241,368 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.2% |
58.75 |
1.4% |
18% |
False |
True |
229,975 |
60 |
4,584.50 |
3,856.50 |
728.00 |
16.8% |
66.25 |
1.5% |
65% |
False |
False |
155,184 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.8% |
82.25 |
1.9% |
65% |
False |
False |
116,447 |
100 |
4,691.00 |
3,856.50 |
834.50 |
19.3% |
81.50 |
1.9% |
57% |
False |
False |
93,172 |
120 |
4,719.75 |
3,856.50 |
863.25 |
19.9% |
75.75 |
1.8% |
55% |
False |
False |
77,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,600.50 |
2.618 |
4,498.00 |
1.618 |
4,435.25 |
1.000 |
4,396.50 |
0.618 |
4,372.50 |
HIGH |
4,333.75 |
0.618 |
4,309.75 |
0.500 |
4,302.50 |
0.382 |
4,295.00 |
LOW |
4,271.00 |
0.618 |
4,232.25 |
1.000 |
4,208.25 |
1.618 |
4,169.50 |
2.618 |
4,106.75 |
4.250 |
4,004.25 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,319.50 |
4,321.00 |
PP |
4,311.00 |
4,314.00 |
S1 |
4,302.50 |
4,306.75 |
|