Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,329.75 |
4,334.75 |
5.00 |
0.1% |
4,337.00 |
High |
4,356.50 |
4,398.75 |
42.25 |
1.0% |
4,378.50 |
Low |
4,318.00 |
4,323.75 |
5.75 |
0.1% |
4,271.00 |
Close |
4,335.75 |
4,392.00 |
56.25 |
1.3% |
4,328.25 |
Range |
38.50 |
75.00 |
36.50 |
94.8% |
107.50 |
ATR |
61.72 |
62.67 |
0.95 |
1.5% |
0.00 |
Volume |
206,931 |
204,247 |
-2,684 |
-1.3% |
1,211,687 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,596.50 |
4,569.25 |
4,433.25 |
|
R3 |
4,521.50 |
4,494.25 |
4,412.50 |
|
R2 |
4,446.50 |
4,446.50 |
4,405.75 |
|
R1 |
4,419.25 |
4,419.25 |
4,399.00 |
4,433.00 |
PP |
4,371.50 |
4,371.50 |
4,371.50 |
4,378.25 |
S1 |
4,344.25 |
4,344.25 |
4,385.00 |
4,358.00 |
S2 |
4,296.50 |
4,296.50 |
4,378.25 |
|
S3 |
4,221.50 |
4,269.25 |
4,371.50 |
|
S4 |
4,146.50 |
4,194.25 |
4,350.75 |
|
|
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 |
4,398.75 |
4,271.00 |
127.75 |
2.9% |
55.25 |
1.3% |
95% |
True |
False |
226,158 |
10 |
4,442.25 |
4,271.00 |
171.25 |
3.9% |
64.25 |
1.5% |
71% |
False |
False |
263,843 |
20 |
4,584.50 |
4,271.00 |
313.50 |
7.1% |
60.50 |
1.4% |
39% |
False |
False |
237,137 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.1% |
58.75 |
1.3% |
39% |
False |
False |
229,807 |
60 |
4,584.50 |
4,021.25 |
563.25 |
12.8% |
65.25 |
1.5% |
66% |
False |
False |
162,031 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.6% |
79.00 |
1.8% |
74% |
False |
False |
121,583 |
100 |
4,691.00 |
3,856.50 |
834.50 |
19.0% |
81.25 |
1.9% |
64% |
False |
False |
97,284 |
120 |
4,719.75 |
3,856.50 |
863.25 |
19.7% |
75.75 |
1.7% |
62% |
False |
False |
81,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,717.50 |
2.618 |
4,595.00 |
1.618 |
4,520.00 |
1.000 |
4,473.75 |
0.618 |
4,445.00 |
HIGH |
4,398.75 |
0.618 |
4,370.00 |
0.500 |
4,361.25 |
0.382 |
4,352.50 |
LOW |
4,323.75 |
0.618 |
4,277.50 |
1.000 |
4,248.75 |
1.618 |
4,202.50 |
2.618 |
4,127.50 |
4.250 |
4,005.00 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,381.75 |
4,373.00 |
PP |
4,371.50 |
4,354.00 |
S1 |
4,361.25 |
4,335.00 |
|