Trading Metrics calculated at close of trading on 11-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,334.75 |
4,394.25 |
59.50 |
1.4% |
4,337.00 |
High |
4,398.75 |
4,403.00 |
4.25 |
0.1% |
4,378.50 |
Low |
4,323.75 |
4,350.75 |
27.00 |
0.6% |
4,271.00 |
Close |
4,392.00 |
4,351.50 |
-40.50 |
-0.9% |
4,328.25 |
Range |
75.00 |
52.25 |
-22.75 |
-30.3% |
107.50 |
ATR |
62.67 |
61.93 |
-0.74 |
-1.2% |
0.00 |
Volume |
204,247 |
208,025 |
3,778 |
1.8% |
1,211,687 |
|
Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,525.25 |
4,490.50 |
4,380.25 |
|
R3 |
4,473.00 |
4,438.25 |
4,365.75 |
|
R2 |
4,420.75 |
4,420.75 |
4,361.00 |
|
R1 |
4,386.00 |
4,386.00 |
4,356.25 |
4,377.25 |
PP |
4,368.50 |
4,368.50 |
4,368.50 |
4,364.00 |
S1 |
4,333.75 |
4,333.75 |
4,346.75 |
4,325.00 |
S2 |
4,316.25 |
4,316.25 |
4,342.00 |
|
S3 |
4,264.00 |
4,281.50 |
4,337.25 |
|
S4 |
4,211.75 |
4,229.25 |
4,322.75 |
|
|
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 |
4,403.00 |
4,271.00 |
132.00 |
3.0% |
55.75 |
1.3% |
61% |
True |
False |
220,712 |
10 |
4,442.25 |
4,271.00 |
171.25 |
3.9% |
63.50 |
1.5% |
47% |
False |
False |
254,008 |
20 |
4,584.50 |
4,271.00 |
313.50 |
7.2% |
59.75 |
1.4% |
26% |
False |
False |
236,119 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.2% |
59.00 |
1.4% |
26% |
False |
False |
229,357 |
60 |
4,584.50 |
4,060.00 |
524.50 |
12.1% |
64.75 |
1.5% |
56% |
False |
False |
165,493 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.7% |
77.25 |
1.8% |
68% |
False |
False |
124,181 |
100 |
4,691.00 |
3,856.50 |
834.50 |
19.2% |
81.25 |
1.9% |
59% |
False |
False |
99,364 |
120 |
4,719.75 |
3,856.50 |
863.25 |
19.8% |
75.75 |
1.7% |
57% |
False |
False |
82,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,625.00 |
2.618 |
4,539.75 |
1.618 |
4,487.50 |
1.000 |
4,455.25 |
0.618 |
4,435.25 |
HIGH |
4,403.00 |
0.618 |
4,383.00 |
0.500 |
4,377.00 |
0.382 |
4,370.75 |
LOW |
4,350.75 |
0.618 |
4,318.50 |
1.000 |
4,298.50 |
1.618 |
4,266.25 |
2.618 |
4,214.00 |
4.250 |
4,128.75 |
|
|
Fisher Pivots for day following 11-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,377.00 |
4,360.50 |
PP |
4,368.50 |
4,357.50 |
S1 |
4,360.00 |
4,354.50 |
|