Trading Metrics calculated at close of trading on 13-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,352.50 |
4,337.25 |
-15.25 |
-0.4% |
4,329.75 |
High |
4,381.75 |
4,360.50 |
-21.25 |
-0.5% |
4,403.00 |
Low |
4,305.75 |
4,303.75 |
-2.00 |
0.0% |
4,303.75 |
Close |
4,334.75 |
4,324.00 |
-10.75 |
-0.2% |
4,324.00 |
Range |
76.00 |
56.75 |
-19.25 |
-25.3% |
99.25 |
ATR |
62.93 |
62.49 |
-0.44 |
-0.7% |
0.00 |
Volume |
262,049 |
249,877 |
-12,172 |
-4.6% |
1,131,129 |
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,499.75 |
4,468.50 |
4,355.25 |
|
R3 |
4,443.00 |
4,411.75 |
4,339.50 |
|
R2 |
4,386.25 |
4,386.25 |
4,334.50 |
|
R1 |
4,355.00 |
4,355.00 |
4,329.25 |
4,342.25 |
PP |
4,329.50 |
4,329.50 |
4,329.50 |
4,323.00 |
S1 |
4,298.25 |
4,298.25 |
4,318.75 |
4,285.50 |
S2 |
4,272.75 |
4,272.75 |
4,313.50 |
|
S3 |
4,216.00 |
4,241.50 |
4,308.50 |
|
S4 |
4,159.25 |
4,184.75 |
4,292.75 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,641.25 |
4,582.00 |
4,378.50 |
|
R3 |
4,542.00 |
4,482.75 |
4,351.25 |
|
R2 |
4,442.75 |
4,442.75 |
4,342.25 |
|
R1 |
4,383.50 |
4,383.50 |
4,333.00 |
4,363.50 |
PP |
4,343.50 |
4,343.50 |
4,343.50 |
4,333.50 |
S1 |
4,284.25 |
4,284.25 |
4,315.00 |
4,264.25 |
S2 |
4,244.25 |
4,244.25 |
4,305.75 |
|
S3 |
4,145.00 |
4,185.00 |
4,296.75 |
|
S4 |
4,045.75 |
4,085.75 |
4,269.50 |
|
|
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 |
4,303.75 |
99.25 |
2.3% |
59.75 |
1.4% |
20% |
False |
True |
226,225 |
10 |
4,403.00 |
4,271.00 |
132.00 |
3.1% |
57.75 |
1.3% |
40% |
False |
False |
234,281 |
20 |
4,584.50 |
4,271.00 |
313.50 |
7.3% |
63.00 |
1.5% |
17% |
False |
False |
244,933 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.3% |
59.50 |
1.4% |
17% |
False |
False |
228,325 |
60 |
4,584.50 |
4,076.50 |
508.00 |
11.7% |
63.25 |
1.5% |
49% |
False |
False |
174,000 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.8% |
75.25 |
1.7% |
64% |
False |
False |
130,575 |
100 |
4,691.00 |
3,856.50 |
834.50 |
19.3% |
80.50 |
1.9% |
56% |
False |
False |
104,482 |
120 |
4,719.75 |
3,856.50 |
863.25 |
20.0% |
76.25 |
1.8% |
54% |
False |
False |
87,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,601.75 |
2.618 |
4,509.00 |
1.618 |
4,452.25 |
1.000 |
4,417.25 |
0.618 |
4,395.50 |
HIGH |
4,360.50 |
0.618 |
4,338.75 |
0.500 |
4,332.00 |
0.382 |
4,325.50 |
LOW |
4,303.75 |
0.618 |
4,268.75 |
1.000 |
4,247.00 |
1.618 |
4,212.00 |
2.618 |
4,155.25 |
4.250 |
4,062.50 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,332.00 |
4,353.50 |
PP |
4,329.50 |
4,343.50 |
S1 |
4,326.75 |
4,333.75 |
|