Trading Metrics calculated at close of trading on 16-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,337.25 |
4,316.00 |
-21.25 |
-0.5% |
4,329.75 |
High |
4,360.50 |
4,392.00 |
31.50 |
0.7% |
4,403.00 |
Low |
4,303.75 |
4,305.50 |
1.75 |
0.0% |
4,303.75 |
Close |
4,324.00 |
4,375.25 |
51.25 |
1.2% |
4,324.00 |
Range |
56.75 |
86.50 |
29.75 |
52.4% |
99.25 |
ATR |
62.49 |
64.21 |
1.71 |
2.7% |
0.00 |
Volume |
249,877 |
197,887 |
-51,990 |
-20.8% |
1,131,129 |
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,617.00 |
4,582.75 |
4,422.75 |
|
R3 |
4,530.50 |
4,496.25 |
4,399.00 |
|
R2 |
4,444.00 |
4,444.00 |
4,391.00 |
|
R1 |
4,409.75 |
4,409.75 |
4,383.25 |
4,427.00 |
PP |
4,357.50 |
4,357.50 |
4,357.50 |
4,366.25 |
S1 |
4,323.25 |
4,323.25 |
4,367.25 |
4,340.50 |
S2 |
4,271.00 |
4,271.00 |
4,359.50 |
|
S3 |
4,184.50 |
4,236.75 |
4,351.50 |
|
S4 |
4,098.00 |
4,150.25 |
4,327.75 |
|
|
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% |
69.25 |
1.6% |
72% |
False |
False |
224,417 |
10 |
4,403.00 |
4,271.00 |
132.00 |
3.0% |
60.25 |
1.4% |
79% |
False |
False |
231,923 |
20 |
4,584.50 |
4,271.00 |
313.50 |
7.2% |
64.50 |
1.5% |
33% |
False |
False |
245,834 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.2% |
60.75 |
1.4% |
33% |
False |
False |
227,261 |
60 |
4,584.50 |
4,076.50 |
508.00 |
11.6% |
64.00 |
1.5% |
59% |
False |
False |
177,296 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.6% |
75.00 |
1.7% |
71% |
False |
False |
133,044 |
100 |
4,691.00 |
3,856.50 |
834.50 |
19.1% |
81.00 |
1.8% |
62% |
False |
False |
106,460 |
120 |
4,719.75 |
3,856.50 |
863.25 |
19.7% |
76.75 |
1.8% |
60% |
False |
False |
88,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,759.50 |
2.618 |
4,618.50 |
1.618 |
4,532.00 |
1.000 |
4,478.50 |
0.618 |
4,445.50 |
HIGH |
4,392.00 |
0.618 |
4,359.00 |
0.500 |
4,348.75 |
0.382 |
4,338.50 |
LOW |
4,305.50 |
0.618 |
4,252.00 |
1.000 |
4,219.00 |
1.618 |
4,165.50 |
2.618 |
4,079.00 |
4.250 |
3,938.00 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,366.50 |
4,366.00 |
PP |
4,357.50 |
4,357.00 |
S1 |
4,348.75 |
4,348.00 |
|