Trading Metrics calculated at close of trading on 17-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,316.00 |
4,372.75 |
56.75 |
1.3% |
4,329.75 |
High |
4,392.00 |
4,393.75 |
1.75 |
0.0% |
4,403.00 |
Low |
4,305.50 |
4,308.00 |
2.50 |
0.1% |
4,303.75 |
Close |
4,375.25 |
4,319.50 |
-55.75 |
-1.3% |
4,324.00 |
Range |
86.50 |
85.75 |
-0.75 |
-0.9% |
99.25 |
ATR |
64.21 |
65.75 |
1.54 |
2.4% |
0.00 |
Volume |
197,887 |
256,918 |
59,031 |
29.8% |
1,131,129 |
|
Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,597.75 |
4,544.25 |
4,366.75 |
|
R3 |
4,512.00 |
4,458.50 |
4,343.00 |
|
R2 |
4,426.25 |
4,426.25 |
4,335.25 |
|
R1 |
4,372.75 |
4,372.75 |
4,327.25 |
4,356.50 |
PP |
4,340.50 |
4,340.50 |
4,340.50 |
4,332.25 |
S1 |
4,287.00 |
4,287.00 |
4,311.75 |
4,271.00 |
S2 |
4,254.75 |
4,254.75 |
4,303.75 |
|
S3 |
4,169.00 |
4,201.25 |
4,296.00 |
|
S4 |
4,083.25 |
4,115.50 |
4,272.25 |
|
|
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% |
71.50 |
1.7% |
16% |
False |
False |
234,951 |
10 |
4,403.00 |
4,271.00 |
132.00 |
3.1% |
63.25 |
1.5% |
37% |
False |
False |
230,555 |
20 |
4,556.00 |
4,271.00 |
285.00 |
6.6% |
64.75 |
1.5% |
17% |
False |
False |
245,835 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.3% |
61.75 |
1.4% |
15% |
False |
False |
229,441 |
60 |
4,584.50 |
4,076.50 |
508.00 |
11.8% |
64.00 |
1.5% |
48% |
False |
False |
181,575 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.9% |
74.50 |
1.7% |
64% |
False |
False |
136,251 |
100 |
4,691.00 |
3,856.50 |
834.50 |
19.3% |
81.25 |
1.9% |
55% |
False |
False |
109,029 |
120 |
4,719.75 |
3,856.50 |
863.25 |
20.0% |
77.25 |
1.8% |
54% |
False |
False |
90,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,758.25 |
2.618 |
4,618.25 |
1.618 |
4,532.50 |
1.000 |
4,479.50 |
0.618 |
4,446.75 |
HIGH |
4,393.75 |
0.618 |
4,361.00 |
0.500 |
4,351.00 |
0.382 |
4,340.75 |
LOW |
4,308.00 |
0.618 |
4,255.00 |
1.000 |
4,222.25 |
1.618 |
4,169.25 |
2.618 |
4,083.50 |
4.250 |
3,943.50 |
|
|
Fisher Pivots for day following 17-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,351.00 |
4,348.75 |
PP |
4,340.50 |
4,339.00 |
S1 |
4,330.00 |
4,329.25 |
|