Trading Metrics calculated at close of trading on 18-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,372.75 |
4,321.00 |
-51.75 |
-1.2% |
4,329.75 |
High |
4,393.75 |
4,359.00 |
-34.75 |
-0.8% |
4,403.00 |
Low |
4,308.00 |
4,301.00 |
-7.00 |
-0.2% |
4,303.75 |
Close |
4,319.50 |
4,332.25 |
12.75 |
0.3% |
4,324.00 |
Range |
85.75 |
58.00 |
-27.75 |
-32.4% |
99.25 |
ATR |
65.75 |
65.19 |
-0.55 |
-0.8% |
0.00 |
Volume |
256,918 |
305,289 |
48,371 |
18.8% |
1,131,129 |
|
Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,504.75 |
4,476.50 |
4,364.25 |
|
R3 |
4,446.75 |
4,418.50 |
4,348.25 |
|
R2 |
4,388.75 |
4,388.75 |
4,343.00 |
|
R1 |
4,360.50 |
4,360.50 |
4,337.50 |
4,374.50 |
PP |
4,330.75 |
4,330.75 |
4,330.75 |
4,337.75 |
S1 |
4,302.50 |
4,302.50 |
4,327.00 |
4,316.50 |
S2 |
4,272.75 |
4,272.75 |
4,321.50 |
|
S3 |
4,214.75 |
4,244.50 |
4,316.25 |
|
S4 |
4,156.75 |
4,186.50 |
4,300.25 |
|
|
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 |
4,393.75 |
4,301.00 |
92.75 |
2.1% |
72.50 |
1.7% |
34% |
False |
True |
254,404 |
10 |
4,403.00 |
4,271.00 |
132.00 |
3.0% |
64.25 |
1.5% |
46% |
False |
False |
237,558 |
20 |
4,551.75 |
4,271.00 |
280.75 |
6.5% |
65.25 |
1.5% |
22% |
False |
False |
251,446 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.2% |
61.75 |
1.4% |
20% |
False |
False |
232,318 |
60 |
4,584.50 |
4,076.50 |
508.00 |
11.7% |
63.75 |
1.5% |
50% |
False |
False |
186,649 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.8% |
73.50 |
1.7% |
65% |
False |
False |
140,063 |
100 |
4,691.00 |
3,856.50 |
834.50 |
19.3% |
81.50 |
1.9% |
57% |
False |
False |
112,081 |
120 |
4,719.75 |
3,856.50 |
863.25 |
19.9% |
77.25 |
1.8% |
55% |
False |
False |
93,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,605.50 |
2.618 |
4,510.75 |
1.618 |
4,452.75 |
1.000 |
4,417.00 |
0.618 |
4,394.75 |
HIGH |
4,359.00 |
0.618 |
4,336.75 |
0.500 |
4,330.00 |
0.382 |
4,323.25 |
LOW |
4,301.00 |
0.618 |
4,265.25 |
1.000 |
4,243.00 |
1.618 |
4,207.25 |
2.618 |
4,149.25 |
4.250 |
4,054.50 |
|
|
Fisher Pivots for day following 18-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,331.50 |
4,347.50 |
PP |
4,330.75 |
4,342.25 |
S1 |
4,330.00 |
4,337.25 |
|