Trading Metrics calculated at close of trading on 19-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,321.00 |
4,337.75 |
16.75 |
0.4% |
4,329.75 |
High |
4,359.00 |
4,340.75 |
-18.25 |
-0.4% |
4,403.00 |
Low |
4,301.00 |
4,280.75 |
-20.25 |
-0.5% |
4,303.75 |
Close |
4,332.25 |
4,317.25 |
-15.00 |
-0.3% |
4,324.00 |
Range |
58.00 |
60.00 |
2.00 |
3.4% |
99.25 |
ATR |
65.19 |
64.82 |
-0.37 |
-0.6% |
0.00 |
Volume |
305,289 |
272,694 |
-32,595 |
-10.7% |
1,131,129 |
|
Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,493.00 |
4,465.00 |
4,350.25 |
|
R3 |
4,433.00 |
4,405.00 |
4,333.75 |
|
R2 |
4,373.00 |
4,373.00 |
4,328.25 |
|
R1 |
4,345.00 |
4,345.00 |
4,322.75 |
4,329.00 |
PP |
4,313.00 |
4,313.00 |
4,313.00 |
4,305.00 |
S1 |
4,285.00 |
4,285.00 |
4,311.75 |
4,269.00 |
S2 |
4,253.00 |
4,253.00 |
4,306.25 |
|
S3 |
4,193.00 |
4,225.00 |
4,300.75 |
|
S4 |
4,133.00 |
4,165.00 |
4,284.25 |
|
|
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 |
4,280.75 |
113.00 |
2.6% |
69.50 |
1.6% |
32% |
False |
True |
256,533 |
10 |
4,403.00 |
4,271.00 |
132.00 |
3.1% |
65.25 |
1.5% |
35% |
False |
False |
242,660 |
20 |
4,501.75 |
4,271.00 |
230.75 |
5.3% |
65.25 |
1.5% |
20% |
False |
False |
253,098 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.3% |
61.75 |
1.4% |
15% |
False |
False |
233,834 |
60 |
4,584.50 |
4,162.25 |
422.25 |
9.8% |
62.75 |
1.5% |
37% |
False |
False |
191,176 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.9% |
72.75 |
1.7% |
63% |
False |
False |
143,471 |
100 |
4,691.00 |
3,856.50 |
834.50 |
19.3% |
82.00 |
1.9% |
55% |
False |
False |
114,808 |
120 |
4,719.75 |
3,856.50 |
863.25 |
20.0% |
77.75 |
1.8% |
53% |
False |
False |
95,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,595.75 |
2.618 |
4,497.75 |
1.618 |
4,437.75 |
1.000 |
4,400.75 |
0.618 |
4,377.75 |
HIGH |
4,340.75 |
0.618 |
4,317.75 |
0.500 |
4,310.75 |
0.382 |
4,303.75 |
LOW |
4,280.75 |
0.618 |
4,243.75 |
1.000 |
4,220.75 |
1.618 |
4,183.75 |
2.618 |
4,123.75 |
4.250 |
4,025.75 |
|
|
Fisher Pivots for day following 19-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,315.00 |
4,337.25 |
PP |
4,313.00 |
4,330.50 |
S1 |
4,310.75 |
4,324.00 |
|