Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,337.75 |
4,317.00 |
-20.75 |
-0.5% |
4,316.00 |
High |
4,340.75 |
4,379.00 |
38.25 |
0.9% |
4,393.75 |
Low |
4,280.75 |
4,314.50 |
33.75 |
0.8% |
4,280.75 |
Close |
4,317.25 |
4,362.25 |
45.00 |
1.0% |
4,362.25 |
Range |
60.00 |
64.50 |
4.50 |
7.5% |
113.00 |
ATR |
64.82 |
64.80 |
-0.02 |
0.0% |
0.00 |
Volume |
272,694 |
244,244 |
-28,450 |
-10.4% |
1,277,032 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,545.50 |
4,518.25 |
4,397.75 |
|
R3 |
4,481.00 |
4,453.75 |
4,380.00 |
|
R2 |
4,416.50 |
4,416.50 |
4,374.00 |
|
R1 |
4,389.25 |
4,389.25 |
4,368.25 |
4,403.00 |
PP |
4,352.00 |
4,352.00 |
4,352.00 |
4,358.75 |
S1 |
4,324.75 |
4,324.75 |
4,356.25 |
4,338.50 |
S2 |
4,287.50 |
4,287.50 |
4,350.50 |
|
S3 |
4,223.00 |
4,260.25 |
4,344.50 |
|
S4 |
4,158.50 |
4,195.75 |
4,326.75 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,684.50 |
4,636.50 |
4,424.50 |
|
R3 |
4,571.50 |
4,523.50 |
4,393.25 |
|
R2 |
4,458.50 |
4,458.50 |
4,383.00 |
|
R1 |
4,410.50 |
4,410.50 |
4,372.50 |
4,434.50 |
PP |
4,345.50 |
4,345.50 |
4,345.50 |
4,357.50 |
S1 |
4,297.50 |
4,297.50 |
4,352.00 |
4,321.50 |
S2 |
4,232.50 |
4,232.50 |
4,341.50 |
|
S3 |
4,119.50 |
4,184.50 |
4,331.25 |
|
S4 |
4,006.50 |
4,071.50 |
4,300.00 |
|
|
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% |
71.00 |
1.6% |
72% |
False |
False |
255,406 |
10 |
4,403.00 |
4,280.75 |
122.25 |
2.8% |
65.25 |
1.5% |
67% |
False |
False |
240,816 |
20 |
4,489.75 |
4,271.00 |
218.75 |
5.0% |
64.75 |
1.5% |
42% |
False |
False |
251,033 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.2% |
62.50 |
1.4% |
29% |
False |
False |
235,040 |
60 |
4,584.50 |
4,171.25 |
413.25 |
9.5% |
62.50 |
1.4% |
46% |
False |
False |
195,210 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.7% |
72.25 |
1.7% |
69% |
False |
False |
146,517 |
100 |
4,691.00 |
3,856.50 |
834.50 |
19.1% |
82.25 |
1.9% |
61% |
False |
False |
117,250 |
120 |
4,719.75 |
3,856.50 |
863.25 |
19.8% |
78.25 |
1.8% |
59% |
False |
False |
97,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,653.00 |
2.618 |
4,547.75 |
1.618 |
4,483.25 |
1.000 |
4,443.50 |
0.618 |
4,418.75 |
HIGH |
4,379.00 |
0.618 |
4,354.25 |
0.500 |
4,346.75 |
0.382 |
4,339.25 |
LOW |
4,314.50 |
0.618 |
4,274.75 |
1.000 |
4,250.00 |
1.618 |
4,210.25 |
2.618 |
4,145.75 |
4.250 |
4,040.50 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,357.00 |
4,351.50 |
PP |
4,352.00 |
4,340.75 |
S1 |
4,346.75 |
4,330.00 |
|