Trading Metrics calculated at close of trading on 23-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,317.00 |
4,367.75 |
50.75 |
1.2% |
4,316.00 |
High |
4,379.00 |
4,381.50 |
2.50 |
0.1% |
4,393.75 |
Low |
4,314.50 |
4,348.25 |
33.75 |
0.8% |
4,280.75 |
Close |
4,362.25 |
4,352.50 |
-9.75 |
-0.2% |
4,362.25 |
Range |
64.50 |
33.25 |
-31.25 |
-48.4% |
113.00 |
ATR |
64.80 |
62.55 |
-2.25 |
-3.5% |
0.00 |
Volume |
244,244 |
167,178 |
-77,066 |
-31.6% |
1,277,032 |
|
Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,460.50 |
4,439.75 |
4,370.75 |
|
R3 |
4,427.25 |
4,406.50 |
4,361.75 |
|
R2 |
4,394.00 |
4,394.00 |
4,358.50 |
|
R1 |
4,373.25 |
4,373.25 |
4,355.50 |
4,367.00 |
PP |
4,360.75 |
4,360.75 |
4,360.75 |
4,357.50 |
S1 |
4,340.00 |
4,340.00 |
4,349.50 |
4,333.75 |
S2 |
4,327.50 |
4,327.50 |
4,346.50 |
|
S3 |
4,294.25 |
4,306.75 |
4,343.25 |
|
S4 |
4,261.00 |
4,273.50 |
4,334.25 |
|
|
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% |
60.25 |
1.4% |
63% |
False |
False |
249,264 |
10 |
4,403.00 |
4,280.75 |
122.25 |
2.8% |
64.75 |
1.5% |
59% |
False |
False |
236,840 |
20 |
4,489.75 |
4,271.00 |
218.75 |
5.0% |
64.25 |
1.5% |
37% |
False |
False |
250,768 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.2% |
62.25 |
1.4% |
26% |
False |
False |
235,876 |
60 |
4,584.50 |
4,171.25 |
413.25 |
9.5% |
62.00 |
1.4% |
44% |
False |
False |
197,988 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.7% |
71.50 |
1.6% |
68% |
False |
False |
148,605 |
100 |
4,686.00 |
3,856.50 |
829.50 |
19.1% |
81.75 |
1.9% |
60% |
False |
False |
118,921 |
120 |
4,719.75 |
3,856.50 |
863.25 |
19.8% |
78.25 |
1.8% |
57% |
False |
False |
99,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,522.75 |
2.618 |
4,468.50 |
1.618 |
4,435.25 |
1.000 |
4,414.75 |
0.618 |
4,402.00 |
HIGH |
4,381.50 |
0.618 |
4,368.75 |
0.500 |
4,365.00 |
0.382 |
4,361.00 |
LOW |
4,348.25 |
0.618 |
4,327.75 |
1.000 |
4,315.00 |
1.618 |
4,294.50 |
2.618 |
4,261.25 |
4.250 |
4,207.00 |
|
|
Fisher Pivots for day following 23-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,365.00 |
4,345.50 |
PP |
4,360.75 |
4,338.25 |
S1 |
4,356.50 |
4,331.00 |
|