Trading Metrics calculated at close of trading on 24-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,367.75 |
4,351.50 |
-16.25 |
-0.4% |
4,316.00 |
High |
4,381.50 |
4,448.75 |
67.25 |
1.5% |
4,393.75 |
Low |
4,348.25 |
4,341.75 |
-6.50 |
-0.1% |
4,280.75 |
Close |
4,352.50 |
4,445.25 |
92.75 |
2.1% |
4,362.25 |
Range |
33.25 |
107.00 |
73.75 |
221.8% |
113.00 |
ATR |
62.55 |
65.72 |
3.18 |
5.1% |
0.00 |
Volume |
167,178 |
239,635 |
72,457 |
43.3% |
1,277,032 |
|
Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,733.00 |
4,696.00 |
4,504.00 |
|
R3 |
4,626.00 |
4,589.00 |
4,474.75 |
|
R2 |
4,519.00 |
4,519.00 |
4,464.75 |
|
R1 |
4,482.00 |
4,482.00 |
4,455.00 |
4,500.50 |
PP |
4,412.00 |
4,412.00 |
4,412.00 |
4,421.00 |
S1 |
4,375.00 |
4,375.00 |
4,435.50 |
4,393.50 |
S2 |
4,305.00 |
4,305.00 |
4,425.75 |
|
S3 |
4,198.00 |
4,268.00 |
4,415.75 |
|
S4 |
4,091.00 |
4,161.00 |
4,386.50 |
|
|
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 |
4,448.75 |
4,280.75 |
168.00 |
3.8% |
64.50 |
1.5% |
98% |
True |
False |
245,808 |
10 |
4,448.75 |
4,280.75 |
168.00 |
3.8% |
68.00 |
1.5% |
98% |
True |
False |
240,379 |
20 |
4,448.75 |
4,271.00 |
177.75 |
4.0% |
66.25 |
1.5% |
98% |
True |
False |
252,111 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.1% |
62.75 |
1.4% |
56% |
False |
False |
236,129 |
60 |
4,584.50 |
4,171.25 |
413.25 |
9.3% |
62.50 |
1.4% |
66% |
False |
False |
201,974 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.4% |
71.25 |
1.6% |
81% |
False |
False |
151,598 |
100 |
4,652.75 |
3,856.50 |
796.25 |
17.9% |
82.50 |
1.9% |
74% |
False |
False |
121,317 |
120 |
4,719.75 |
3,856.50 |
863.25 |
19.4% |
79.00 |
1.8% |
68% |
False |
False |
101,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,903.50 |
2.618 |
4,729.00 |
1.618 |
4,622.00 |
1.000 |
4,555.75 |
0.618 |
4,515.00 |
HIGH |
4,448.75 |
0.618 |
4,408.00 |
0.500 |
4,395.25 |
0.382 |
4,382.50 |
LOW |
4,341.75 |
0.618 |
4,275.50 |
1.000 |
4,234.75 |
1.618 |
4,168.50 |
2.618 |
4,061.50 |
4.250 |
3,887.00 |
|
|
Fisher Pivots for day following 24-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,428.50 |
4,424.00 |
PP |
4,412.00 |
4,402.75 |
S1 |
4,395.25 |
4,381.50 |
|