Trading Metrics calculated at close of trading on 25-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,351.50 |
4,445.50 |
94.00 |
2.2% |
4,316.00 |
High |
4,448.75 |
4,489.50 |
40.75 |
0.9% |
4,393.75 |
Low |
4,341.75 |
4,443.00 |
101.25 |
2.3% |
4,280.75 |
Close |
4,445.25 |
4,474.75 |
29.50 |
0.7% |
4,362.25 |
Range |
107.00 |
46.50 |
-60.50 |
-56.5% |
113.00 |
ATR |
65.72 |
64.35 |
-1.37 |
-2.1% |
0.00 |
Volume |
239,635 |
253,726 |
14,091 |
5.9% |
1,277,032 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,608.50 |
4,588.25 |
4,500.25 |
|
R3 |
4,562.00 |
4,541.75 |
4,487.50 |
|
R2 |
4,515.50 |
4,515.50 |
4,483.25 |
|
R1 |
4,495.25 |
4,495.25 |
4,479.00 |
4,505.50 |
PP |
4,469.00 |
4,469.00 |
4,469.00 |
4,474.25 |
S1 |
4,448.75 |
4,448.75 |
4,470.50 |
4,459.00 |
S2 |
4,422.50 |
4,422.50 |
4,466.25 |
|
S3 |
4,376.00 |
4,402.25 |
4,462.00 |
|
S4 |
4,329.50 |
4,355.75 |
4,449.25 |
|
|
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 |
4,489.50 |
4,280.75 |
208.75 |
4.7% |
62.25 |
1.4% |
93% |
True |
False |
235,495 |
10 |
4,489.50 |
4,280.75 |
208.75 |
4.7% |
67.50 |
1.5% |
93% |
True |
False |
244,949 |
20 |
4,489.50 |
4,271.00 |
218.50 |
4.9% |
65.50 |
1.5% |
93% |
True |
False |
249,478 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.0% |
62.50 |
1.4% |
65% |
False |
False |
236,910 |
60 |
4,584.50 |
4,220.25 |
364.25 |
8.1% |
60.50 |
1.4% |
70% |
False |
False |
206,179 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.3% |
71.00 |
1.6% |
85% |
False |
False |
154,769 |
100 |
4,601.00 |
3,856.50 |
744.50 |
16.6% |
82.25 |
1.8% |
83% |
False |
False |
123,854 |
120 |
4,710.50 |
3,856.50 |
854.00 |
19.1% |
79.00 |
1.8% |
72% |
False |
False |
103,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,687.00 |
2.618 |
4,611.25 |
1.618 |
4,564.75 |
1.000 |
4,536.00 |
0.618 |
4,518.25 |
HIGH |
4,489.50 |
0.618 |
4,471.75 |
0.500 |
4,466.25 |
0.382 |
4,460.75 |
LOW |
4,443.00 |
0.618 |
4,414.25 |
1.000 |
4,396.50 |
1.618 |
4,367.75 |
2.618 |
4,321.25 |
4.250 |
4,245.50 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,472.00 |
4,455.00 |
PP |
4,469.00 |
4,435.25 |
S1 |
4,466.25 |
4,415.50 |
|