Trading Metrics calculated at close of trading on 31-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,494.00 |
4,518.25 |
24.25 |
0.5% |
4,367.75 |
High |
4,513.50 |
4,528.25 |
14.75 |
0.3% |
4,513.50 |
Low |
4,490.25 |
4,497.50 |
7.25 |
0.2% |
4,341.75 |
Close |
4,510.00 |
4,524.25 |
14.25 |
0.3% |
4,510.00 |
Range |
23.25 |
30.75 |
7.50 |
32.3% |
171.75 |
ATR |
59.27 |
57.23 |
-2.04 |
-3.4% |
0.00 |
Volume |
153,739 |
209,605 |
55,866 |
36.3% |
977,971 |
|
Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,609.00 |
4,597.25 |
4,541.25 |
|
R3 |
4,578.25 |
4,566.50 |
4,532.75 |
|
R2 |
4,547.50 |
4,547.50 |
4,530.00 |
|
R1 |
4,535.75 |
4,535.75 |
4,527.00 |
4,541.50 |
PP |
4,516.75 |
4,516.75 |
4,516.75 |
4,519.50 |
S1 |
4,505.00 |
4,505.00 |
4,521.50 |
4,511.00 |
S2 |
4,486.00 |
4,486.00 |
4,518.50 |
|
S3 |
4,455.25 |
4,474.25 |
4,515.75 |
|
S4 |
4,424.50 |
4,443.50 |
4,507.25 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,970.25 |
4,912.00 |
4,604.50 |
|
R3 |
4,798.50 |
4,740.25 |
4,557.25 |
|
R2 |
4,626.75 |
4,626.75 |
4,541.50 |
|
R1 |
4,568.50 |
4,568.50 |
4,525.75 |
4,597.50 |
PP |
4,455.00 |
4,455.00 |
4,455.00 |
4,469.75 |
S1 |
4,396.75 |
4,396.75 |
4,494.25 |
4,426.00 |
S2 |
4,283.25 |
4,283.25 |
4,478.50 |
|
S3 |
4,111.50 |
4,225.00 |
4,462.75 |
|
S4 |
3,939.75 |
4,053.25 |
4,415.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,528.25 |
4,341.75 |
186.50 |
4.1% |
48.00 |
1.1% |
98% |
True |
False |
204,079 |
10 |
4,528.25 |
4,280.75 |
247.50 |
5.5% |
54.00 |
1.2% |
98% |
True |
False |
226,672 |
20 |
4,528.25 |
4,271.00 |
257.25 |
5.7% |
57.25 |
1.3% |
98% |
True |
False |
229,297 |
40 |
4,584.50 |
4,271.00 |
313.50 |
6.9% |
60.50 |
1.3% |
81% |
False |
False |
234,434 |
60 |
4,584.50 |
4,220.25 |
364.25 |
8.1% |
59.25 |
1.3% |
83% |
False |
False |
214,922 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
68.25 |
1.5% |
92% |
False |
False |
161,351 |
100 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
79.75 |
1.8% |
92% |
False |
False |
129,121 |
120 |
4,692.25 |
3,856.50 |
835.75 |
18.5% |
78.00 |
1.7% |
80% |
False |
False |
107,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,659.00 |
2.618 |
4,608.75 |
1.618 |
4,578.00 |
1.000 |
4,559.00 |
0.618 |
4,547.25 |
HIGH |
4,528.25 |
0.618 |
4,516.50 |
0.500 |
4,513.00 |
0.382 |
4,509.25 |
LOW |
4,497.50 |
0.618 |
4,478.50 |
1.000 |
4,466.75 |
1.618 |
4,447.75 |
2.618 |
4,417.00 |
4.250 |
4,366.75 |
|
|
Fisher Pivots for day following 31-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,520.50 |
4,514.75 |
PP |
4,516.75 |
4,505.25 |
S1 |
4,513.00 |
4,496.00 |
|