Trading Metrics calculated at close of trading on 13-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,111.0 |
1,105.0 |
-6.0 |
-0.5% |
1,114.7 |
High |
1,118.1 |
1,112.6 |
-5.5 |
-0.5% |
1,127.3 |
Low |
1,097.8 |
1,096.6 |
-1.2 |
-0.1% |
1,096.6 |
Close |
1,104.8 |
1,100.0 |
-4.8 |
-0.4% |
1,100.0 |
Range |
20.3 |
16.0 |
-4.3 |
-21.2% |
30.7 |
ATR |
16.8 |
16.8 |
-0.1 |
-0.4% |
0.0 |
Volume |
105,727 |
91,943 |
-13,784 |
-13.0% |
444,238 |
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.0 |
1,141.5 |
1,108.8 |
|
R3 |
1,135.0 |
1,125.5 |
1,104.5 |
|
R2 |
1,119.0 |
1,119.0 |
1,103.0 |
|
R1 |
1,109.5 |
1,109.5 |
1,101.5 |
1,106.3 |
PP |
1,103.0 |
1,103.0 |
1,103.0 |
1,101.5 |
S1 |
1,093.5 |
1,093.5 |
1,098.5 |
1,090.3 |
S2 |
1,087.0 |
1,087.0 |
1,097.0 |
|
S3 |
1,071.0 |
1,077.5 |
1,095.5 |
|
S4 |
1,055.0 |
1,061.5 |
1,091.3 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,200.0 |
1,180.8 |
1,117.0 |
|
R3 |
1,169.3 |
1,150.0 |
1,108.5 |
|
R2 |
1,138.8 |
1,138.8 |
1,105.8 |
|
R1 |
1,119.3 |
1,119.3 |
1,102.8 |
1,113.8 |
PP |
1,108.0 |
1,108.0 |
1,108.0 |
1,105.0 |
S1 |
1,088.8 |
1,088.8 |
1,097.3 |
1,083.0 |
S2 |
1,077.3 |
1,077.3 |
1,094.3 |
|
S3 |
1,046.5 |
1,058.0 |
1,091.5 |
|
S4 |
1,015.8 |
1,027.3 |
1,083.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,127.3 |
1,096.6 |
30.7 |
2.8% |
16.0 |
1.5% |
11% |
False |
True |
88,847 |
10 |
1,138.7 |
1,096.6 |
42.1 |
3.8% |
17.0 |
1.5% |
8% |
False |
True |
90,413 |
20 |
1,154.4 |
1,096.6 |
57.8 |
5.3% |
16.5 |
1.5% |
6% |
False |
True |
87,962 |
40 |
1,154.4 |
1,059.5 |
94.9 |
8.6% |
16.5 |
1.5% |
43% |
False |
False |
86,856 |
60 |
1,154.4 |
992.4 |
162.0 |
14.7% |
16.8 |
1.5% |
66% |
False |
False |
72,524 |
80 |
1,154.4 |
945.2 |
209.2 |
19.0% |
15.0 |
1.4% |
74% |
False |
False |
54,396 |
100 |
1,158.6 |
945.2 |
213.4 |
19.4% |
13.8 |
1.2% |
73% |
False |
False |
43,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,180.5 |
2.618 |
1,154.5 |
1.618 |
1,138.5 |
1.000 |
1,128.5 |
0.618 |
1,122.5 |
HIGH |
1,112.5 |
0.618 |
1,106.5 |
0.500 |
1,104.5 |
0.382 |
1,102.8 |
LOW |
1,096.5 |
0.618 |
1,086.8 |
1.000 |
1,080.5 |
1.618 |
1,070.8 |
2.618 |
1,054.8 |
4.250 |
1,028.5 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,104.5 |
1,111.5 |
PP |
1,103.0 |
1,107.8 |
S1 |
1,101.5 |
1,103.8 |
|