Trading Metrics calculated at close of trading on 27-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,139.2 |
1,140.2 |
1.0 |
0.1% |
1,113.5 |
High |
1,143.6 |
1,151.6 |
8.0 |
0.7% |
1,151.6 |
Low |
1,135.8 |
1,137.5 |
1.7 |
0.1% |
1,106.1 |
Close |
1,139.0 |
1,150.1 |
11.1 |
1.0% |
1,150.1 |
Range |
7.8 |
14.1 |
6.3 |
80.8% |
45.5 |
ATR |
17.1 |
16.9 |
-0.2 |
-1.3% |
0.0 |
Volume |
59,328 |
59,231 |
-97 |
-0.2% |
372,802 |
|
Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,188.8 |
1,183.5 |
1,157.8 |
|
R3 |
1,174.5 |
1,169.5 |
1,154.0 |
|
R2 |
1,160.5 |
1,160.5 |
1,152.8 |
|
R1 |
1,155.3 |
1,155.3 |
1,151.5 |
1,158.0 |
PP |
1,146.5 |
1,146.5 |
1,146.5 |
1,147.8 |
S1 |
1,141.3 |
1,141.3 |
1,148.8 |
1,143.8 |
S2 |
1,132.3 |
1,132.3 |
1,147.5 |
|
S3 |
1,118.3 |
1,127.0 |
1,146.3 |
|
S4 |
1,104.0 |
1,113.0 |
1,142.3 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.5 |
1,256.8 |
1,175.0 |
|
R3 |
1,227.0 |
1,211.3 |
1,162.5 |
|
R2 |
1,181.5 |
1,181.5 |
1,158.5 |
|
R1 |
1,165.8 |
1,165.8 |
1,154.3 |
1,173.5 |
PP |
1,136.0 |
1,136.0 |
1,136.0 |
1,139.8 |
S1 |
1,120.3 |
1,120.3 |
1,146.0 |
1,128.0 |
S2 |
1,090.5 |
1,090.5 |
1,141.8 |
|
S3 |
1,045.0 |
1,074.8 |
1,137.5 |
|
S4 |
999.5 |
1,029.3 |
1,125.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,151.6 |
1,106.1 |
45.5 |
4.0% |
14.0 |
1.2% |
97% |
True |
False |
74,560 |
10 |
1,151.6 |
1,082.7 |
68.9 |
6.0% |
18.0 |
1.6% |
98% |
True |
False |
93,759 |
20 |
1,151.6 |
1,082.7 |
68.9 |
6.0% |
17.5 |
1.5% |
98% |
True |
False |
92,086 |
40 |
1,154.4 |
1,082.7 |
71.7 |
6.2% |
16.8 |
1.5% |
94% |
False |
False |
88,521 |
60 |
1,154.4 |
1,046.6 |
107.8 |
9.4% |
17.5 |
1.5% |
96% |
False |
False |
88,124 |
80 |
1,154.4 |
945.2 |
209.2 |
18.2% |
16.3 |
1.4% |
98% |
False |
False |
66,116 |
100 |
1,154.4 |
945.2 |
209.2 |
18.2% |
14.8 |
1.3% |
98% |
False |
False |
52,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,211.5 |
2.618 |
1,188.5 |
1.618 |
1,174.5 |
1.000 |
1,165.8 |
0.618 |
1,160.3 |
HIGH |
1,151.5 |
0.618 |
1,146.3 |
0.500 |
1,144.5 |
0.382 |
1,143.0 |
LOW |
1,137.5 |
0.618 |
1,128.8 |
1.000 |
1,123.5 |
1.618 |
1,114.8 |
2.618 |
1,100.5 |
4.250 |
1,077.5 |
|
|
Fisher Pivots for day following 27-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,148.3 |
1,147.8 |
PP |
1,146.5 |
1,145.3 |
S1 |
1,144.5 |
1,142.8 |
|