Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,284.0 |
1,281.5 |
-2.5 |
-0.2% |
1,296.6 |
High |
1,290.6 |
1,299.9 |
9.3 |
0.7% |
1,308.0 |
Low |
1,273.0 |
1,279.7 |
6.7 |
0.5% |
1,273.0 |
Close |
1,274.6 |
1,296.4 |
21.8 |
1.7% |
1,296.4 |
Range |
17.6 |
20.2 |
2.6 |
14.8% |
35.0 |
ATR |
19.7 |
20.1 |
0.4 |
2.0% |
0.0 |
Volume |
9,466 |
28,711 |
19,245 |
203.3% |
101,317 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.6 |
1,344.7 |
1,307.5 |
|
R3 |
1,332.4 |
1,324.5 |
1,302.0 |
|
R2 |
1,312.2 |
1,312.2 |
1,300.1 |
|
R1 |
1,304.3 |
1,304.3 |
1,298.3 |
1,308.3 |
PP |
1,292.0 |
1,292.0 |
1,292.0 |
1,294.0 |
S1 |
1,284.1 |
1,284.1 |
1,294.5 |
1,288.1 |
S2 |
1,271.8 |
1,271.8 |
1,292.7 |
|
S3 |
1,251.6 |
1,263.9 |
1,290.8 |
|
S4 |
1,231.4 |
1,243.7 |
1,285.3 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.5 |
1,381.9 |
1,315.7 |
|
R3 |
1,362.5 |
1,346.9 |
1,306.0 |
|
R2 |
1,327.5 |
1,327.5 |
1,302.8 |
|
R1 |
1,311.9 |
1,311.9 |
1,299.6 |
1,302.2 |
PP |
1,292.5 |
1,292.5 |
1,292.5 |
1,287.6 |
S1 |
1,276.9 |
1,276.9 |
1,293.2 |
1,267.2 |
S2 |
1,257.5 |
1,257.5 |
1,290.0 |
|
S3 |
1,222.5 |
1,241.9 |
1,286.8 |
|
S4 |
1,187.5 |
1,206.9 |
1,277.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,308.0 |
1,273.0 |
35.0 |
2.7% |
18.3 |
1.4% |
67% |
False |
False |
20,263 |
10 |
1,308.0 |
1,234.0 |
74.0 |
5.7% |
19.3 |
1.5% |
84% |
False |
False |
14,334 |
20 |
1,308.0 |
1,227.5 |
80.5 |
6.2% |
18.6 |
1.4% |
86% |
False |
False |
9,703 |
40 |
1,308.0 |
1,211.8 |
96.2 |
7.4% |
19.3 |
1.5% |
88% |
False |
False |
6,871 |
60 |
1,308.0 |
1,193.2 |
114.8 |
8.9% |
21.1 |
1.6% |
90% |
False |
False |
5,550 |
80 |
1,308.0 |
1,074.0 |
234.0 |
18.0% |
19.4 |
1.5% |
95% |
False |
False |
4,565 |
100 |
1,308.0 |
1,049.4 |
258.6 |
19.9% |
17.7 |
1.4% |
96% |
False |
False |
3,766 |
120 |
1,308.0 |
1,049.4 |
258.6 |
19.9% |
16.2 |
1.2% |
96% |
False |
False |
3,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,385.8 |
2.618 |
1,352.8 |
1.618 |
1,332.6 |
1.000 |
1,320.1 |
0.618 |
1,312.4 |
HIGH |
1,299.9 |
0.618 |
1,292.2 |
0.500 |
1,289.8 |
0.382 |
1,287.4 |
LOW |
1,279.7 |
0.618 |
1,267.2 |
1.000 |
1,259.5 |
1.618 |
1,247.0 |
2.618 |
1,226.8 |
4.250 |
1,193.9 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,294.2 |
1,293.1 |
PP |
1,292.0 |
1,289.8 |
S1 |
1,289.8 |
1,286.5 |
|