Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,289.6 |
1,268.4 |
-21.2 |
-1.6% |
1,296.6 |
High |
1,291.8 |
1,274.2 |
-17.6 |
-1.4% |
1,308.0 |
Low |
1,265.8 |
1,261.0 |
-4.8 |
-0.4% |
1,273.0 |
Close |
1,269.1 |
1,267.3 |
-1.8 |
-0.1% |
1,296.4 |
Range |
26.0 |
13.2 |
-12.8 |
-49.2% |
35.0 |
ATR |
20.9 |
20.3 |
-0.5 |
-2.6% |
0.0 |
Volume |
28,974 |
22,483 |
-6,491 |
-22.4% |
101,317 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.1 |
1,300.4 |
1,274.6 |
|
R3 |
1,293.9 |
1,287.2 |
1,270.9 |
|
R2 |
1,280.7 |
1,280.7 |
1,269.7 |
|
R1 |
1,274.0 |
1,274.0 |
1,268.5 |
1,270.8 |
PP |
1,267.5 |
1,267.5 |
1,267.5 |
1,265.9 |
S1 |
1,260.8 |
1,260.8 |
1,266.1 |
1,257.6 |
S2 |
1,254.3 |
1,254.3 |
1,264.9 |
|
S3 |
1,241.1 |
1,247.6 |
1,263.7 |
|
S4 |
1,227.9 |
1,234.4 |
1,260.0 |
|
|
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 |
1,299.9 |
1,261.0 |
38.9 |
3.1% |
19.0 |
1.5% |
16% |
False |
True |
21,107 |
10 |
1,308.0 |
1,241.1 |
66.9 |
5.3% |
20.7 |
1.6% |
39% |
False |
False |
18,480 |
20 |
1,308.0 |
1,227.5 |
80.5 |
6.4% |
19.2 |
1.5% |
49% |
False |
False |
11,679 |
40 |
1,308.0 |
1,211.8 |
96.2 |
7.6% |
18.7 |
1.5% |
58% |
False |
False |
7,903 |
60 |
1,308.0 |
1,193.2 |
114.8 |
9.1% |
20.5 |
1.6% |
65% |
False |
False |
6,308 |
80 |
1,308.0 |
1,079.4 |
228.6 |
18.0% |
19.4 |
1.5% |
82% |
False |
False |
5,170 |
100 |
1,308.0 |
1,049.4 |
258.6 |
20.4% |
17.8 |
1.4% |
84% |
False |
False |
4,275 |
120 |
1,308.0 |
1,049.4 |
258.6 |
20.4% |
16.4 |
1.3% |
84% |
False |
False |
3,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,330.3 |
2.618 |
1,308.8 |
1.618 |
1,295.6 |
1.000 |
1,287.4 |
0.618 |
1,282.4 |
HIGH |
1,274.2 |
0.618 |
1,269.2 |
0.500 |
1,267.6 |
0.382 |
1,266.0 |
LOW |
1,261.0 |
0.618 |
1,252.8 |
1.000 |
1,247.8 |
1.618 |
1,239.6 |
2.618 |
1,226.4 |
4.250 |
1,204.9 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,267.6 |
1,280.5 |
PP |
1,267.5 |
1,276.1 |
S1 |
1,267.4 |
1,271.7 |
|