Trading Metrics calculated at close of trading on 18-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,277.1 |
1,285.0 |
7.9 |
0.6% |
1,289.6 |
High |
1,286.2 |
1,285.3 |
-0.9 |
-0.1% |
1,291.8 |
Low |
1,272.7 |
1,258.6 |
-14.1 |
-1.1% |
1,261.0 |
Close |
1,279.5 |
1,277.1 |
-2.4 |
-0.2% |
1,275.0 |
Range |
13.5 |
26.7 |
13.2 |
97.8% |
30.8 |
ATR |
19.0 |
19.5 |
0.6 |
2.9% |
0.0 |
Volume |
31,512 |
28,410 |
-3,102 |
-9.8% |
173,772 |
|
Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.8 |
1,342.1 |
1,291.8 |
|
R3 |
1,327.1 |
1,315.4 |
1,284.4 |
|
R2 |
1,300.4 |
1,300.4 |
1,282.0 |
|
R1 |
1,288.7 |
1,288.7 |
1,279.5 |
1,281.2 |
PP |
1,273.7 |
1,273.7 |
1,273.7 |
1,269.9 |
S1 |
1,262.0 |
1,262.0 |
1,274.7 |
1,254.5 |
S2 |
1,247.0 |
1,247.0 |
1,272.2 |
|
S3 |
1,220.3 |
1,235.3 |
1,269.8 |
|
S4 |
1,193.6 |
1,208.6 |
1,262.4 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.3 |
1,352.5 |
1,291.9 |
|
R3 |
1,337.5 |
1,321.7 |
1,283.5 |
|
R2 |
1,306.7 |
1,306.7 |
1,280.6 |
|
R1 |
1,290.9 |
1,290.9 |
1,277.8 |
1,283.4 |
PP |
1,275.9 |
1,275.9 |
1,275.9 |
1,272.2 |
S1 |
1,260.1 |
1,260.1 |
1,272.2 |
1,252.6 |
S2 |
1,245.1 |
1,245.1 |
1,269.4 |
|
S3 |
1,214.3 |
1,229.3 |
1,266.5 |
|
S4 |
1,183.5 |
1,198.5 |
1,258.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,292.4 |
1,258.6 |
33.8 |
2.6% |
18.2 |
1.4% |
55% |
False |
True |
27,351 |
10 |
1,299.9 |
1,258.6 |
41.3 |
3.2% |
18.2 |
1.4% |
45% |
False |
True |
29,155 |
20 |
1,308.0 |
1,230.5 |
77.5 |
6.1% |
19.4 |
1.5% |
60% |
False |
False |
20,371 |
40 |
1,308.0 |
1,211.8 |
96.2 |
7.5% |
18.5 |
1.4% |
68% |
False |
False |
12,368 |
60 |
1,308.0 |
1,211.8 |
96.2 |
7.5% |
19.8 |
1.5% |
68% |
False |
False |
9,425 |
80 |
1,308.0 |
1,109.2 |
198.8 |
15.6% |
19.9 |
1.6% |
84% |
False |
False |
7,602 |
100 |
1,308.0 |
1,059.5 |
248.5 |
19.5% |
18.2 |
1.4% |
88% |
False |
False |
6,257 |
120 |
1,308.0 |
1,049.4 |
258.6 |
20.2% |
17.0 |
1.3% |
88% |
False |
False |
5,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.8 |
2.618 |
1,355.2 |
1.618 |
1,328.5 |
1.000 |
1,312.0 |
0.618 |
1,301.8 |
HIGH |
1,285.3 |
0.618 |
1,275.1 |
0.500 |
1,272.0 |
0.382 |
1,268.8 |
LOW |
1,258.6 |
0.618 |
1,242.1 |
1.000 |
1,231.9 |
1.618 |
1,215.4 |
2.618 |
1,188.7 |
4.250 |
1,145.1 |
|
|
Fisher Pivots for day following 18-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,275.4 |
1,276.6 |
PP |
1,273.7 |
1,276.0 |
S1 |
1,272.0 |
1,275.5 |
|