Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,262.3 |
1,258.6 |
-3.7 |
-0.3% |
1,276.3 |
High |
1,264.8 |
1,264.1 |
-0.7 |
-0.1% |
1,292.4 |
Low |
1,247.3 |
1,252.7 |
5.4 |
0.4% |
1,247.3 |
Close |
1,257.6 |
1,256.0 |
-1.6 |
-0.1% |
1,256.0 |
Range |
17.5 |
11.4 |
-6.1 |
-34.9% |
45.1 |
ATR |
20.2 |
19.6 |
-0.6 |
-3.1% |
0.0 |
Volume |
42,219 |
68,485 |
26,266 |
62.2% |
190,311 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.8 |
1,285.3 |
1,262.3 |
|
R3 |
1,280.4 |
1,273.9 |
1,259.1 |
|
R2 |
1,269.0 |
1,269.0 |
1,258.1 |
|
R1 |
1,262.5 |
1,262.5 |
1,257.0 |
1,260.1 |
PP |
1,257.6 |
1,257.6 |
1,257.6 |
1,256.4 |
S1 |
1,251.1 |
1,251.1 |
1,255.0 |
1,248.7 |
S2 |
1,246.2 |
1,246.2 |
1,253.9 |
|
S3 |
1,234.8 |
1,239.7 |
1,252.9 |
|
S4 |
1,223.4 |
1,228.3 |
1,249.7 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.5 |
1,373.4 |
1,280.8 |
|
R3 |
1,355.4 |
1,328.3 |
1,268.4 |
|
R2 |
1,310.3 |
1,310.3 |
1,264.3 |
|
R1 |
1,283.2 |
1,283.2 |
1,260.1 |
1,274.2 |
PP |
1,265.2 |
1,265.2 |
1,265.2 |
1,260.8 |
S1 |
1,238.1 |
1,238.1 |
1,251.9 |
1,229.1 |
S2 |
1,220.1 |
1,220.1 |
1,247.7 |
|
S3 |
1,175.0 |
1,193.0 |
1,243.6 |
|
S4 |
1,129.9 |
1,147.9 |
1,231.2 |
|
|
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 |
1,247.3 |
45.1 |
3.6% |
17.4 |
1.4% |
19% |
False |
False |
38,062 |
10 |
1,292.4 |
1,247.3 |
45.1 |
3.6% |
17.3 |
1.4% |
19% |
False |
False |
36,408 |
20 |
1,308.0 |
1,234.0 |
74.0 |
5.9% |
18.3 |
1.5% |
30% |
False |
False |
25,371 |
40 |
1,308.0 |
1,211.8 |
96.2 |
7.7% |
18.1 |
1.4% |
46% |
False |
False |
14,880 |
60 |
1,308.0 |
1,211.8 |
96.2 |
7.7% |
19.5 |
1.5% |
46% |
False |
False |
11,197 |
80 |
1,308.0 |
1,111.3 |
196.7 |
15.7% |
19.9 |
1.6% |
74% |
False |
False |
8,945 |
100 |
1,308.0 |
1,059.5 |
248.5 |
19.8% |
18.3 |
1.5% |
79% |
False |
False |
7,362 |
120 |
1,308.0 |
1,049.4 |
258.6 |
20.6% |
17.1 |
1.4% |
80% |
False |
False |
6,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.6 |
2.618 |
1,293.9 |
1.618 |
1,282.5 |
1.000 |
1,275.5 |
0.618 |
1,271.1 |
HIGH |
1,264.1 |
0.618 |
1,259.7 |
0.500 |
1,258.4 |
0.382 |
1,257.1 |
LOW |
1,252.7 |
0.618 |
1,245.7 |
1.000 |
1,241.3 |
1.618 |
1,234.3 |
2.618 |
1,222.9 |
4.250 |
1,204.3 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,258.4 |
1,266.3 |
PP |
1,257.6 |
1,262.9 |
S1 |
1,256.8 |
1,259.4 |
|