Trading Metrics calculated at close of trading on 24-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,254.6 |
1,252.6 |
-2.0 |
-0.2% |
1,276.3 |
High |
1,259.6 |
1,256.0 |
-3.6 |
-0.3% |
1,292.4 |
Low |
1,246.8 |
1,229.2 |
-17.6 |
-1.4% |
1,247.3 |
Close |
1,254.9 |
1,232.2 |
-22.7 |
-1.8% |
1,256.0 |
Range |
12.8 |
26.8 |
14.0 |
109.4% |
45.1 |
ATR |
19.1 |
19.7 |
0.5 |
2.9% |
0.0 |
Volume |
86,012 |
122,803 |
36,791 |
42.8% |
190,311 |
|
Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.5 |
1,302.7 |
1,246.9 |
|
R3 |
1,292.7 |
1,275.9 |
1,239.6 |
|
R2 |
1,265.9 |
1,265.9 |
1,237.1 |
|
R1 |
1,249.1 |
1,249.1 |
1,234.7 |
1,244.1 |
PP |
1,239.1 |
1,239.1 |
1,239.1 |
1,236.7 |
S1 |
1,222.3 |
1,222.3 |
1,229.7 |
1,217.3 |
S2 |
1,212.3 |
1,212.3 |
1,227.3 |
|
S3 |
1,185.5 |
1,195.5 |
1,224.8 |
|
S4 |
1,158.7 |
1,168.7 |
1,217.5 |
|
|
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 |
1,285.3 |
1,229.2 |
56.1 |
4.6% |
19.0 |
1.5% |
5% |
False |
True |
69,585 |
10 |
1,292.4 |
1,229.2 |
63.2 |
5.1% |
17.4 |
1.4% |
5% |
False |
True |
52,144 |
20 |
1,308.0 |
1,229.2 |
78.8 |
6.4% |
19.0 |
1.5% |
4% |
False |
True |
35,312 |
40 |
1,308.0 |
1,211.8 |
96.2 |
7.8% |
18.1 |
1.5% |
21% |
False |
False |
19,911 |
60 |
1,308.0 |
1,211.8 |
96.2 |
7.8% |
19.3 |
1.6% |
21% |
False |
False |
14,610 |
80 |
1,308.0 |
1,121.0 |
187.0 |
15.2% |
20.2 |
1.6% |
59% |
False |
False |
11,524 |
100 |
1,308.0 |
1,059.5 |
248.5 |
20.2% |
18.6 |
1.5% |
69% |
False |
False |
9,446 |
120 |
1,308.0 |
1,049.4 |
258.6 |
21.0% |
17.3 |
1.4% |
71% |
False |
False |
7,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.9 |
2.618 |
1,326.2 |
1.618 |
1,299.4 |
1.000 |
1,282.8 |
0.618 |
1,272.6 |
HIGH |
1,256.0 |
0.618 |
1,245.8 |
0.500 |
1,242.6 |
0.382 |
1,239.4 |
LOW |
1,229.2 |
0.618 |
1,212.6 |
1.000 |
1,202.4 |
1.618 |
1,185.8 |
2.618 |
1,159.0 |
4.250 |
1,115.3 |
|
|
Fisher Pivots for day following 24-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,242.6 |
1,246.7 |
PP |
1,239.1 |
1,241.8 |
S1 |
1,235.7 |
1,237.0 |
|