Trading Metrics calculated at close of trading on 25-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,252.6 |
1,230.0 |
-22.6 |
-1.8% |
1,276.3 |
High |
1,256.0 |
1,233.4 |
-22.6 |
-1.8% |
1,292.4 |
Low |
1,229.2 |
1,220.6 |
-8.6 |
-0.7% |
1,247.3 |
Close |
1,232.2 |
1,226.6 |
-5.6 |
-0.5% |
1,256.0 |
Range |
26.8 |
12.8 |
-14.0 |
-52.2% |
45.1 |
ATR |
19.7 |
19.2 |
-0.5 |
-2.5% |
0.0 |
Volume |
122,803 |
106,959 |
-15,844 |
-12.9% |
190,311 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.3 |
1,258.7 |
1,233.6 |
|
R3 |
1,252.5 |
1,245.9 |
1,230.1 |
|
R2 |
1,239.7 |
1,239.7 |
1,228.9 |
|
R1 |
1,233.1 |
1,233.1 |
1,227.8 |
1,230.0 |
PP |
1,226.9 |
1,226.9 |
1,226.9 |
1,225.3 |
S1 |
1,220.3 |
1,220.3 |
1,225.4 |
1,217.2 |
S2 |
1,214.1 |
1,214.1 |
1,224.3 |
|
S3 |
1,201.3 |
1,207.5 |
1,223.1 |
|
S4 |
1,188.5 |
1,194.7 |
1,219.6 |
|
|
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 |
1,264.8 |
1,220.6 |
44.2 |
3.6% |
16.3 |
1.3% |
14% |
False |
True |
85,295 |
10 |
1,292.4 |
1,220.6 |
71.8 |
5.9% |
17.2 |
1.4% |
8% |
False |
True |
56,323 |
20 |
1,308.0 |
1,220.6 |
87.4 |
7.1% |
19.0 |
1.6% |
7% |
False |
True |
40,431 |
40 |
1,308.0 |
1,211.8 |
96.2 |
7.8% |
17.9 |
1.5% |
15% |
False |
False |
22,507 |
60 |
1,308.0 |
1,211.8 |
96.2 |
7.8% |
19.2 |
1.6% |
15% |
False |
False |
16,348 |
80 |
1,308.0 |
1,125.3 |
182.7 |
14.9% |
20.2 |
1.6% |
55% |
False |
False |
12,856 |
100 |
1,308.0 |
1,065.7 |
242.3 |
19.8% |
18.7 |
1.5% |
66% |
False |
False |
10,509 |
120 |
1,308.0 |
1,049.4 |
258.6 |
21.1% |
17.3 |
1.4% |
69% |
False |
False |
8,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.8 |
2.618 |
1,266.9 |
1.618 |
1,254.1 |
1.000 |
1,246.2 |
0.618 |
1,241.3 |
HIGH |
1,233.4 |
0.618 |
1,228.5 |
0.500 |
1,227.0 |
0.382 |
1,225.5 |
LOW |
1,220.6 |
0.618 |
1,212.7 |
1.000 |
1,207.8 |
1.618 |
1,199.9 |
2.618 |
1,187.1 |
4.250 |
1,166.2 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,227.0 |
1,240.1 |
PP |
1,226.9 |
1,235.6 |
S1 |
1,226.7 |
1,231.1 |
|