Trading Metrics calculated at close of trading on 26-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,230.0 |
1,226.1 |
-3.9 |
-0.3% |
1,276.3 |
High |
1,233.4 |
1,237.2 |
3.8 |
0.3% |
1,292.4 |
Low |
1,220.6 |
1,220.8 |
0.2 |
0.0% |
1,247.3 |
Close |
1,226.6 |
1,222.7 |
-3.9 |
-0.3% |
1,256.0 |
Range |
12.8 |
16.4 |
3.6 |
28.1% |
45.1 |
ATR |
19.2 |
19.0 |
-0.2 |
-1.0% |
0.0 |
Volume |
106,959 |
152,789 |
45,830 |
42.8% |
190,311 |
|
Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.1 |
1,265.8 |
1,231.7 |
|
R3 |
1,259.7 |
1,249.4 |
1,227.2 |
|
R2 |
1,243.3 |
1,243.3 |
1,225.7 |
|
R1 |
1,233.0 |
1,233.0 |
1,224.2 |
1,230.0 |
PP |
1,226.9 |
1,226.9 |
1,226.9 |
1,225.4 |
S1 |
1,216.6 |
1,216.6 |
1,221.2 |
1,213.6 |
S2 |
1,210.5 |
1,210.5 |
1,219.7 |
|
S3 |
1,194.1 |
1,200.2 |
1,218.2 |
|
S4 |
1,177.7 |
1,183.8 |
1,213.7 |
|
|
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 |
1,264.1 |
1,220.6 |
43.5 |
3.6% |
16.0 |
1.3% |
5% |
False |
False |
107,409 |
10 |
1,292.4 |
1,220.6 |
71.8 |
5.9% |
16.9 |
1.4% |
3% |
False |
False |
67,557 |
20 |
1,308.0 |
1,220.6 |
87.4 |
7.1% |
18.2 |
1.5% |
2% |
False |
False |
47,661 |
40 |
1,308.0 |
1,211.8 |
96.2 |
7.9% |
17.9 |
1.5% |
11% |
False |
False |
26,292 |
60 |
1,308.0 |
1,211.8 |
96.2 |
7.9% |
19.2 |
1.6% |
11% |
False |
False |
18,855 |
80 |
1,308.0 |
1,127.9 |
180.1 |
14.7% |
20.4 |
1.7% |
53% |
False |
False |
14,747 |
100 |
1,308.0 |
1,074.0 |
234.0 |
19.1% |
18.7 |
1.5% |
64% |
False |
False |
12,032 |
120 |
1,308.0 |
1,049.4 |
258.6 |
21.1% |
17.4 |
1.4% |
67% |
False |
False |
10,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,306.9 |
2.618 |
1,280.1 |
1.618 |
1,263.7 |
1.000 |
1,253.6 |
0.618 |
1,247.3 |
HIGH |
1,237.2 |
0.618 |
1,230.9 |
0.500 |
1,229.0 |
0.382 |
1,227.1 |
LOW |
1,220.8 |
0.618 |
1,210.7 |
1.000 |
1,204.4 |
1.618 |
1,194.3 |
2.618 |
1,177.9 |
4.250 |
1,151.1 |
|
|
Fisher Pivots for day following 26-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,229.0 |
1,238.3 |
PP |
1,226.9 |
1,233.1 |
S1 |
1,224.8 |
1,227.9 |
|