Trading Metrics calculated at close of trading on 27-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,226.1 |
1,222.3 |
-3.8 |
-0.3% |
1,254.6 |
High |
1,237.2 |
1,225.8 |
-11.4 |
-0.9% |
1,259.6 |
Low |
1,220.8 |
1,209.0 |
-11.8 |
-1.0% |
1,209.0 |
Close |
1,222.7 |
1,216.7 |
-6.0 |
-0.5% |
1,216.7 |
Range |
16.4 |
16.8 |
0.4 |
2.4% |
50.6 |
ATR |
19.0 |
18.8 |
-0.2 |
-0.8% |
0.0 |
Volume |
152,789 |
200,002 |
47,213 |
30.9% |
668,565 |
|
Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.6 |
1,258.9 |
1,225.9 |
|
R3 |
1,250.8 |
1,242.1 |
1,221.3 |
|
R2 |
1,234.0 |
1,234.0 |
1,219.8 |
|
R1 |
1,225.3 |
1,225.3 |
1,218.2 |
1,221.3 |
PP |
1,217.2 |
1,217.2 |
1,217.2 |
1,215.1 |
S1 |
1,208.5 |
1,208.5 |
1,215.2 |
1,204.5 |
S2 |
1,200.4 |
1,200.4 |
1,213.6 |
|
S3 |
1,183.6 |
1,191.7 |
1,212.1 |
|
S4 |
1,166.8 |
1,174.9 |
1,207.5 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.2 |
1,349.1 |
1,244.5 |
|
R3 |
1,329.6 |
1,298.5 |
1,230.6 |
|
R2 |
1,279.0 |
1,279.0 |
1,226.0 |
|
R1 |
1,247.9 |
1,247.9 |
1,221.3 |
1,238.2 |
PP |
1,228.4 |
1,228.4 |
1,228.4 |
1,223.6 |
S1 |
1,197.3 |
1,197.3 |
1,212.1 |
1,187.6 |
S2 |
1,177.8 |
1,177.8 |
1,207.4 |
|
S3 |
1,127.2 |
1,146.7 |
1,202.8 |
|
S4 |
1,076.6 |
1,096.1 |
1,188.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,259.6 |
1,209.0 |
50.6 |
4.2% |
17.1 |
1.4% |
15% |
False |
True |
133,713 |
10 |
1,292.4 |
1,209.0 |
83.4 |
6.9% |
17.3 |
1.4% |
9% |
False |
True |
85,887 |
20 |
1,308.0 |
1,209.0 |
99.0 |
8.1% |
17.5 |
1.4% |
8% |
False |
True |
56,698 |
40 |
1,308.0 |
1,209.0 |
99.0 |
8.1% |
17.7 |
1.5% |
8% |
False |
True |
31,093 |
60 |
1,308.0 |
1,209.0 |
99.0 |
8.1% |
19.0 |
1.6% |
8% |
False |
True |
22,100 |
80 |
1,308.0 |
1,142.5 |
165.5 |
13.6% |
20.4 |
1.7% |
45% |
False |
False |
17,237 |
100 |
1,308.0 |
1,074.0 |
234.0 |
19.2% |
18.8 |
1.5% |
61% |
False |
False |
14,031 |
120 |
1,308.0 |
1,049.4 |
258.6 |
21.3% |
17.3 |
1.4% |
65% |
False |
False |
11,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.2 |
2.618 |
1,269.8 |
1.618 |
1,253.0 |
1.000 |
1,242.6 |
0.618 |
1,236.2 |
HIGH |
1,225.8 |
0.618 |
1,219.4 |
0.500 |
1,217.4 |
0.382 |
1,215.4 |
LOW |
1,209.0 |
0.618 |
1,198.6 |
1.000 |
1,192.2 |
1.618 |
1,181.8 |
2.618 |
1,165.0 |
4.250 |
1,137.6 |
|
|
Fisher Pivots for day following 27-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,217.4 |
1,223.1 |
PP |
1,217.2 |
1,221.0 |
S1 |
1,216.9 |
1,218.8 |
|