Trading Metrics calculated at close of trading on 31-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,222.3 |
1,215.1 |
-7.2 |
-0.6% |
1,254.6 |
High |
1,225.8 |
1,220.6 |
-5.2 |
-0.4% |
1,259.6 |
Low |
1,209.0 |
1,201.5 |
-7.5 |
-0.6% |
1,209.0 |
Close |
1,216.7 |
1,217.5 |
0.8 |
0.1% |
1,216.7 |
Range |
16.8 |
19.1 |
2.3 |
13.7% |
50.6 |
ATR |
18.8 |
18.8 |
0.0 |
0.1% |
0.0 |
Volume |
200,002 |
236,147 |
36,145 |
18.1% |
668,565 |
|
Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.5 |
1,263.1 |
1,228.0 |
|
R3 |
1,251.4 |
1,244.0 |
1,222.8 |
|
R2 |
1,232.3 |
1,232.3 |
1,221.0 |
|
R1 |
1,224.9 |
1,224.9 |
1,219.3 |
1,228.6 |
PP |
1,213.2 |
1,213.2 |
1,213.2 |
1,215.1 |
S1 |
1,205.8 |
1,205.8 |
1,215.7 |
1,209.5 |
S2 |
1,194.1 |
1,194.1 |
1,214.0 |
|
S3 |
1,175.0 |
1,186.7 |
1,212.2 |
|
S4 |
1,155.9 |
1,167.6 |
1,207.0 |
|
|
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 |
1,256.0 |
1,201.5 |
54.5 |
4.5% |
18.4 |
1.5% |
29% |
False |
True |
163,740 |
10 |
1,286.2 |
1,201.5 |
84.7 |
7.0% |
17.4 |
1.4% |
19% |
False |
True |
107,533 |
20 |
1,306.0 |
1,201.5 |
104.5 |
8.6% |
17.7 |
1.5% |
15% |
False |
True |
67,494 |
40 |
1,308.0 |
1,201.5 |
106.5 |
8.7% |
18.0 |
1.5% |
15% |
False |
True |
36,946 |
60 |
1,308.0 |
1,201.5 |
106.5 |
8.7% |
18.9 |
1.6% |
15% |
False |
True |
25,996 |
80 |
1,308.0 |
1,148.8 |
159.2 |
13.1% |
20.4 |
1.7% |
43% |
False |
False |
20,154 |
100 |
1,308.0 |
1,074.0 |
234.0 |
19.2% |
18.9 |
1.5% |
61% |
False |
False |
16,386 |
120 |
1,308.0 |
1,049.4 |
258.6 |
21.2% |
17.3 |
1.4% |
65% |
False |
False |
13,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,301.8 |
2.618 |
1,270.6 |
1.618 |
1,251.5 |
1.000 |
1,239.7 |
0.618 |
1,232.4 |
HIGH |
1,220.6 |
0.618 |
1,213.3 |
0.500 |
1,211.1 |
0.382 |
1,208.8 |
LOW |
1,201.5 |
0.618 |
1,189.7 |
1.000 |
1,182.4 |
1.618 |
1,170.6 |
2.618 |
1,151.5 |
4.250 |
1,120.3 |
|
|
Fisher Pivots for day following 31-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,215.4 |
1,219.4 |
PP |
1,213.2 |
1,218.7 |
S1 |
1,211.1 |
1,218.1 |
|