Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,284.9 |
1,294.0 |
9.1 |
0.7% |
1,299.8 |
High |
1,303.7 |
1,295.5 |
-8.2 |
-0.6% |
1,311.5 |
Low |
1,283.7 |
1,269.8 |
-13.9 |
-1.1% |
1,277.3 |
Close |
1,300.4 |
1,273.1 |
-27.3 |
-2.1% |
1,300.4 |
Range |
20.0 |
25.7 |
5.7 |
28.5% |
34.2 |
ATR |
19.5 |
20.3 |
0.8 |
4.0% |
0.0 |
Volume |
3,530 |
4,378 |
848 |
24.0% |
20,580 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.6 |
1,340.5 |
1,287.2 |
|
R3 |
1,330.9 |
1,314.8 |
1,280.2 |
|
R2 |
1,305.2 |
1,305.2 |
1,277.8 |
|
R1 |
1,289.1 |
1,289.1 |
1,275.5 |
1,284.3 |
PP |
1,279.5 |
1,279.5 |
1,279.5 |
1,277.1 |
S1 |
1,263.4 |
1,263.4 |
1,270.7 |
1,258.6 |
S2 |
1,253.8 |
1,253.8 |
1,268.4 |
|
S3 |
1,228.1 |
1,237.7 |
1,266.0 |
|
S4 |
1,202.4 |
1,212.0 |
1,259.0 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.0 |
1,383.9 |
1,319.2 |
|
R3 |
1,364.8 |
1,349.7 |
1,309.8 |
|
R2 |
1,330.6 |
1,330.6 |
1,306.7 |
|
R1 |
1,315.5 |
1,315.5 |
1,303.5 |
1,323.1 |
PP |
1,296.4 |
1,296.4 |
1,296.4 |
1,300.2 |
S1 |
1,281.3 |
1,281.3 |
1,297.3 |
1,288.9 |
S2 |
1,262.2 |
1,262.2 |
1,294.1 |
|
S3 |
1,228.0 |
1,247.1 |
1,291.0 |
|
S4 |
1,193.8 |
1,212.9 |
1,281.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,309.1 |
1,269.8 |
39.3 |
3.1% |
19.7 |
1.5% |
8% |
False |
True |
3,550 |
10 |
1,311.5 |
1,238.2 |
73.3 |
5.8% |
20.0 |
1.6% |
48% |
False |
False |
3,427 |
20 |
1,311.5 |
1,230.7 |
80.8 |
6.3% |
18.2 |
1.4% |
52% |
False |
False |
2,765 |
40 |
1,311.5 |
1,213.1 |
98.4 |
7.7% |
18.5 |
1.5% |
61% |
False |
False |
2,573 |
60 |
1,311.5 |
1,194.0 |
117.5 |
9.2% |
20.4 |
1.6% |
67% |
False |
False |
2,326 |
80 |
1,311.5 |
1,073.7 |
237.8 |
18.7% |
19.5 |
1.5% |
84% |
False |
False |
2,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.7 |
2.618 |
1,362.8 |
1.618 |
1,337.1 |
1.000 |
1,321.2 |
0.618 |
1,311.4 |
HIGH |
1,295.5 |
0.618 |
1,285.7 |
0.500 |
1,282.7 |
0.382 |
1,279.6 |
LOW |
1,269.8 |
0.618 |
1,253.9 |
1.000 |
1,244.1 |
1.618 |
1,228.2 |
2.618 |
1,202.5 |
4.250 |
1,160.6 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,282.7 |
1,286.8 |
PP |
1,279.5 |
1,282.2 |
S1 |
1,276.3 |
1,277.7 |
|