Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,294.0 |
1,272.1 |
-21.9 |
-1.7% |
1,299.8 |
High |
1,295.5 |
1,276.5 |
-19.0 |
-1.5% |
1,311.5 |
Low |
1,269.8 |
1,265.9 |
-3.9 |
-0.3% |
1,277.3 |
Close |
1,273.1 |
1,271.4 |
-1.7 |
-0.1% |
1,300.4 |
Range |
25.7 |
10.6 |
-15.1 |
-58.8% |
34.2 |
ATR |
20.3 |
19.6 |
-0.7 |
-3.4% |
0.0 |
Volume |
4,378 |
4,854 |
476 |
10.9% |
20,580 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.1 |
1,297.8 |
1,277.2 |
|
R3 |
1,292.5 |
1,287.2 |
1,274.3 |
|
R2 |
1,281.9 |
1,281.9 |
1,273.3 |
|
R1 |
1,276.6 |
1,276.6 |
1,272.4 |
1,274.0 |
PP |
1,271.3 |
1,271.3 |
1,271.3 |
1,269.9 |
S1 |
1,266.0 |
1,266.0 |
1,270.4 |
1,263.4 |
S2 |
1,260.7 |
1,260.7 |
1,269.5 |
|
S3 |
1,250.1 |
1,255.4 |
1,268.5 |
|
S4 |
1,239.5 |
1,244.8 |
1,265.6 |
|
|
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 |
1,303.7 |
1,265.9 |
37.8 |
3.0% |
18.0 |
1.4% |
15% |
False |
True |
3,729 |
10 |
1,311.5 |
1,245.4 |
66.1 |
5.2% |
19.7 |
1.6% |
39% |
False |
False |
3,761 |
20 |
1,311.5 |
1,230.7 |
80.8 |
6.4% |
18.3 |
1.4% |
50% |
False |
False |
2,797 |
40 |
1,311.5 |
1,213.1 |
98.4 |
7.7% |
18.0 |
1.4% |
59% |
False |
False |
2,638 |
60 |
1,311.5 |
1,194.0 |
117.5 |
9.2% |
20.4 |
1.6% |
66% |
False |
False |
2,388 |
80 |
1,311.5 |
1,083.5 |
228.0 |
17.9% |
19.4 |
1.5% |
82% |
False |
False |
2,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,321.6 |
2.618 |
1,304.3 |
1.618 |
1,293.7 |
1.000 |
1,287.1 |
0.618 |
1,283.1 |
HIGH |
1,276.5 |
0.618 |
1,272.5 |
0.500 |
1,271.2 |
0.382 |
1,269.9 |
LOW |
1,265.9 |
0.618 |
1,259.3 |
1.000 |
1,255.3 |
1.618 |
1,248.7 |
2.618 |
1,238.1 |
4.250 |
1,220.9 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,271.3 |
1,284.8 |
PP |
1,271.3 |
1,280.3 |
S1 |
1,271.2 |
1,275.9 |
|