Trading Metrics calculated at close of trading on 12-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,274.2 |
1,285.3 |
11.1 |
0.9% |
1,299.8 |
High |
1,287.3 |
1,288.9 |
1.6 |
0.1% |
1,311.5 |
Low |
1,274.2 |
1,270.0 |
-4.2 |
-0.3% |
1,277.3 |
Close |
1,282.4 |
1,277.7 |
-4.7 |
-0.4% |
1,300.4 |
Range |
13.1 |
18.9 |
5.8 |
44.3% |
34.2 |
ATR |
19.4 |
19.3 |
0.0 |
-0.2% |
0.0 |
Volume |
12,046 |
3,499 |
-8,547 |
-71.0% |
20,580 |
|
Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.6 |
1,325.5 |
1,288.1 |
|
R3 |
1,316.7 |
1,306.6 |
1,282.9 |
|
R2 |
1,297.8 |
1,297.8 |
1,281.2 |
|
R1 |
1,287.7 |
1,287.7 |
1,279.4 |
1,283.3 |
PP |
1,278.9 |
1,278.9 |
1,278.9 |
1,276.7 |
S1 |
1,268.8 |
1,268.8 |
1,276.0 |
1,264.4 |
S2 |
1,260.0 |
1,260.0 |
1,274.2 |
|
S3 |
1,241.1 |
1,249.9 |
1,272.5 |
|
S4 |
1,222.2 |
1,231.0 |
1,267.3 |
|
|
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% |
17.7 |
1.4% |
31% |
False |
False |
5,661 |
10 |
1,311.5 |
1,265.9 |
45.6 |
3.6% |
18.8 |
1.5% |
26% |
False |
False |
4,858 |
20 |
1,311.5 |
1,232.6 |
78.9 |
6.2% |
18.1 |
1.4% |
57% |
False |
False |
3,307 |
40 |
1,311.5 |
1,213.1 |
98.4 |
7.7% |
17.6 |
1.4% |
66% |
False |
False |
2,959 |
60 |
1,311.5 |
1,205.5 |
106.0 |
8.3% |
19.9 |
1.6% |
68% |
False |
False |
2,563 |
80 |
1,311.5 |
1,093.9 |
217.6 |
17.0% |
19.5 |
1.5% |
84% |
False |
False |
2,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.2 |
2.618 |
1,338.4 |
1.618 |
1,319.5 |
1.000 |
1,307.8 |
0.618 |
1,300.6 |
HIGH |
1,288.9 |
0.618 |
1,281.7 |
0.500 |
1,279.5 |
0.382 |
1,277.2 |
LOW |
1,270.0 |
0.618 |
1,258.3 |
1.000 |
1,251.1 |
1.618 |
1,239.4 |
2.618 |
1,220.5 |
4.250 |
1,189.7 |
|
|
Fisher Pivots for day following 12-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,279.5 |
1,277.6 |
PP |
1,278.9 |
1,277.5 |
S1 |
1,278.3 |
1,277.4 |
|