Trading Metrics calculated at close of trading on 13-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,285.3 |
1,271.2 |
-14.1 |
-1.1% |
1,294.0 |
High |
1,288.9 |
1,283.9 |
-5.0 |
-0.4% |
1,295.5 |
Low |
1,270.0 |
1,271.2 |
1.2 |
0.1% |
1,265.9 |
Close |
1,277.7 |
1,279.3 |
1.6 |
0.1% |
1,279.3 |
Range |
18.9 |
12.7 |
-6.2 |
-32.8% |
29.6 |
ATR |
19.3 |
18.9 |
-0.5 |
-2.4% |
0.0 |
Volume |
3,499 |
2,744 |
-755 |
-21.6% |
27,521 |
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.2 |
1,310.5 |
1,286.3 |
|
R3 |
1,303.5 |
1,297.8 |
1,282.8 |
|
R2 |
1,290.8 |
1,290.8 |
1,281.6 |
|
R1 |
1,285.1 |
1,285.1 |
1,280.5 |
1,288.0 |
PP |
1,278.1 |
1,278.1 |
1,278.1 |
1,279.6 |
S1 |
1,272.4 |
1,272.4 |
1,278.1 |
1,275.3 |
S2 |
1,265.4 |
1,265.4 |
1,277.0 |
|
S3 |
1,252.7 |
1,259.7 |
1,275.8 |
|
S4 |
1,240.0 |
1,247.0 |
1,272.3 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.0 |
1,353.8 |
1,295.6 |
|
R3 |
1,339.4 |
1,324.2 |
1,287.4 |
|
R2 |
1,309.8 |
1,309.8 |
1,284.7 |
|
R1 |
1,294.6 |
1,294.6 |
1,282.0 |
1,287.4 |
PP |
1,280.2 |
1,280.2 |
1,280.2 |
1,276.7 |
S1 |
1,265.0 |
1,265.0 |
1,276.6 |
1,257.8 |
S2 |
1,250.6 |
1,250.6 |
1,273.9 |
|
S3 |
1,221.0 |
1,235.4 |
1,271.2 |
|
S4 |
1,191.4 |
1,205.8 |
1,263.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,295.5 |
1,265.9 |
29.6 |
2.3% |
16.2 |
1.3% |
45% |
False |
False |
5,504 |
10 |
1,311.5 |
1,265.9 |
45.6 |
3.6% |
17.0 |
1.3% |
29% |
False |
False |
4,810 |
20 |
1,311.5 |
1,234.2 |
77.3 |
6.0% |
18.3 |
1.4% |
58% |
False |
False |
3,376 |
40 |
1,311.5 |
1,213.1 |
98.4 |
7.7% |
17.5 |
1.4% |
67% |
False |
False |
2,946 |
60 |
1,311.5 |
1,205.5 |
106.0 |
8.3% |
19.5 |
1.5% |
70% |
False |
False |
2,575 |
80 |
1,311.5 |
1,095.0 |
216.5 |
16.9% |
19.5 |
1.5% |
85% |
False |
False |
2,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.9 |
2.618 |
1,317.1 |
1.618 |
1,304.4 |
1.000 |
1,296.6 |
0.618 |
1,291.7 |
HIGH |
1,283.9 |
0.618 |
1,279.0 |
0.500 |
1,277.6 |
0.382 |
1,276.1 |
LOW |
1,271.2 |
0.618 |
1,263.4 |
1.000 |
1,258.5 |
1.618 |
1,250.7 |
2.618 |
1,238.0 |
4.250 |
1,217.2 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,278.7 |
1,279.5 |
PP |
1,278.1 |
1,279.4 |
S1 |
1,277.6 |
1,279.4 |
|