Trading Metrics calculated at close of trading on 17-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,281.8 |
1,282.5 |
0.7 |
0.1% |
1,294.0 |
High |
1,297.0 |
1,290.4 |
-6.6 |
-0.5% |
1,295.5 |
Low |
1,278.9 |
1,277.0 |
-1.9 |
-0.1% |
1,265.9 |
Close |
1,280.9 |
1,283.8 |
2.9 |
0.2% |
1,279.3 |
Range |
18.1 |
13.4 |
-4.7 |
-26.0% |
29.6 |
ATR |
18.8 |
18.4 |
-0.4 |
-2.1% |
0.0 |
Volume |
4,333 |
5,764 |
1,431 |
33.0% |
27,521 |
|
Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.9 |
1,317.3 |
1,291.2 |
|
R3 |
1,310.5 |
1,303.9 |
1,287.5 |
|
R2 |
1,297.1 |
1,297.1 |
1,286.3 |
|
R1 |
1,290.5 |
1,290.5 |
1,285.0 |
1,293.8 |
PP |
1,283.7 |
1,283.7 |
1,283.7 |
1,285.4 |
S1 |
1,277.1 |
1,277.1 |
1,282.6 |
1,280.4 |
S2 |
1,270.3 |
1,270.3 |
1,281.3 |
|
S3 |
1,256.9 |
1,263.7 |
1,280.1 |
|
S4 |
1,243.5 |
1,250.3 |
1,276.4 |
|
|
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 |
1,297.0 |
1,270.0 |
27.0 |
2.1% |
15.2 |
1.2% |
51% |
False |
False |
5,677 |
10 |
1,303.7 |
1,265.9 |
37.8 |
2.9% |
16.6 |
1.3% |
47% |
False |
False |
4,703 |
20 |
1,311.5 |
1,234.2 |
77.3 |
6.0% |
18.0 |
1.4% |
64% |
False |
False |
3,769 |
40 |
1,311.5 |
1,213.1 |
98.4 |
7.7% |
17.6 |
1.4% |
72% |
False |
False |
3,009 |
60 |
1,311.5 |
1,213.1 |
98.4 |
7.7% |
19.4 |
1.5% |
72% |
False |
False |
2,699 |
80 |
1,311.5 |
1,105.1 |
206.4 |
16.1% |
19.7 |
1.5% |
87% |
False |
False |
2,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.4 |
2.618 |
1,325.5 |
1.618 |
1,312.1 |
1.000 |
1,303.8 |
0.618 |
1,298.7 |
HIGH |
1,290.4 |
0.618 |
1,285.3 |
0.500 |
1,283.7 |
0.382 |
1,282.1 |
LOW |
1,277.0 |
0.618 |
1,268.7 |
1.000 |
1,263.6 |
1.618 |
1,255.3 |
2.618 |
1,241.9 |
4.250 |
1,220.1 |
|
|
Fisher Pivots for day following 17-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,283.8 |
1,284.1 |
PP |
1,283.7 |
1,284.0 |
S1 |
1,283.7 |
1,283.9 |
|