Trading Metrics calculated at close of trading on 18-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,282.5 |
1,289.0 |
6.5 |
0.5% |
1,294.0 |
High |
1,290.4 |
1,289.5 |
-0.9 |
-0.1% |
1,295.5 |
Low |
1,277.0 |
1,264.0 |
-13.0 |
-1.0% |
1,265.9 |
Close |
1,283.8 |
1,281.7 |
-2.1 |
-0.2% |
1,279.3 |
Range |
13.4 |
25.5 |
12.1 |
90.3% |
29.6 |
ATR |
18.4 |
18.9 |
0.5 |
2.7% |
0.0 |
Volume |
5,764 |
6,861 |
1,097 |
19.0% |
27,521 |
|
Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.9 |
1,343.8 |
1,295.7 |
|
R3 |
1,329.4 |
1,318.3 |
1,288.7 |
|
R2 |
1,303.9 |
1,303.9 |
1,286.4 |
|
R1 |
1,292.8 |
1,292.8 |
1,284.0 |
1,285.6 |
PP |
1,278.4 |
1,278.4 |
1,278.4 |
1,274.8 |
S1 |
1,267.3 |
1,267.3 |
1,279.4 |
1,260.1 |
S2 |
1,252.9 |
1,252.9 |
1,277.0 |
|
S3 |
1,227.4 |
1,241.8 |
1,274.7 |
|
S4 |
1,201.9 |
1,216.3 |
1,267.7 |
|
|
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 |
1,264.0 |
33.0 |
2.6% |
17.7 |
1.4% |
54% |
False |
True |
4,640 |
10 |
1,303.7 |
1,264.0 |
39.7 |
3.1% |
17.4 |
1.4% |
45% |
False |
True |
5,049 |
20 |
1,311.5 |
1,234.2 |
77.3 |
6.0% |
18.5 |
1.4% |
61% |
False |
False |
4,004 |
40 |
1,311.5 |
1,213.1 |
98.4 |
7.7% |
17.8 |
1.4% |
70% |
False |
False |
3,060 |
60 |
1,311.5 |
1,213.1 |
98.4 |
7.7% |
19.6 |
1.5% |
70% |
False |
False |
2,787 |
80 |
1,311.5 |
1,111.5 |
200.0 |
15.6% |
19.9 |
1.6% |
85% |
False |
False |
2,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,397.9 |
2.618 |
1,356.3 |
1.618 |
1,330.8 |
1.000 |
1,315.0 |
0.618 |
1,305.3 |
HIGH |
1,289.5 |
0.618 |
1,279.8 |
0.500 |
1,276.8 |
0.382 |
1,273.7 |
LOW |
1,264.0 |
0.618 |
1,248.2 |
1.000 |
1,238.5 |
1.618 |
1,222.7 |
2.618 |
1,197.2 |
4.250 |
1,155.6 |
|
|
Fisher Pivots for day following 18-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,280.1 |
1,281.3 |
PP |
1,278.4 |
1,280.9 |
S1 |
1,276.8 |
1,280.5 |
|