Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,266.0 |
1,264.7 |
-1.3 |
-0.1% |
1,281.8 |
High |
1,269.1 |
1,269.2 |
0.1 |
0.0% |
1,297.0 |
Low |
1,252.6 |
1,257.8 |
5.2 |
0.4% |
1,252.6 |
Close |
1,262.4 |
1,261.2 |
-1.2 |
-0.1% |
1,261.2 |
Range |
16.5 |
11.4 |
-5.1 |
-30.9% |
44.4 |
ATR |
19.6 |
19.1 |
-0.6 |
-3.0% |
0.0 |
Volume |
15,850 |
7,153 |
-8,697 |
-54.9% |
39,961 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.9 |
1,290.5 |
1,267.5 |
|
R3 |
1,285.5 |
1,279.1 |
1,264.3 |
|
R2 |
1,274.1 |
1,274.1 |
1,263.3 |
|
R1 |
1,267.7 |
1,267.7 |
1,262.2 |
1,265.2 |
PP |
1,262.7 |
1,262.7 |
1,262.7 |
1,261.5 |
S1 |
1,256.3 |
1,256.3 |
1,260.2 |
1,253.8 |
S2 |
1,251.3 |
1,251.3 |
1,259.1 |
|
S3 |
1,239.9 |
1,244.9 |
1,258.1 |
|
S4 |
1,228.5 |
1,233.5 |
1,254.9 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.5 |
1,376.7 |
1,285.6 |
|
R3 |
1,359.1 |
1,332.3 |
1,273.4 |
|
R2 |
1,314.7 |
1,314.7 |
1,269.3 |
|
R1 |
1,287.9 |
1,287.9 |
1,265.3 |
1,279.1 |
PP |
1,270.3 |
1,270.3 |
1,270.3 |
1,265.9 |
S1 |
1,243.5 |
1,243.5 |
1,257.1 |
1,234.7 |
S2 |
1,225.9 |
1,225.9 |
1,253.1 |
|
S3 |
1,181.5 |
1,199.1 |
1,249.0 |
|
S4 |
1,137.1 |
1,154.7 |
1,236.8 |
|
|
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 |
1,252.6 |
44.4 |
3.5% |
17.0 |
1.3% |
19% |
False |
False |
7,992 |
10 |
1,297.0 |
1,252.6 |
44.4 |
3.5% |
16.6 |
1.3% |
19% |
False |
False |
6,748 |
20 |
1,311.5 |
1,237.9 |
73.6 |
5.8% |
17.5 |
1.4% |
32% |
False |
False |
4,926 |
40 |
1,311.5 |
1,213.1 |
98.4 |
7.8% |
17.4 |
1.4% |
49% |
False |
False |
3,533 |
60 |
1,311.5 |
1,213.1 |
98.4 |
7.8% |
19.2 |
1.5% |
49% |
False |
False |
3,133 |
80 |
1,311.5 |
1,114.1 |
197.4 |
15.7% |
19.9 |
1.6% |
75% |
False |
False |
2,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,317.7 |
2.618 |
1,299.0 |
1.618 |
1,287.6 |
1.000 |
1,280.6 |
0.618 |
1,276.2 |
HIGH |
1,269.2 |
0.618 |
1,264.8 |
0.500 |
1,263.5 |
0.382 |
1,262.2 |
LOW |
1,257.8 |
0.618 |
1,250.8 |
1.000 |
1,246.4 |
1.618 |
1,239.4 |
2.618 |
1,228.0 |
4.250 |
1,209.4 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,263.5 |
1,271.1 |
PP |
1,262.7 |
1,267.8 |
S1 |
1,262.0 |
1,264.5 |
|