Trading Metrics calculated at close of trading on 25-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,257.7 |
1,234.9 |
-22.8 |
-1.8% |
1,281.8 |
High |
1,257.7 |
1,238.0 |
-19.7 |
-1.6% |
1,297.0 |
Low |
1,234.4 |
1,226.0 |
-8.4 |
-0.7% |
1,252.6 |
Close |
1,237.3 |
1,231.8 |
-5.5 |
-0.4% |
1,261.2 |
Range |
23.3 |
12.0 |
-11.3 |
-48.5% |
44.4 |
ATR |
19.0 |
18.5 |
-0.5 |
-2.6% |
0.0 |
Volume |
9,734 |
8,134 |
-1,600 |
-16.4% |
39,961 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.9 |
1,261.9 |
1,238.4 |
|
R3 |
1,255.9 |
1,249.9 |
1,235.1 |
|
R2 |
1,243.9 |
1,243.9 |
1,234.0 |
|
R1 |
1,237.9 |
1,237.9 |
1,232.9 |
1,234.9 |
PP |
1,231.9 |
1,231.9 |
1,231.9 |
1,230.5 |
S1 |
1,225.9 |
1,225.9 |
1,230.7 |
1,222.9 |
S2 |
1,219.9 |
1,219.9 |
1,229.6 |
|
S3 |
1,207.9 |
1,213.9 |
1,228.5 |
|
S4 |
1,195.9 |
1,201.9 |
1,225.2 |
|
|
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 |
1,269.2 |
1,226.0 |
43.2 |
3.5% |
15.0 |
1.2% |
13% |
False |
True |
9,057 |
10 |
1,297.0 |
1,226.0 |
71.0 |
5.8% |
16.3 |
1.3% |
8% |
False |
True |
6,848 |
20 |
1,311.5 |
1,226.0 |
85.5 |
6.9% |
18.2 |
1.5% |
7% |
False |
True |
5,783 |
40 |
1,311.5 |
1,215.0 |
96.5 |
7.8% |
17.0 |
1.4% |
17% |
False |
False |
4,012 |
60 |
1,311.5 |
1,213.1 |
98.4 |
8.0% |
18.7 |
1.5% |
19% |
False |
False |
3,383 |
80 |
1,311.5 |
1,126.1 |
185.4 |
15.1% |
20.1 |
1.6% |
57% |
False |
False |
3,019 |
100 |
1,311.5 |
1,066.0 |
245.5 |
19.9% |
18.6 |
1.5% |
68% |
False |
False |
2,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.0 |
2.618 |
1,269.4 |
1.618 |
1,257.4 |
1.000 |
1,250.0 |
0.618 |
1,245.4 |
HIGH |
1,238.0 |
0.618 |
1,233.4 |
0.500 |
1,232.0 |
0.382 |
1,230.6 |
LOW |
1,226.0 |
0.618 |
1,218.6 |
1.000 |
1,214.0 |
1.618 |
1,206.6 |
2.618 |
1,194.6 |
4.250 |
1,175.0 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,232.0 |
1,245.0 |
PP |
1,231.9 |
1,240.6 |
S1 |
1,231.9 |
1,236.2 |
|