Trading Metrics calculated at close of trading on 26-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,234.9 |
1,229.9 |
-5.0 |
-0.4% |
1,281.8 |
High |
1,238.0 |
1,241.5 |
3.5 |
0.3% |
1,297.0 |
Low |
1,226.0 |
1,226.5 |
0.5 |
0.0% |
1,252.6 |
Close |
1,231.8 |
1,227.9 |
-3.9 |
-0.3% |
1,261.2 |
Range |
12.0 |
15.0 |
3.0 |
25.0% |
44.4 |
ATR |
18.5 |
18.3 |
-0.3 |
-1.4% |
0.0 |
Volume |
8,134 |
4,474 |
-3,660 |
-45.0% |
39,961 |
|
Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.0 |
1,267.4 |
1,236.2 |
|
R3 |
1,262.0 |
1,252.4 |
1,232.0 |
|
R2 |
1,247.0 |
1,247.0 |
1,230.7 |
|
R1 |
1,237.4 |
1,237.4 |
1,229.3 |
1,234.7 |
PP |
1,232.0 |
1,232.0 |
1,232.0 |
1,230.6 |
S1 |
1,222.4 |
1,222.4 |
1,226.5 |
1,219.7 |
S2 |
1,217.0 |
1,217.0 |
1,225.2 |
|
S3 |
1,202.0 |
1,207.4 |
1,223.8 |
|
S4 |
1,187.0 |
1,192.4 |
1,219.7 |
|
|
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% |
14.7 |
1.2% |
4% |
False |
False |
6,781 |
10 |
1,297.0 |
1,226.0 |
71.0 |
5.8% |
16.0 |
1.3% |
3% |
False |
False |
6,946 |
20 |
1,311.5 |
1,226.0 |
85.5 |
7.0% |
17.4 |
1.4% |
2% |
False |
False |
5,902 |
40 |
1,311.5 |
1,215.0 |
96.5 |
7.9% |
17.0 |
1.4% |
13% |
False |
False |
4,107 |
60 |
1,311.5 |
1,213.1 |
98.4 |
8.0% |
18.7 |
1.5% |
15% |
False |
False |
3,419 |
80 |
1,311.5 |
1,127.5 |
184.0 |
15.0% |
20.2 |
1.6% |
55% |
False |
False |
3,072 |
100 |
1,311.5 |
1,073.7 |
237.8 |
19.4% |
18.6 |
1.5% |
65% |
False |
False |
2,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,305.3 |
2.618 |
1,280.8 |
1.618 |
1,265.8 |
1.000 |
1,256.5 |
0.618 |
1,250.8 |
HIGH |
1,241.5 |
0.618 |
1,235.8 |
0.500 |
1,234.0 |
0.382 |
1,232.2 |
LOW |
1,226.5 |
0.618 |
1,217.2 |
1.000 |
1,211.5 |
1.618 |
1,202.2 |
2.618 |
1,187.2 |
4.250 |
1,162.8 |
|
|
Fisher Pivots for day following 26-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,234.0 |
1,241.9 |
PP |
1,232.0 |
1,237.2 |
S1 |
1,229.9 |
1,232.6 |
|