Trading Metrics calculated at close of trading on 27-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,229.9 |
1,227.3 |
-2.6 |
-0.2% |
1,261.0 |
High |
1,241.5 |
1,230.6 |
-10.9 |
-0.9% |
1,263.9 |
Low |
1,226.5 |
1,214.6 |
-11.9 |
-1.0% |
1,214.6 |
Close |
1,227.9 |
1,222.0 |
-5.9 |
-0.5% |
1,222.0 |
Range |
15.0 |
16.0 |
1.0 |
6.7% |
49.3 |
ATR |
18.3 |
18.1 |
-0.2 |
-0.9% |
0.0 |
Volume |
4,474 |
4,577 |
103 |
2.3% |
31,333 |
|
Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.4 |
1,262.2 |
1,230.8 |
|
R3 |
1,254.4 |
1,246.2 |
1,226.4 |
|
R2 |
1,238.4 |
1,238.4 |
1,224.9 |
|
R1 |
1,230.2 |
1,230.2 |
1,223.5 |
1,226.3 |
PP |
1,222.4 |
1,222.4 |
1,222.4 |
1,220.5 |
S1 |
1,214.2 |
1,214.2 |
1,220.5 |
1,210.3 |
S2 |
1,206.4 |
1,206.4 |
1,219.1 |
|
S3 |
1,190.4 |
1,198.2 |
1,217.6 |
|
S4 |
1,174.4 |
1,182.2 |
1,213.2 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.4 |
1,351.0 |
1,249.1 |
|
R3 |
1,332.1 |
1,301.7 |
1,235.6 |
|
R2 |
1,282.8 |
1,282.8 |
1,231.0 |
|
R1 |
1,252.4 |
1,252.4 |
1,226.5 |
1,243.0 |
PP |
1,233.5 |
1,233.5 |
1,233.5 |
1,228.8 |
S1 |
1,203.1 |
1,203.1 |
1,217.5 |
1,193.7 |
S2 |
1,184.2 |
1,184.2 |
1,213.0 |
|
S3 |
1,134.9 |
1,153.8 |
1,208.4 |
|
S4 |
1,085.6 |
1,104.5 |
1,194.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,263.9 |
1,214.6 |
49.3 |
4.0% |
15.6 |
1.3% |
15% |
False |
True |
6,266 |
10 |
1,297.0 |
1,214.6 |
82.4 |
6.7% |
16.3 |
1.3% |
9% |
False |
True |
7,129 |
20 |
1,311.5 |
1,214.6 |
96.9 |
7.9% |
16.6 |
1.4% |
8% |
False |
True |
5,969 |
40 |
1,311.5 |
1,214.6 |
96.9 |
7.9% |
16.8 |
1.4% |
8% |
False |
True |
4,130 |
60 |
1,311.5 |
1,213.1 |
98.4 |
8.1% |
18.5 |
1.5% |
9% |
False |
False |
3,446 |
80 |
1,311.5 |
1,142.3 |
169.2 |
13.8% |
20.2 |
1.6% |
47% |
False |
False |
3,113 |
100 |
1,311.5 |
1,073.7 |
237.8 |
19.5% |
18.7 |
1.5% |
62% |
False |
False |
2,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,298.6 |
2.618 |
1,272.5 |
1.618 |
1,256.5 |
1.000 |
1,246.6 |
0.618 |
1,240.5 |
HIGH |
1,230.6 |
0.618 |
1,224.5 |
0.500 |
1,222.6 |
0.382 |
1,220.7 |
LOW |
1,214.6 |
0.618 |
1,204.7 |
1.000 |
1,198.6 |
1.618 |
1,188.7 |
2.618 |
1,172.7 |
4.250 |
1,146.6 |
|
|
Fisher Pivots for day following 27-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,222.6 |
1,228.1 |
PP |
1,222.4 |
1,226.0 |
S1 |
1,222.2 |
1,224.0 |
|