Trading Metrics calculated at close of trading on 31-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,227.3 |
1,220.9 |
-6.4 |
-0.5% |
1,261.0 |
High |
1,230.6 |
1,226.0 |
-4.6 |
-0.4% |
1,263.9 |
Low |
1,214.6 |
1,207.0 |
-7.6 |
-0.6% |
1,214.6 |
Close |
1,222.0 |
1,223.1 |
1.1 |
0.1% |
1,222.0 |
Range |
16.0 |
19.0 |
3.0 |
18.8% |
49.3 |
ATR |
18.1 |
18.2 |
0.1 |
0.3% |
0.0 |
Volume |
4,577 |
6,971 |
2,394 |
52.3% |
31,333 |
|
Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.7 |
1,268.4 |
1,233.6 |
|
R3 |
1,256.7 |
1,249.4 |
1,228.3 |
|
R2 |
1,237.7 |
1,237.7 |
1,226.6 |
|
R1 |
1,230.4 |
1,230.4 |
1,224.8 |
1,234.1 |
PP |
1,218.7 |
1,218.7 |
1,218.7 |
1,220.5 |
S1 |
1,211.4 |
1,211.4 |
1,221.4 |
1,215.1 |
S2 |
1,199.7 |
1,199.7 |
1,219.6 |
|
S3 |
1,180.7 |
1,192.4 |
1,217.9 |
|
S4 |
1,161.7 |
1,173.4 |
1,212.7 |
|
|
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 |
1,257.7 |
1,207.0 |
50.7 |
4.1% |
17.1 |
1.4% |
32% |
False |
True |
6,778 |
10 |
1,290.4 |
1,207.0 |
83.4 |
6.8% |
16.4 |
1.3% |
19% |
False |
True |
7,393 |
20 |
1,309.1 |
1,207.0 |
102.1 |
8.3% |
16.8 |
1.4% |
16% |
False |
True |
5,958 |
40 |
1,311.5 |
1,207.0 |
104.5 |
8.5% |
17.1 |
1.4% |
15% |
False |
True |
4,280 |
60 |
1,311.5 |
1,207.0 |
104.5 |
8.5% |
18.3 |
1.5% |
15% |
False |
True |
3,499 |
80 |
1,311.5 |
1,150.0 |
161.5 |
13.2% |
20.2 |
1.6% |
45% |
False |
False |
3,161 |
100 |
1,311.5 |
1,073.7 |
237.8 |
19.4% |
18.7 |
1.5% |
63% |
False |
False |
2,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,306.8 |
2.618 |
1,275.7 |
1.618 |
1,256.7 |
1.000 |
1,245.0 |
0.618 |
1,237.7 |
HIGH |
1,226.0 |
0.618 |
1,218.7 |
0.500 |
1,216.5 |
0.382 |
1,214.3 |
LOW |
1,207.0 |
0.618 |
1,195.3 |
1.000 |
1,188.0 |
1.618 |
1,176.3 |
2.618 |
1,157.3 |
4.250 |
1,126.3 |
|
|
Fisher Pivots for day following 31-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,220.9 |
1,224.3 |
PP |
1,218.7 |
1,223.9 |
S1 |
1,216.5 |
1,223.5 |
|