Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,281.2 |
1,279.3 |
-1.9 |
-0.1% |
1,293.2 |
High |
1,288.4 |
1,297.7 |
9.3 |
0.7% |
1,306.0 |
Low |
1,270.6 |
1,276.2 |
5.6 |
0.4% |
1,270.6 |
Close |
1,272.3 |
1,294.0 |
21.7 |
1.7% |
1,294.0 |
Range |
17.8 |
21.5 |
3.7 |
20.8% |
35.4 |
ATR |
20.5 |
20.9 |
0.3 |
1.7% |
0.0 |
Volume |
174,581 |
257,613 |
83,032 |
47.6% |
1,058,389 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.8 |
1,345.4 |
1,305.8 |
|
R3 |
1,332.3 |
1,323.9 |
1,299.9 |
|
R2 |
1,310.8 |
1,310.8 |
1,297.9 |
|
R1 |
1,302.4 |
1,302.4 |
1,296.0 |
1,306.6 |
PP |
1,289.3 |
1,289.3 |
1,289.3 |
1,291.4 |
S1 |
1,280.9 |
1,280.9 |
1,292.0 |
1,285.1 |
S2 |
1,267.8 |
1,267.8 |
1,290.1 |
|
S3 |
1,246.3 |
1,259.4 |
1,288.1 |
|
S4 |
1,224.8 |
1,237.9 |
1,282.2 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.4 |
1,380.6 |
1,313.5 |
|
R3 |
1,361.0 |
1,345.2 |
1,303.7 |
|
R2 |
1,325.6 |
1,325.6 |
1,300.5 |
|
R1 |
1,309.8 |
1,309.8 |
1,297.2 |
1,317.7 |
PP |
1,290.2 |
1,290.2 |
1,290.2 |
1,294.2 |
S1 |
1,274.4 |
1,274.4 |
1,290.8 |
1,282.3 |
S2 |
1,254.8 |
1,254.8 |
1,287.5 |
|
S3 |
1,219.4 |
1,239.0 |
1,284.3 |
|
S4 |
1,184.0 |
1,203.6 |
1,274.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,306.0 |
1,270.6 |
35.4 |
2.7% |
18.8 |
1.4% |
66% |
False |
False |
211,677 |
10 |
1,306.0 |
1,231.3 |
74.7 |
5.8% |
19.9 |
1.5% |
84% |
False |
False |
199,998 |
20 |
1,306.0 |
1,225.4 |
80.6 |
6.2% |
19.4 |
1.5% |
85% |
False |
False |
190,697 |
40 |
1,306.0 |
1,207.7 |
98.3 |
7.6% |
20.5 |
1.6% |
88% |
False |
False |
142,836 |
60 |
1,306.0 |
1,192.1 |
113.9 |
8.8% |
22.7 |
1.8% |
89% |
False |
False |
99,906 |
80 |
1,306.0 |
1,071.8 |
234.2 |
18.1% |
21.1 |
1.6% |
95% |
False |
False |
76,467 |
100 |
1,306.0 |
1,048.3 |
257.7 |
19.9% |
19.6 |
1.5% |
95% |
False |
False |
61,585 |
120 |
1,306.0 |
1,047.2 |
258.8 |
20.0% |
18.7 |
1.4% |
95% |
False |
False |
51,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.1 |
2.618 |
1,354.0 |
1.618 |
1,332.5 |
1.000 |
1,319.2 |
0.618 |
1,311.0 |
HIGH |
1,297.7 |
0.618 |
1,289.5 |
0.500 |
1,287.0 |
0.382 |
1,284.4 |
LOW |
1,276.2 |
0.618 |
1,262.9 |
1.000 |
1,254.7 |
1.618 |
1,241.4 |
2.618 |
1,219.9 |
4.250 |
1,184.8 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,291.7 |
1,290.7 |
PP |
1,289.3 |
1,287.4 |
S1 |
1,287.0 |
1,284.2 |
|