Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,279.3 |
1,286.7 |
7.4 |
0.6% |
1,293.2 |
High |
1,297.7 |
1,289.5 |
-8.2 |
-0.6% |
1,306.0 |
Low |
1,276.2 |
1,262.8 |
-13.4 |
-1.0% |
1,270.6 |
Close |
1,294.0 |
1,266.6 |
-27.4 |
-2.1% |
1,294.0 |
Range |
21.5 |
26.7 |
5.2 |
24.2% |
35.4 |
ATR |
20.9 |
21.6 |
0.7 |
3.5% |
0.0 |
Volume |
257,613 |
225,229 |
-32,384 |
-12.6% |
1,058,389 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.1 |
1,336.5 |
1,281.3 |
|
R3 |
1,326.4 |
1,309.8 |
1,273.9 |
|
R2 |
1,299.7 |
1,299.7 |
1,271.5 |
|
R1 |
1,283.1 |
1,283.1 |
1,269.0 |
1,278.1 |
PP |
1,273.0 |
1,273.0 |
1,273.0 |
1,270.4 |
S1 |
1,256.4 |
1,256.4 |
1,264.2 |
1,251.4 |
S2 |
1,246.3 |
1,246.3 |
1,261.7 |
|
S3 |
1,219.6 |
1,229.7 |
1,259.3 |
|
S4 |
1,192.9 |
1,203.0 |
1,251.9 |
|
|
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 |
1,303.9 |
1,262.8 |
41.1 |
3.2% |
20.8 |
1.6% |
9% |
False |
True |
217,072 |
10 |
1,306.0 |
1,232.7 |
73.3 |
5.8% |
21.3 |
1.7% |
46% |
False |
False |
210,445 |
20 |
1,306.0 |
1,225.4 |
80.6 |
6.4% |
19.8 |
1.6% |
51% |
False |
False |
193,912 |
40 |
1,306.0 |
1,207.7 |
98.3 |
7.8% |
20.2 |
1.6% |
60% |
False |
False |
147,702 |
60 |
1,306.0 |
1,192.1 |
113.9 |
9.0% |
22.0 |
1.7% |
65% |
False |
False |
103,497 |
80 |
1,306.0 |
1,071.8 |
234.2 |
18.5% |
21.3 |
1.7% |
83% |
False |
False |
79,230 |
100 |
1,306.0 |
1,048.3 |
257.7 |
20.3% |
19.7 |
1.6% |
85% |
False |
False |
63,824 |
120 |
1,306.0 |
1,047.2 |
258.8 |
20.4% |
18.9 |
1.5% |
85% |
False |
False |
53,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.0 |
2.618 |
1,359.4 |
1.618 |
1,332.7 |
1.000 |
1,316.2 |
0.618 |
1,306.0 |
HIGH |
1,289.5 |
0.618 |
1,279.3 |
0.500 |
1,276.2 |
0.382 |
1,273.0 |
LOW |
1,262.8 |
0.618 |
1,246.3 |
1.000 |
1,236.1 |
1.618 |
1,219.6 |
2.618 |
1,192.9 |
4.250 |
1,149.3 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,276.2 |
1,280.3 |
PP |
1,273.0 |
1,275.7 |
S1 |
1,269.8 |
1,271.2 |
|