Trading Metrics calculated at close of trading on 11-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,265.4 |
1,267.3 |
1.9 |
0.2% |
1,293.2 |
High |
1,272.0 |
1,280.8 |
8.8 |
0.7% |
1,306.0 |
Low |
1,258.3 |
1,266.3 |
8.0 |
0.6% |
1,270.6 |
Close |
1,264.8 |
1,275.5 |
10.7 |
0.8% |
1,294.0 |
Range |
13.7 |
14.5 |
0.8 |
5.8% |
35.4 |
ATR |
21.0 |
20.7 |
-0.4 |
-1.7% |
0.0 |
Volume |
174,083 |
239,700 |
65,617 |
37.7% |
1,058,389 |
|
Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.7 |
1,311.1 |
1,283.5 |
|
R3 |
1,303.2 |
1,296.6 |
1,279.5 |
|
R2 |
1,288.7 |
1,288.7 |
1,278.2 |
|
R1 |
1,282.1 |
1,282.1 |
1,276.8 |
1,285.4 |
PP |
1,274.2 |
1,274.2 |
1,274.2 |
1,275.9 |
S1 |
1,267.6 |
1,267.6 |
1,274.2 |
1,270.9 |
S2 |
1,259.7 |
1,259.7 |
1,272.8 |
|
S3 |
1,245.2 |
1,253.1 |
1,271.5 |
|
S4 |
1,230.7 |
1,238.6 |
1,267.5 |
|
|
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 |
1,297.7 |
1,258.3 |
39.4 |
3.1% |
18.8 |
1.5% |
44% |
False |
False |
214,241 |
10 |
1,306.0 |
1,239.1 |
66.9 |
5.2% |
21.3 |
1.7% |
54% |
False |
False |
219,860 |
20 |
1,306.0 |
1,225.4 |
80.6 |
6.3% |
19.8 |
1.5% |
62% |
False |
False |
198,939 |
40 |
1,306.0 |
1,207.7 |
98.3 |
7.7% |
19.8 |
1.6% |
69% |
False |
False |
156,703 |
60 |
1,306.0 |
1,197.2 |
108.8 |
8.5% |
21.5 |
1.7% |
72% |
False |
False |
110,123 |
80 |
1,306.0 |
1,083.0 |
223.0 |
17.5% |
21.1 |
1.7% |
86% |
False |
False |
84,271 |
100 |
1,306.0 |
1,048.3 |
257.7 |
20.2% |
19.7 |
1.5% |
88% |
False |
False |
67,923 |
120 |
1,306.0 |
1,047.2 |
258.8 |
20.3% |
18.8 |
1.5% |
88% |
False |
False |
56,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.4 |
2.618 |
1,318.8 |
1.618 |
1,304.3 |
1.000 |
1,295.3 |
0.618 |
1,289.8 |
HIGH |
1,280.8 |
0.618 |
1,275.3 |
0.500 |
1,273.6 |
0.382 |
1,271.8 |
LOW |
1,266.3 |
0.618 |
1,257.3 |
1.000 |
1,251.8 |
1.618 |
1,242.8 |
2.618 |
1,228.3 |
4.250 |
1,204.7 |
|
|
Fisher Pivots for day following 11-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,274.9 |
1,275.0 |
PP |
1,274.2 |
1,274.4 |
S1 |
1,273.6 |
1,273.9 |
|