Trading Metrics calculated at close of trading on 12-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,267.3 |
1,279.3 |
12.0 |
0.9% |
1,293.2 |
High |
1,280.8 |
1,282.5 |
1.7 |
0.1% |
1,306.0 |
Low |
1,266.3 |
1,262.9 |
-3.4 |
-0.3% |
1,270.6 |
Close |
1,275.5 |
1,271.2 |
-4.3 |
-0.3% |
1,294.0 |
Range |
14.5 |
19.6 |
5.1 |
35.2% |
35.4 |
ATR |
20.7 |
20.6 |
-0.1 |
-0.4% |
0.0 |
Volume |
239,700 |
218,098 |
-21,602 |
-9.0% |
1,058,389 |
|
Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.0 |
1,320.7 |
1,282.0 |
|
R3 |
1,311.4 |
1,301.1 |
1,276.6 |
|
R2 |
1,291.8 |
1,291.8 |
1,274.8 |
|
R1 |
1,281.5 |
1,281.5 |
1,273.0 |
1,276.9 |
PP |
1,272.2 |
1,272.2 |
1,272.2 |
1,269.9 |
S1 |
1,261.9 |
1,261.9 |
1,269.4 |
1,257.3 |
S2 |
1,252.6 |
1,252.6 |
1,267.6 |
|
S3 |
1,233.0 |
1,242.3 |
1,265.8 |
|
S4 |
1,213.4 |
1,222.7 |
1,260.4 |
|
|
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% |
19.2 |
1.5% |
33% |
False |
False |
222,944 |
10 |
1,306.0 |
1,258.3 |
47.7 |
3.8% |
20.0 |
1.6% |
27% |
False |
False |
218,949 |
20 |
1,306.0 |
1,226.8 |
79.2 |
6.2% |
19.7 |
1.6% |
56% |
False |
False |
199,605 |
40 |
1,306.0 |
1,207.7 |
98.3 |
7.7% |
19.3 |
1.5% |
65% |
False |
False |
161,597 |
60 |
1,306.0 |
1,202.0 |
104.0 |
8.2% |
21.5 |
1.7% |
67% |
False |
False |
113,673 |
80 |
1,306.0 |
1,089.2 |
216.8 |
17.1% |
21.2 |
1.7% |
84% |
False |
False |
86,967 |
100 |
1,306.0 |
1,052.0 |
254.0 |
20.0% |
19.7 |
1.5% |
86% |
False |
False |
70,068 |
120 |
1,306.0 |
1,047.2 |
258.8 |
20.4% |
18.9 |
1.5% |
87% |
False |
False |
58,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.8 |
2.618 |
1,333.8 |
1.618 |
1,314.2 |
1.000 |
1,302.1 |
0.618 |
1,294.6 |
HIGH |
1,282.5 |
0.618 |
1,275.0 |
0.500 |
1,272.7 |
0.382 |
1,270.4 |
LOW |
1,262.9 |
0.618 |
1,250.8 |
1.000 |
1,243.3 |
1.618 |
1,231.2 |
2.618 |
1,211.6 |
4.250 |
1,179.6 |
|
|
Fisher Pivots for day following 12-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,272.7 |
1,270.9 |
PP |
1,272.2 |
1,270.7 |
S1 |
1,271.7 |
1,270.4 |
|