Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,259.1 |
1,256.3 |
-2.8 |
-0.2% |
1,273.1 |
High |
1,262.3 |
1,261.2 |
-1.1 |
-0.1% |
1,290.4 |
Low |
1,244.6 |
1,249.6 |
5.0 |
0.4% |
1,244.6 |
Close |
1,254.8 |
1,252.9 |
-1.9 |
-0.2% |
1,252.9 |
Range |
17.7 |
11.6 |
-6.1 |
-34.5% |
45.8 |
ATR |
20.8 |
20.2 |
-0.7 |
-3.2% |
0.0 |
Volume |
270,061 |
205,159 |
-64,902 |
-24.0% |
1,112,776 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.4 |
1,282.7 |
1,259.3 |
|
R3 |
1,277.8 |
1,271.1 |
1,256.1 |
|
R2 |
1,266.2 |
1,266.2 |
1,255.0 |
|
R1 |
1,259.5 |
1,259.5 |
1,254.0 |
1,257.1 |
PP |
1,254.6 |
1,254.6 |
1,254.6 |
1,253.3 |
S1 |
1,247.9 |
1,247.9 |
1,251.8 |
1,245.5 |
S2 |
1,243.0 |
1,243.0 |
1,250.8 |
|
S3 |
1,231.4 |
1,236.3 |
1,249.7 |
|
S4 |
1,219.8 |
1,224.7 |
1,246.5 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.0 |
1,372.3 |
1,278.1 |
|
R3 |
1,354.2 |
1,326.5 |
1,265.5 |
|
R2 |
1,308.4 |
1,308.4 |
1,261.3 |
|
R1 |
1,280.7 |
1,280.7 |
1,257.1 |
1,271.7 |
PP |
1,262.6 |
1,262.6 |
1,262.6 |
1,258.1 |
S1 |
1,234.9 |
1,234.9 |
1,248.7 |
1,225.9 |
S2 |
1,216.8 |
1,216.8 |
1,244.5 |
|
S3 |
1,171.0 |
1,189.1 |
1,240.3 |
|
S4 |
1,125.2 |
1,143.3 |
1,227.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,290.4 |
1,244.6 |
45.8 |
3.7% |
17.9 |
1.4% |
18% |
False |
False |
222,555 |
10 |
1,290.4 |
1,244.6 |
45.8 |
3.7% |
17.8 |
1.4% |
18% |
False |
False |
214,423 |
20 |
1,306.0 |
1,231.3 |
74.7 |
6.0% |
18.8 |
1.5% |
29% |
False |
False |
207,211 |
40 |
1,306.0 |
1,207.7 |
98.3 |
7.8% |
19.0 |
1.5% |
46% |
False |
False |
186,304 |
60 |
1,306.0 |
1,207.7 |
98.3 |
7.8% |
20.7 |
1.7% |
46% |
False |
False |
134,383 |
80 |
1,306.0 |
1,110.0 |
196.0 |
15.6% |
21.4 |
1.7% |
73% |
False |
False |
102,382 |
100 |
1,306.0 |
1,059.0 |
247.0 |
19.7% |
20.0 |
1.6% |
79% |
False |
False |
82,882 |
120 |
1,306.0 |
1,047.2 |
258.8 |
20.7% |
19.1 |
1.5% |
79% |
False |
False |
69,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.5 |
2.618 |
1,291.6 |
1.618 |
1,280.0 |
1.000 |
1,272.8 |
0.618 |
1,268.4 |
HIGH |
1,261.2 |
0.618 |
1,256.8 |
0.500 |
1,255.4 |
0.382 |
1,254.0 |
LOW |
1,249.6 |
0.618 |
1,242.4 |
1.000 |
1,238.0 |
1.618 |
1,230.8 |
2.618 |
1,219.2 |
4.250 |
1,200.3 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,255.4 |
1,264.1 |
PP |
1,254.6 |
1,260.3 |
S1 |
1,253.7 |
1,256.6 |
|