Trading Metrics calculated at close of trading on 25-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,249.5 |
1,227.3 |
-22.2 |
-1.8% |
1,273.1 |
High |
1,252.8 |
1,230.2 |
-22.6 |
-1.8% |
1,290.4 |
Low |
1,226.2 |
1,217.7 |
-8.5 |
-0.7% |
1,244.6 |
Close |
1,229.2 |
1,223.8 |
-5.4 |
-0.4% |
1,252.9 |
Range |
26.6 |
12.5 |
-14.1 |
-53.0% |
45.8 |
ATR |
20.2 |
19.6 |
-0.5 |
-2.7% |
0.0 |
Volume |
322,961 |
246,046 |
-76,915 |
-23.8% |
1,112,776 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.4 |
1,255.1 |
1,230.7 |
|
R3 |
1,248.9 |
1,242.6 |
1,227.2 |
|
R2 |
1,236.4 |
1,236.4 |
1,226.1 |
|
R1 |
1,230.1 |
1,230.1 |
1,224.9 |
1,227.0 |
PP |
1,223.9 |
1,223.9 |
1,223.9 |
1,222.4 |
S1 |
1,217.6 |
1,217.6 |
1,222.7 |
1,214.5 |
S2 |
1,211.4 |
1,211.4 |
1,221.5 |
|
S3 |
1,198.9 |
1,205.1 |
1,220.4 |
|
S4 |
1,186.4 |
1,192.6 |
1,216.9 |
|
|
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 |
1,262.3 |
1,217.7 |
44.6 |
3.6% |
16.3 |
1.3% |
14% |
False |
True |
252,588 |
10 |
1,290.4 |
1,217.7 |
72.7 |
5.9% |
17.5 |
1.4% |
8% |
False |
True |
229,294 |
20 |
1,306.0 |
1,217.7 |
88.3 |
7.2% |
19.4 |
1.6% |
7% |
False |
True |
224,577 |
40 |
1,306.0 |
1,210.3 |
95.7 |
7.8% |
18.6 |
1.5% |
14% |
False |
False |
194,209 |
60 |
1,306.0 |
1,207.7 |
98.3 |
8.0% |
20.3 |
1.7% |
16% |
False |
False |
147,045 |
80 |
1,306.0 |
1,123.0 |
183.0 |
15.0% |
21.6 |
1.8% |
55% |
False |
False |
112,056 |
100 |
1,306.0 |
1,063.0 |
243.0 |
19.9% |
20.3 |
1.7% |
66% |
False |
False |
90,710 |
120 |
1,306.0 |
1,047.2 |
258.8 |
21.1% |
19.1 |
1.6% |
68% |
False |
False |
75,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.3 |
2.618 |
1,262.9 |
1.618 |
1,250.4 |
1.000 |
1,242.7 |
0.618 |
1,237.9 |
HIGH |
1,230.2 |
0.618 |
1,225.4 |
0.500 |
1,224.0 |
0.382 |
1,222.5 |
LOW |
1,217.7 |
0.618 |
1,210.0 |
1.000 |
1,205.2 |
1.618 |
1,197.5 |
2.618 |
1,185.0 |
4.250 |
1,164.6 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,224.0 |
1,237.3 |
PP |
1,223.9 |
1,232.8 |
S1 |
1,223.9 |
1,228.3 |
|