Trading Metrics calculated at close of trading on 27-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,223.6 |
1,220.3 |
-3.3 |
-0.3% |
1,251.7 |
High |
1,234.6 |
1,223.2 |
-11.4 |
-0.9% |
1,256.8 |
Low |
1,218.4 |
1,206.4 |
-12.0 |
-1.0% |
1,206.4 |
Close |
1,220.4 |
1,213.8 |
-6.6 |
-0.5% |
1,213.8 |
Range |
16.2 |
16.8 |
0.6 |
3.7% |
50.4 |
ATR |
19.4 |
19.2 |
-0.2 |
-1.0% |
0.0 |
Volume |
199,778 |
63,739 |
-136,039 |
-68.1% |
1,051,239 |
|
Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.9 |
1,256.1 |
1,223.0 |
|
R3 |
1,248.1 |
1,239.3 |
1,218.4 |
|
R2 |
1,231.3 |
1,231.3 |
1,216.9 |
|
R1 |
1,222.5 |
1,222.5 |
1,215.3 |
1,218.5 |
PP |
1,214.5 |
1,214.5 |
1,214.5 |
1,212.5 |
S1 |
1,205.7 |
1,205.7 |
1,212.3 |
1,201.7 |
S2 |
1,197.7 |
1,197.7 |
1,210.7 |
|
S3 |
1,180.9 |
1,188.9 |
1,209.2 |
|
S4 |
1,164.1 |
1,172.1 |
1,204.6 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.9 |
1,345.7 |
1,241.5 |
|
R3 |
1,326.5 |
1,295.3 |
1,227.7 |
|
R2 |
1,276.1 |
1,276.1 |
1,223.0 |
|
R1 |
1,244.9 |
1,244.9 |
1,218.4 |
1,235.3 |
PP |
1,225.7 |
1,225.7 |
1,225.7 |
1,220.9 |
S1 |
1,194.5 |
1,194.5 |
1,209.2 |
1,184.9 |
S2 |
1,175.3 |
1,175.3 |
1,204.6 |
|
S3 |
1,124.9 |
1,144.1 |
1,199.9 |
|
S4 |
1,074.5 |
1,093.7 |
1,186.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,256.8 |
1,206.4 |
50.4 |
4.2% |
17.1 |
1.4% |
15% |
False |
True |
210,247 |
10 |
1,290.4 |
1,206.4 |
84.0 |
6.9% |
17.5 |
1.4% |
9% |
False |
True |
216,401 |
20 |
1,306.0 |
1,206.4 |
99.6 |
8.2% |
17.8 |
1.5% |
7% |
False |
True |
212,693 |
40 |
1,306.0 |
1,206.4 |
99.6 |
8.2% |
18.4 |
1.5% |
7% |
False |
True |
192,867 |
60 |
1,306.0 |
1,206.4 |
99.6 |
8.2% |
20.0 |
1.7% |
7% |
False |
True |
150,863 |
80 |
1,306.0 |
1,141.0 |
165.0 |
13.6% |
21.7 |
1.8% |
44% |
False |
False |
115,269 |
100 |
1,306.0 |
1,071.8 |
234.2 |
19.3% |
20.4 |
1.7% |
61% |
False |
False |
93,297 |
120 |
1,306.0 |
1,048.3 |
257.7 |
21.2% |
19.0 |
1.6% |
64% |
False |
False |
78,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.6 |
2.618 |
1,267.2 |
1.618 |
1,250.4 |
1.000 |
1,240.0 |
0.618 |
1,233.6 |
HIGH |
1,223.2 |
0.618 |
1,216.8 |
0.500 |
1,214.8 |
0.382 |
1,212.8 |
LOW |
1,206.4 |
0.618 |
1,196.0 |
1.000 |
1,189.6 |
1.618 |
1,179.2 |
2.618 |
1,162.4 |
4.250 |
1,135.0 |
|
|
Fisher Pivots for day following 27-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,214.8 |
1,220.5 |
PP |
1,214.5 |
1,218.3 |
S1 |
1,214.1 |
1,216.0 |
|