| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
9,818.0 |
9,996.5 |
178.5 |
1.8% |
9,960.0 |
| High |
9,979.5 |
10,079.5 |
100.0 |
1.0% |
10,114.5 |
| Low |
9,761.0 |
9,812.0 |
51.0 |
0.5% |
9,761.0 |
| Close |
9,945.5 |
9,871.5 |
-74.0 |
-0.7% |
9,945.5 |
| Range |
218.5 |
267.5 |
49.0 |
22.4% |
353.5 |
| ATR |
186.7 |
192.4 |
5.8 |
3.1% |
0.0 |
| Volume |
116,111 |
103,653 |
-12,458 |
-10.7% |
539,308 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,723.5 |
10,565.0 |
10,018.6 |
|
| R3 |
10,456.0 |
10,297.5 |
9,945.1 |
|
| R2 |
10,188.5 |
10,188.5 |
9,920.5 |
|
| R1 |
10,030.0 |
10,030.0 |
9,896.0 |
9,975.5 |
| PP |
9,921.0 |
9,921.0 |
9,921.0 |
9,893.8 |
| S1 |
9,762.5 |
9,762.5 |
9,847.0 |
9,708.0 |
| S2 |
9,653.5 |
9,653.5 |
9,822.5 |
|
| S3 |
9,386.0 |
9,495.0 |
9,797.9 |
|
| S4 |
9,118.5 |
9,227.5 |
9,724.4 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,000.8 |
10,826.7 |
10,139.9 |
|
| R3 |
10,647.3 |
10,473.2 |
10,042.7 |
|
| R2 |
10,293.8 |
10,293.8 |
10,010.3 |
|
| R1 |
10,119.7 |
10,119.7 |
9,977.9 |
10,030.0 |
| PP |
9,940.3 |
9,940.3 |
9,940.3 |
9,895.5 |
| S1 |
9,766.2 |
9,766.2 |
9,913.1 |
9,676.5 |
| S2 |
9,586.8 |
9,586.8 |
9,880.7 |
|
| S3 |
9,233.3 |
9,412.7 |
9,848.3 |
|
| S4 |
8,879.8 |
9,059.2 |
9,751.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,114.5 |
9,761.0 |
353.5 |
3.6% |
199.2 |
2.0% |
31% |
False |
False |
109,347 |
| 10 |
10,144.0 |
9,736.0 |
408.0 |
4.1% |
188.4 |
1.9% |
33% |
False |
False |
105,294 |
| 20 |
10,522.0 |
9,736.0 |
786.0 |
8.0% |
178.1 |
1.8% |
17% |
False |
False |
106,637 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.6% |
177.5 |
1.8% |
38% |
False |
False |
104,313 |
| 60 |
10,522.0 |
9,158.5 |
1,363.5 |
13.8% |
183.3 |
1.9% |
52% |
False |
False |
76,142 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
18.2% |
193.6 |
2.0% |
64% |
False |
False |
57,335 |
| 100 |
10,920.5 |
8,730.0 |
2,190.5 |
22.2% |
204.9 |
2.1% |
52% |
False |
False |
46,054 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.6% |
200.4 |
2.0% |
42% |
False |
False |
38,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,216.4 |
|
2.618 |
10,779.8 |
|
1.618 |
10,512.3 |
|
1.000 |
10,347.0 |
|
0.618 |
10,244.8 |
|
HIGH |
10,079.5 |
|
0.618 |
9,977.3 |
|
0.500 |
9,945.8 |
|
0.382 |
9,914.2 |
|
LOW |
9,812.0 |
|
0.618 |
9,646.7 |
|
1.000 |
9,544.5 |
|
1.618 |
9,379.2 |
|
2.618 |
9,111.7 |
|
4.250 |
8,675.1 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,945.8 |
9,924.3 |
| PP |
9,921.0 |
9,906.7 |
| S1 |
9,896.3 |
9,889.1 |
|