| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
9,996.5 |
9,835.5 |
-161.0 |
-1.6% |
9,960.0 |
| High |
10,079.5 |
9,960.0 |
-119.5 |
-1.2% |
10,114.5 |
| Low |
9,812.0 |
9,791.0 |
-21.0 |
-0.2% |
9,761.0 |
| Close |
9,871.5 |
9,942.5 |
71.0 |
0.7% |
9,945.5 |
| Range |
267.5 |
169.0 |
-98.5 |
-36.8% |
353.5 |
| ATR |
192.4 |
190.8 |
-1.7 |
-0.9% |
0.0 |
| Volume |
103,653 |
103,653 |
0 |
0.0% |
539,308 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,404.8 |
10,342.7 |
10,035.5 |
|
| R3 |
10,235.8 |
10,173.7 |
9,989.0 |
|
| R2 |
10,066.8 |
10,066.8 |
9,973.5 |
|
| R1 |
10,004.7 |
10,004.7 |
9,958.0 |
10,035.8 |
| PP |
9,897.8 |
9,897.8 |
9,897.8 |
9,913.4 |
| S1 |
9,835.7 |
9,835.7 |
9,927.0 |
9,866.8 |
| S2 |
9,728.8 |
9,728.8 |
9,911.5 |
|
| S3 |
9,559.8 |
9,666.7 |
9,896.0 |
|
| S4 |
9,390.8 |
9,497.7 |
9,849.6 |
|
|
| 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 |
10,087.5 |
9,761.0 |
326.5 |
3.3% |
208.8 |
2.1% |
56% |
False |
False |
111,493 |
| 10 |
10,114.5 |
9,736.0 |
378.5 |
3.8% |
183.9 |
1.8% |
55% |
False |
False |
105,180 |
| 20 |
10,522.0 |
9,736.0 |
786.0 |
7.9% |
175.2 |
1.8% |
26% |
False |
False |
106,576 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.6% |
178.2 |
1.8% |
45% |
False |
False |
104,563 |
| 60 |
10,522.0 |
9,158.5 |
1,363.5 |
13.7% |
183.8 |
1.8% |
57% |
False |
False |
77,868 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
18.0% |
194.5 |
2.0% |
68% |
False |
False |
58,626 |
| 100 |
10,920.5 |
8,730.0 |
2,190.5 |
22.0% |
203.6 |
2.0% |
55% |
False |
False |
47,075 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.4% |
201.2 |
2.0% |
45% |
False |
False |
39,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,678.3 |
|
2.618 |
10,402.4 |
|
1.618 |
10,233.4 |
|
1.000 |
10,129.0 |
|
0.618 |
10,064.4 |
|
HIGH |
9,960.0 |
|
0.618 |
9,895.4 |
|
0.500 |
9,875.5 |
|
0.382 |
9,855.6 |
|
LOW |
9,791.0 |
|
0.618 |
9,686.6 |
|
1.000 |
9,622.0 |
|
1.618 |
9,517.6 |
|
2.618 |
9,348.6 |
|
4.250 |
9,072.8 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,920.2 |
9,935.1 |
| PP |
9,897.8 |
9,927.7 |
| S1 |
9,875.5 |
9,920.3 |
|