| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
9,835.5 |
9,879.0 |
43.5 |
0.4% |
9,960.0 |
| High |
9,960.0 |
9,907.0 |
-53.0 |
-0.5% |
10,114.5 |
| Low |
9,791.0 |
9,766.0 |
-25.0 |
-0.3% |
9,761.0 |
| Close |
9,942.5 |
9,794.5 |
-148.0 |
-1.5% |
9,945.5 |
| Range |
169.0 |
141.0 |
-28.0 |
-16.6% |
353.5 |
| ATR |
190.8 |
189.7 |
-1.0 |
-0.5% |
0.0 |
| Volume |
103,653 |
87,895 |
-15,758 |
-15.2% |
539,308 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,245.5 |
10,161.0 |
9,872.1 |
|
| R3 |
10,104.5 |
10,020.0 |
9,833.3 |
|
| R2 |
9,963.5 |
9,963.5 |
9,820.4 |
|
| R1 |
9,879.0 |
9,879.0 |
9,807.4 |
9,850.8 |
| PP |
9,822.5 |
9,822.5 |
9,822.5 |
9,808.4 |
| S1 |
9,738.0 |
9,738.0 |
9,781.6 |
9,709.8 |
| S2 |
9,681.5 |
9,681.5 |
9,768.7 |
|
| S3 |
9,540.5 |
9,597.0 |
9,755.7 |
|
| S4 |
9,399.5 |
9,456.0 |
9,717.0 |
|
|
| 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% |
209.0 |
2.1% |
10% |
False |
False |
104,067 |
| 10 |
10,114.5 |
9,736.0 |
378.5 |
3.9% |
182.2 |
1.9% |
15% |
False |
False |
105,377 |
| 20 |
10,522.0 |
9,736.0 |
786.0 |
8.0% |
173.2 |
1.8% |
7% |
False |
False |
105,561 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.7% |
175.7 |
1.8% |
31% |
False |
False |
103,854 |
| 60 |
10,522.0 |
9,158.5 |
1,363.5 |
13.9% |
183.8 |
1.9% |
47% |
False |
False |
79,324 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
18.3% |
194.5 |
2.0% |
59% |
False |
False |
59,712 |
| 100 |
10,920.5 |
8,730.0 |
2,190.5 |
22.4% |
202.7 |
2.1% |
49% |
False |
False |
47,952 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.8% |
201.1 |
2.1% |
39% |
False |
False |
40,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,506.3 |
|
2.618 |
10,276.1 |
|
1.618 |
10,135.1 |
|
1.000 |
10,048.0 |
|
0.618 |
9,994.1 |
|
HIGH |
9,907.0 |
|
0.618 |
9,853.1 |
|
0.500 |
9,836.5 |
|
0.382 |
9,819.9 |
|
LOW |
9,766.0 |
|
0.618 |
9,678.9 |
|
1.000 |
9,625.0 |
|
1.618 |
9,537.9 |
|
2.618 |
9,396.9 |
|
4.250 |
9,166.8 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,836.5 |
9,922.8 |
| PP |
9,822.5 |
9,880.0 |
| S1 |
9,808.5 |
9,837.3 |
|