| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
9,879.0 |
9,896.5 |
17.5 |
0.2% |
9,996.5 |
| High |
9,907.0 |
9,921.5 |
14.5 |
0.1% |
10,079.5 |
| Low |
9,766.0 |
9,846.0 |
80.0 |
0.8% |
9,766.0 |
| Close |
9,794.5 |
9,909.5 |
115.0 |
1.2% |
9,909.5 |
| Range |
141.0 |
75.5 |
-65.5 |
-46.5% |
313.5 |
| ATR |
189.7 |
185.3 |
-4.5 |
-2.4% |
0.0 |
| Volume |
87,895 |
101,765 |
13,870 |
15.8% |
396,966 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,118.8 |
10,089.7 |
9,951.0 |
|
| R3 |
10,043.3 |
10,014.2 |
9,930.3 |
|
| R2 |
9,967.8 |
9,967.8 |
9,923.3 |
|
| R1 |
9,938.7 |
9,938.7 |
9,916.4 |
9,953.3 |
| PP |
9,892.3 |
9,892.3 |
9,892.3 |
9,899.6 |
| S1 |
9,863.2 |
9,863.2 |
9,902.6 |
9,877.8 |
| S2 |
9,816.8 |
9,816.8 |
9,895.7 |
|
| S3 |
9,741.3 |
9,787.7 |
9,888.7 |
|
| S4 |
9,665.8 |
9,712.2 |
9,868.0 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,858.8 |
10,697.7 |
10,081.9 |
|
| R3 |
10,545.3 |
10,384.2 |
9,995.7 |
|
| R2 |
10,231.8 |
10,231.8 |
9,967.0 |
|
| R1 |
10,070.7 |
10,070.7 |
9,938.2 |
9,994.5 |
| PP |
9,918.3 |
9,918.3 |
9,918.3 |
9,880.3 |
| S1 |
9,757.2 |
9,757.2 |
9,880.8 |
9,681.0 |
| S2 |
9,604.8 |
9,604.8 |
9,852.0 |
|
| S3 |
9,291.3 |
9,443.7 |
9,823.3 |
|
| S4 |
8,977.8 |
9,130.2 |
9,737.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,079.5 |
9,761.0 |
318.5 |
3.2% |
174.3 |
1.8% |
47% |
False |
False |
102,615 |
| 10 |
10,114.5 |
9,736.0 |
378.5 |
3.8% |
177.4 |
1.8% |
46% |
False |
False |
104,806 |
| 20 |
10,462.0 |
9,736.0 |
726.0 |
7.3% |
169.4 |
1.7% |
24% |
False |
False |
106,062 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.6% |
171.4 |
1.7% |
42% |
False |
False |
103,912 |
| 60 |
10,522.0 |
9,158.5 |
1,363.5 |
13.8% |
183.0 |
1.8% |
55% |
False |
False |
80,995 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
18.1% |
191.9 |
1.9% |
66% |
False |
False |
60,973 |
| 100 |
10,920.5 |
8,730.0 |
2,190.5 |
22.1% |
201.6 |
2.0% |
54% |
False |
False |
48,970 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.5% |
200.8 |
2.0% |
43% |
False |
False |
40,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,242.4 |
|
2.618 |
10,119.2 |
|
1.618 |
10,043.7 |
|
1.000 |
9,997.0 |
|
0.618 |
9,968.2 |
|
HIGH |
9,921.5 |
|
0.618 |
9,892.7 |
|
0.500 |
9,883.8 |
|
0.382 |
9,874.8 |
|
LOW |
9,846.0 |
|
0.618 |
9,799.3 |
|
1.000 |
9,770.5 |
|
1.618 |
9,723.8 |
|
2.618 |
9,648.3 |
|
4.250 |
9,525.1 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,900.9 |
9,894.0 |
| PP |
9,892.3 |
9,878.5 |
| S1 |
9,883.8 |
9,863.0 |
|