| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
9,929.0 |
9,811.0 |
-118.0 |
-1.2% |
9,996.5 |
| High |
9,972.0 |
10,123.0 |
151.0 |
1.5% |
10,079.5 |
| Low |
9,806.0 |
9,767.0 |
-39.0 |
-0.4% |
9,766.0 |
| Close |
9,858.0 |
10,071.5 |
213.5 |
2.2% |
9,909.5 |
| Range |
166.0 |
356.0 |
190.0 |
114.5% |
313.5 |
| ATR |
183.9 |
196.2 |
12.3 |
6.7% |
0.0 |
| Volume |
122,770 |
92,027 |
-30,743 |
-25.0% |
396,966 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,055.2 |
10,919.3 |
10,267.3 |
|
| R3 |
10,699.2 |
10,563.3 |
10,169.4 |
|
| R2 |
10,343.2 |
10,343.2 |
10,136.8 |
|
| R1 |
10,207.3 |
10,207.3 |
10,104.1 |
10,275.3 |
| PP |
9,987.2 |
9,987.2 |
9,987.2 |
10,021.1 |
| S1 |
9,851.3 |
9,851.3 |
10,038.9 |
9,919.3 |
| S2 |
9,631.2 |
9,631.2 |
10,006.2 |
|
| S3 |
9,275.2 |
9,495.3 |
9,973.6 |
|
| S4 |
8,919.2 |
9,139.3 |
9,875.7 |
|
|
| 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 |
10,123.0 |
9,766.0 |
357.0 |
3.5% |
181.5 |
1.8% |
86% |
True |
False |
101,622 |
| 10 |
10,123.0 |
9,761.0 |
362.0 |
3.6% |
190.4 |
1.9% |
86% |
True |
False |
105,484 |
| 20 |
10,421.5 |
9,736.0 |
685.5 |
6.8% |
181.4 |
1.8% |
49% |
False |
False |
105,875 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.4% |
177.0 |
1.8% |
57% |
False |
False |
107,005 |
| 60 |
10,522.0 |
9,362.0 |
1,160.0 |
11.5% |
183.7 |
1.8% |
61% |
False |
False |
84,565 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.8% |
192.3 |
1.9% |
75% |
False |
False |
63,635 |
| 100 |
10,915.5 |
8,730.0 |
2,185.5 |
21.7% |
204.2 |
2.0% |
61% |
False |
False |
51,113 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.0% |
203.1 |
2.0% |
49% |
False |
False |
42,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,636.0 |
|
2.618 |
11,055.0 |
|
1.618 |
10,699.0 |
|
1.000 |
10,479.0 |
|
0.618 |
10,343.0 |
|
HIGH |
10,123.0 |
|
0.618 |
9,987.0 |
|
0.500 |
9,945.0 |
|
0.382 |
9,903.0 |
|
LOW |
9,767.0 |
|
0.618 |
9,547.0 |
|
1.000 |
9,411.0 |
|
1.618 |
9,191.0 |
|
2.618 |
8,835.0 |
|
4.250 |
8,254.0 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,029.3 |
10,029.3 |
| PP |
9,987.2 |
9,987.2 |
| S1 |
9,945.0 |
9,945.0 |
|