| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
9,811.0 |
10,140.0 |
329.0 |
3.4% |
9,996.5 |
| High |
10,123.0 |
10,234.0 |
111.0 |
1.1% |
10,079.5 |
| Low |
9,767.0 |
10,128.5 |
361.5 |
3.7% |
9,766.0 |
| Close |
10,071.5 |
10,207.0 |
135.5 |
1.3% |
9,909.5 |
| Range |
356.0 |
105.5 |
-250.5 |
-70.4% |
313.5 |
| ATR |
196.2 |
193.8 |
-2.4 |
-1.2% |
0.0 |
| Volume |
92,027 |
77,304 |
-14,723 |
-16.0% |
396,966 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,506.3 |
10,462.2 |
10,265.0 |
|
| R3 |
10,400.8 |
10,356.7 |
10,236.0 |
|
| R2 |
10,295.3 |
10,295.3 |
10,226.3 |
|
| R1 |
10,251.2 |
10,251.2 |
10,216.7 |
10,273.3 |
| PP |
10,189.8 |
10,189.8 |
10,189.8 |
10,200.9 |
| S1 |
10,145.7 |
10,145.7 |
10,197.3 |
10,167.8 |
| S2 |
10,084.3 |
10,084.3 |
10,187.7 |
|
| S3 |
9,978.8 |
10,040.2 |
10,178.0 |
|
| S4 |
9,873.3 |
9,934.7 |
10,149.0 |
|
|
| 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 |
10,234.0 |
9,766.0 |
468.0 |
4.6% |
168.8 |
1.7% |
94% |
True |
False |
96,352 |
| 10 |
10,234.0 |
9,761.0 |
473.0 |
4.6% |
188.8 |
1.8% |
94% |
True |
False |
103,922 |
| 20 |
10,378.5 |
9,736.0 |
642.5 |
6.3% |
177.8 |
1.7% |
73% |
False |
False |
104,810 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.3% |
175.9 |
1.7% |
70% |
False |
False |
106,757 |
| 60 |
10,522.0 |
9,362.0 |
1,160.0 |
11.4% |
182.9 |
1.8% |
73% |
False |
False |
85,847 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.6% |
191.5 |
1.9% |
82% |
False |
False |
64,597 |
| 100 |
10,550.0 |
8,730.0 |
1,820.0 |
17.8% |
203.6 |
2.0% |
81% |
False |
False |
51,884 |
| 120 |
11,435.5 |
8,730.0 |
2,705.5 |
26.5% |
203.0 |
2.0% |
55% |
False |
False |
43,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,682.4 |
|
2.618 |
10,510.2 |
|
1.618 |
10,404.7 |
|
1.000 |
10,339.5 |
|
0.618 |
10,299.2 |
|
HIGH |
10,234.0 |
|
0.618 |
10,193.7 |
|
0.500 |
10,181.3 |
|
0.382 |
10,168.8 |
|
LOW |
10,128.5 |
|
0.618 |
10,063.3 |
|
1.000 |
10,023.0 |
|
1.618 |
9,957.8 |
|
2.618 |
9,852.3 |
|
4.250 |
9,680.1 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,198.4 |
10,138.2 |
| PP |
10,189.8 |
10,069.3 |
| S1 |
10,181.3 |
10,000.5 |
|