| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,805 |
16,420 |
-385 |
-2.3% |
15,955 |
| High |
16,845 |
16,815 |
-30 |
-0.2% |
16,310 |
| Low |
16,440 |
16,385 |
-55 |
-0.3% |
15,865 |
| Close |
16,450 |
16,655 |
205 |
1.2% |
16,110 |
| Range |
405 |
430 |
25 |
6.2% |
445 |
| ATR |
437 |
437 |
-1 |
-0.1% |
0 |
| Volume |
13,512 |
15,319 |
1,807 |
13.4% |
56,972 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,908 |
17,712 |
16,892 |
|
| R3 |
17,478 |
17,282 |
16,773 |
|
| R2 |
17,048 |
17,048 |
16,734 |
|
| R1 |
16,852 |
16,852 |
16,695 |
16,950 |
| PP |
16,618 |
16,618 |
16,618 |
16,668 |
| S1 |
16,422 |
16,422 |
16,616 |
16,520 |
| S2 |
16,188 |
16,188 |
16,576 |
|
| S3 |
15,758 |
15,992 |
16,537 |
|
| S4 |
15,328 |
15,562 |
16,419 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,430 |
17,215 |
16,355 |
|
| R3 |
16,985 |
16,770 |
16,233 |
|
| R2 |
16,540 |
16,540 |
16,192 |
|
| R1 |
16,325 |
16,325 |
16,151 |
16,433 |
| PP |
16,095 |
16,095 |
16,095 |
16,149 |
| S1 |
15,880 |
15,880 |
16,069 |
15,988 |
| S2 |
15,650 |
15,650 |
16,029 |
|
| S3 |
15,205 |
15,435 |
15,988 |
|
| S4 |
14,760 |
14,990 |
15,865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,845 |
15,885 |
960 |
5.8% |
435 |
2.6% |
80% |
False |
False |
15,619 |
| 10 |
16,845 |
15,865 |
980 |
5.9% |
384 |
2.3% |
81% |
False |
False |
13,706 |
| 20 |
17,825 |
15,865 |
1,960 |
11.8% |
448 |
2.7% |
40% |
False |
False |
16,786 |
| 40 |
17,825 |
15,375 |
2,450 |
14.7% |
421 |
2.5% |
52% |
False |
False |
16,395 |
| 60 |
17,825 |
15,375 |
2,450 |
14.7% |
403 |
2.4% |
52% |
False |
False |
13,033 |
| 80 |
17,870 |
14,820 |
3,050 |
18.3% |
401 |
2.4% |
60% |
False |
False |
9,790 |
| 100 |
19,595 |
14,820 |
4,775 |
28.7% |
357 |
2.1% |
38% |
False |
False |
7,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,643 |
|
2.618 |
17,941 |
|
1.618 |
17,511 |
|
1.000 |
17,245 |
|
0.618 |
17,081 |
|
HIGH |
16,815 |
|
0.618 |
16,651 |
|
0.500 |
16,600 |
|
0.382 |
16,549 |
|
LOW |
16,385 |
|
0.618 |
16,119 |
|
1.000 |
15,955 |
|
1.618 |
15,689 |
|
2.618 |
15,259 |
|
4.250 |
14,558 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,637 |
16,614 |
| PP |
16,618 |
16,573 |
| S1 |
16,600 |
16,533 |
|