| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,420 |
16,655 |
235 |
1.4% |
16,160 |
| High |
16,815 |
16,835 |
20 |
0.1% |
16,845 |
| Low |
16,385 |
16,335 |
-50 |
-0.3% |
16,155 |
| Close |
16,655 |
16,415 |
-240 |
-1.4% |
16,415 |
| Range |
430 |
500 |
70 |
16.3% |
690 |
| ATR |
437 |
441 |
5 |
1.0% |
0 |
| Volume |
15,319 |
12,701 |
-2,618 |
-17.1% |
73,616 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,028 |
17,722 |
16,690 |
|
| R3 |
17,528 |
17,222 |
16,553 |
|
| R2 |
17,028 |
17,028 |
16,507 |
|
| R1 |
16,722 |
16,722 |
16,461 |
16,625 |
| PP |
16,528 |
16,528 |
16,528 |
16,480 |
| S1 |
16,222 |
16,222 |
16,369 |
16,125 |
| S2 |
16,028 |
16,028 |
16,323 |
|
| S3 |
15,528 |
15,722 |
16,278 |
|
| S4 |
15,028 |
15,222 |
16,140 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,542 |
18,168 |
16,795 |
|
| R3 |
17,852 |
17,478 |
16,605 |
|
| R2 |
17,162 |
17,162 |
16,542 |
|
| R1 |
16,788 |
16,788 |
16,478 |
16,975 |
| PP |
16,472 |
16,472 |
16,472 |
16,565 |
| S1 |
16,098 |
16,098 |
16,352 |
16,285 |
| S2 |
15,782 |
15,782 |
16,289 |
|
| S3 |
15,092 |
15,408 |
16,225 |
|
| S4 |
14,402 |
14,718 |
16,036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,845 |
16,155 |
690 |
4.2% |
450 |
2.7% |
38% |
False |
False |
14,723 |
| 10 |
16,845 |
15,865 |
980 |
6.0% |
383 |
2.3% |
56% |
False |
False |
13,058 |
| 20 |
17,825 |
15,865 |
1,960 |
11.9% |
456 |
2.8% |
28% |
False |
False |
16,663 |
| 40 |
17,825 |
15,375 |
2,450 |
14.9% |
416 |
2.5% |
42% |
False |
False |
16,281 |
| 60 |
17,825 |
15,375 |
2,450 |
14.9% |
406 |
2.5% |
42% |
False |
False |
13,243 |
| 80 |
17,870 |
14,820 |
3,050 |
18.6% |
398 |
2.4% |
52% |
False |
False |
9,948 |
| 100 |
19,105 |
14,820 |
4,285 |
26.1% |
354 |
2.2% |
37% |
False |
False |
7,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,960 |
|
2.618 |
18,144 |
|
1.618 |
17,644 |
|
1.000 |
17,335 |
|
0.618 |
17,144 |
|
HIGH |
16,835 |
|
0.618 |
16,644 |
|
0.500 |
16,585 |
|
0.382 |
16,526 |
|
LOW |
16,335 |
|
0.618 |
16,026 |
|
1.000 |
15,835 |
|
1.618 |
15,526 |
|
2.618 |
15,026 |
|
4.250 |
14,210 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,585 |
16,590 |
| PP |
16,528 |
16,532 |
| S1 |
16,472 |
16,473 |
|