| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,655 |
16,395 |
-260 |
-1.6% |
16,160 |
| High |
16,835 |
16,695 |
-140 |
-0.8% |
16,845 |
| Low |
16,335 |
16,315 |
-20 |
-0.1% |
16,155 |
| Close |
16,415 |
16,635 |
220 |
1.3% |
16,415 |
| Range |
500 |
380 |
-120 |
-24.0% |
690 |
| ATR |
441 |
437 |
-4 |
-1.0% |
0 |
| Volume |
12,701 |
11,611 |
-1,090 |
-8.6% |
73,616 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,688 |
17,542 |
16,844 |
|
| R3 |
17,308 |
17,162 |
16,740 |
|
| R2 |
16,928 |
16,928 |
16,705 |
|
| R1 |
16,782 |
16,782 |
16,670 |
16,855 |
| PP |
16,548 |
16,548 |
16,548 |
16,585 |
| S1 |
16,402 |
16,402 |
16,600 |
16,475 |
| S2 |
16,168 |
16,168 |
16,565 |
|
| S3 |
15,788 |
16,022 |
16,531 |
|
| S4 |
15,408 |
15,642 |
16,426 |
|
|
| 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 |
16,220 |
625 |
3.8% |
465 |
2.8% |
66% |
False |
False |
14,282 |
| 10 |
16,845 |
15,865 |
980 |
5.9% |
389 |
2.3% |
79% |
False |
False |
12,536 |
| 20 |
17,825 |
15,865 |
1,960 |
11.8% |
453 |
2.7% |
39% |
False |
False |
16,369 |
| 40 |
17,825 |
15,375 |
2,450 |
14.7% |
416 |
2.5% |
51% |
False |
False |
16,154 |
| 60 |
17,825 |
15,375 |
2,450 |
14.7% |
410 |
2.5% |
51% |
False |
False |
13,437 |
| 80 |
17,870 |
14,820 |
3,050 |
18.3% |
394 |
2.4% |
60% |
False |
False |
10,093 |
| 100 |
19,105 |
14,820 |
4,285 |
25.8% |
358 |
2.2% |
42% |
False |
False |
8,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,310 |
|
2.618 |
17,690 |
|
1.618 |
17,310 |
|
1.000 |
17,075 |
|
0.618 |
16,930 |
|
HIGH |
16,695 |
|
0.618 |
16,550 |
|
0.500 |
16,505 |
|
0.382 |
16,460 |
|
LOW |
16,315 |
|
0.618 |
16,080 |
|
1.000 |
15,935 |
|
1.618 |
15,700 |
|
2.618 |
15,320 |
|
4.250 |
14,700 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,592 |
16,615 |
| PP |
16,548 |
16,595 |
| S1 |
16,505 |
16,575 |
|