| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,395 |
16,620 |
225 |
1.4% |
16,160 |
| High |
16,695 |
16,810 |
115 |
0.7% |
16,845 |
| Low |
16,315 |
16,530 |
215 |
1.3% |
16,155 |
| Close |
16,635 |
16,575 |
-60 |
-0.4% |
16,415 |
| Range |
380 |
280 |
-100 |
-26.3% |
690 |
| ATR |
437 |
426 |
-11 |
-2.6% |
0 |
| Volume |
11,611 |
11,708 |
97 |
0.8% |
73,616 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,478 |
17,307 |
16,729 |
|
| R3 |
17,198 |
17,027 |
16,652 |
|
| R2 |
16,918 |
16,918 |
16,626 |
|
| R1 |
16,747 |
16,747 |
16,601 |
16,693 |
| PP |
16,638 |
16,638 |
16,638 |
16,611 |
| S1 |
16,467 |
16,467 |
16,549 |
16,413 |
| S2 |
16,358 |
16,358 |
16,524 |
|
| S3 |
16,078 |
16,187 |
16,498 |
|
| S4 |
15,798 |
15,907 |
16,421 |
|
|
| 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 |
16,315 |
530 |
3.2% |
399 |
2.4% |
49% |
False |
False |
12,970 |
| 10 |
16,845 |
15,865 |
980 |
5.9% |
384 |
2.3% |
72% |
False |
False |
12,840 |
| 20 |
17,825 |
15,865 |
1,960 |
11.8% |
442 |
2.7% |
36% |
False |
False |
16,090 |
| 40 |
17,825 |
15,375 |
2,450 |
14.8% |
417 |
2.5% |
49% |
False |
False |
16,270 |
| 60 |
17,825 |
15,375 |
2,450 |
14.8% |
410 |
2.5% |
49% |
False |
False |
13,631 |
| 80 |
17,870 |
14,820 |
3,050 |
18.4% |
392 |
2.4% |
58% |
False |
False |
10,240 |
| 100 |
19,105 |
14,820 |
4,285 |
25.9% |
361 |
2.2% |
41% |
False |
False |
8,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,000 |
|
2.618 |
17,543 |
|
1.618 |
17,263 |
|
1.000 |
17,090 |
|
0.618 |
16,983 |
|
HIGH |
16,810 |
|
0.618 |
16,703 |
|
0.500 |
16,670 |
|
0.382 |
16,637 |
|
LOW |
16,530 |
|
0.618 |
16,357 |
|
1.000 |
16,250 |
|
1.618 |
16,077 |
|
2.618 |
15,797 |
|
4.250 |
15,340 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,670 |
16,575 |
| PP |
16,638 |
16,575 |
| S1 |
16,607 |
16,575 |
|