| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,620 |
16,590 |
-30 |
-0.2% |
16,160 |
| High |
16,810 |
16,820 |
10 |
0.1% |
16,845 |
| Low |
16,530 |
16,520 |
-10 |
-0.1% |
16,155 |
| Close |
16,575 |
16,735 |
160 |
1.0% |
16,415 |
| Range |
280 |
300 |
20 |
7.1% |
690 |
| ATR |
426 |
417 |
-9 |
-2.1% |
0 |
| Volume |
11,708 |
18,105 |
6,397 |
54.6% |
73,616 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,592 |
17,463 |
16,900 |
|
| R3 |
17,292 |
17,163 |
16,818 |
|
| R2 |
16,992 |
16,992 |
16,790 |
|
| R1 |
16,863 |
16,863 |
16,763 |
16,928 |
| PP |
16,692 |
16,692 |
16,692 |
16,724 |
| S1 |
16,563 |
16,563 |
16,708 |
16,628 |
| S2 |
16,392 |
16,392 |
16,680 |
|
| S3 |
16,092 |
16,263 |
16,653 |
|
| S4 |
15,792 |
15,963 |
16,570 |
|
|
| 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 |
16,835 |
16,315 |
520 |
3.1% |
378 |
2.3% |
81% |
False |
False |
13,888 |
| 10 |
16,845 |
15,885 |
960 |
5.7% |
387 |
2.3% |
89% |
False |
False |
13,931 |
| 20 |
17,825 |
15,865 |
1,960 |
11.7% |
434 |
2.6% |
44% |
False |
False |
16,082 |
| 40 |
17,825 |
15,375 |
2,450 |
14.6% |
416 |
2.5% |
56% |
False |
False |
16,341 |
| 60 |
17,825 |
15,375 |
2,450 |
14.6% |
411 |
2.5% |
56% |
False |
False |
13,926 |
| 80 |
17,870 |
14,820 |
3,050 |
18.2% |
392 |
2.3% |
63% |
False |
False |
10,466 |
| 100 |
19,105 |
14,820 |
4,285 |
25.6% |
364 |
2.2% |
45% |
False |
False |
8,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,095 |
|
2.618 |
17,606 |
|
1.618 |
17,306 |
|
1.000 |
17,120 |
|
0.618 |
17,006 |
|
HIGH |
16,820 |
|
0.618 |
16,706 |
|
0.500 |
16,670 |
|
0.382 |
16,635 |
|
LOW |
16,520 |
|
0.618 |
16,335 |
|
1.000 |
16,220 |
|
1.618 |
16,035 |
|
2.618 |
15,735 |
|
4.250 |
15,245 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,713 |
16,679 |
| PP |
16,692 |
16,623 |
| S1 |
16,670 |
16,568 |
|