| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,590 |
16,745 |
155 |
0.9% |
16,160 |
| High |
16,820 |
16,865 |
45 |
0.3% |
16,845 |
| Low |
16,520 |
16,495 |
-25 |
-0.2% |
16,155 |
| Close |
16,735 |
16,610 |
-125 |
-0.7% |
16,415 |
| Range |
300 |
370 |
70 |
23.3% |
690 |
| ATR |
417 |
413 |
-3 |
-0.8% |
0 |
| Volume |
18,105 |
13,540 |
-4,565 |
-25.2% |
73,616 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,767 |
17,558 |
16,814 |
|
| R3 |
17,397 |
17,188 |
16,712 |
|
| R2 |
17,027 |
17,027 |
16,678 |
|
| R1 |
16,818 |
16,818 |
16,644 |
16,738 |
| PP |
16,657 |
16,657 |
16,657 |
16,616 |
| S1 |
16,448 |
16,448 |
16,576 |
16,368 |
| S2 |
16,287 |
16,287 |
16,542 |
|
| S3 |
15,917 |
16,078 |
16,508 |
|
| S4 |
15,547 |
15,708 |
16,407 |
|
|
| 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 |
16,865 |
16,315 |
550 |
3.3% |
366 |
2.2% |
54% |
True |
False |
13,533 |
| 10 |
16,865 |
15,885 |
980 |
5.9% |
401 |
2.4% |
74% |
True |
False |
14,576 |
| 20 |
17,825 |
15,865 |
1,960 |
11.8% |
440 |
2.6% |
38% |
False |
False |
15,771 |
| 40 |
17,825 |
15,375 |
2,450 |
14.8% |
419 |
2.5% |
50% |
False |
False |
16,427 |
| 60 |
17,825 |
15,375 |
2,450 |
14.8% |
409 |
2.5% |
50% |
False |
False |
14,151 |
| 80 |
17,870 |
14,820 |
3,050 |
18.4% |
390 |
2.3% |
59% |
False |
False |
10,635 |
| 100 |
19,105 |
14,820 |
4,285 |
25.8% |
368 |
2.2% |
42% |
False |
False |
8,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,438 |
|
2.618 |
17,834 |
|
1.618 |
17,464 |
|
1.000 |
17,235 |
|
0.618 |
17,094 |
|
HIGH |
16,865 |
|
0.618 |
16,724 |
|
0.500 |
16,680 |
|
0.382 |
16,636 |
|
LOW |
16,495 |
|
0.618 |
16,266 |
|
1.000 |
16,125 |
|
1.618 |
15,896 |
|
2.618 |
15,526 |
|
4.250 |
14,923 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,680 |
16,680 |
| PP |
16,657 |
16,657 |
| S1 |
16,633 |
16,633 |
|