| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,745 |
16,625 |
-120 |
-0.7% |
16,395 |
| High |
16,865 |
16,830 |
-35 |
-0.2% |
16,865 |
| Low |
16,495 |
16,565 |
70 |
0.4% |
16,315 |
| Close |
16,610 |
16,740 |
130 |
0.8% |
16,740 |
| Range |
370 |
265 |
-105 |
-28.4% |
550 |
| ATR |
413 |
403 |
-11 |
-2.6% |
0 |
| Volume |
13,540 |
11,160 |
-2,380 |
-17.6% |
66,124 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,507 |
17,388 |
16,886 |
|
| R3 |
17,242 |
17,123 |
16,813 |
|
| R2 |
16,977 |
16,977 |
16,789 |
|
| R1 |
16,858 |
16,858 |
16,764 |
16,918 |
| PP |
16,712 |
16,712 |
16,712 |
16,741 |
| S1 |
16,593 |
16,593 |
16,716 |
16,653 |
| S2 |
16,447 |
16,447 |
16,692 |
|
| S3 |
16,182 |
16,328 |
16,667 |
|
| S4 |
15,917 |
16,063 |
16,594 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,290 |
18,065 |
17,043 |
|
| R3 |
17,740 |
17,515 |
16,891 |
|
| R2 |
17,190 |
17,190 |
16,841 |
|
| R1 |
16,965 |
16,965 |
16,791 |
17,078 |
| PP |
16,640 |
16,640 |
16,640 |
16,696 |
| S1 |
16,415 |
16,415 |
16,690 |
16,528 |
| S2 |
16,090 |
16,090 |
16,639 |
|
| S3 |
15,540 |
15,865 |
16,589 |
|
| S4 |
14,990 |
15,315 |
16,438 |
|
|
| 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% |
319 |
1.9% |
77% |
False |
False |
13,224 |
| 10 |
16,865 |
16,155 |
710 |
4.2% |
385 |
2.3% |
82% |
False |
False |
13,974 |
| 20 |
17,825 |
15,865 |
1,960 |
11.7% |
421 |
2.5% |
45% |
False |
False |
15,227 |
| 40 |
17,825 |
15,375 |
2,450 |
14.6% |
418 |
2.5% |
56% |
False |
False |
16,462 |
| 60 |
17,825 |
15,375 |
2,450 |
14.6% |
409 |
2.4% |
56% |
False |
False |
14,334 |
| 80 |
17,870 |
14,820 |
3,050 |
18.2% |
389 |
2.3% |
63% |
False |
False |
10,774 |
| 100 |
19,105 |
14,820 |
4,285 |
25.6% |
370 |
2.2% |
45% |
False |
False |
8,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,956 |
|
2.618 |
17,524 |
|
1.618 |
17,259 |
|
1.000 |
17,095 |
|
0.618 |
16,994 |
|
HIGH |
16,830 |
|
0.618 |
16,729 |
|
0.500 |
16,698 |
|
0.382 |
16,666 |
|
LOW |
16,565 |
|
0.618 |
16,401 |
|
1.000 |
16,300 |
|
1.618 |
16,136 |
|
2.618 |
15,871 |
|
4.250 |
15,439 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,726 |
16,720 |
| PP |
16,712 |
16,700 |
| S1 |
16,698 |
16,680 |
|