| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,625 |
16,765 |
140 |
0.8% |
16,395 |
| High |
16,830 |
16,765 |
-65 |
-0.4% |
16,865 |
| Low |
16,565 |
16,430 |
-135 |
-0.8% |
16,315 |
| Close |
16,740 |
16,535 |
-205 |
-1.2% |
16,740 |
| Range |
265 |
335 |
70 |
26.4% |
550 |
| ATR |
403 |
398 |
-5 |
-1.2% |
0 |
| Volume |
11,160 |
10,800 |
-360 |
-3.2% |
66,124 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,582 |
17,393 |
16,719 |
|
| R3 |
17,247 |
17,058 |
16,627 |
|
| R2 |
16,912 |
16,912 |
16,597 |
|
| R1 |
16,723 |
16,723 |
16,566 |
16,650 |
| PP |
16,577 |
16,577 |
16,577 |
16,540 |
| S1 |
16,388 |
16,388 |
16,504 |
16,315 |
| S2 |
16,242 |
16,242 |
16,474 |
|
| S3 |
15,907 |
16,053 |
16,443 |
|
| S4 |
15,572 |
15,718 |
16,351 |
|
|
| 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 |
16,430 |
435 |
2.6% |
310 |
1.9% |
24% |
False |
True |
13,062 |
| 10 |
16,865 |
16,220 |
645 |
3.9% |
388 |
2.3% |
49% |
False |
False |
13,672 |
| 20 |
17,630 |
15,865 |
1,765 |
10.7% |
416 |
2.5% |
38% |
False |
False |
14,964 |
| 40 |
17,825 |
15,375 |
2,450 |
14.8% |
421 |
2.5% |
47% |
False |
False |
16,573 |
| 60 |
17,825 |
15,375 |
2,450 |
14.8% |
409 |
2.5% |
47% |
False |
False |
14,511 |
| 80 |
17,870 |
14,820 |
3,050 |
18.4% |
393 |
2.4% |
56% |
False |
False |
10,909 |
| 100 |
18,965 |
14,820 |
4,145 |
25.1% |
374 |
2.3% |
41% |
False |
False |
8,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,189 |
|
2.618 |
17,642 |
|
1.618 |
17,307 |
|
1.000 |
17,100 |
|
0.618 |
16,972 |
|
HIGH |
16,765 |
|
0.618 |
16,637 |
|
0.500 |
16,598 |
|
0.382 |
16,558 |
|
LOW |
16,430 |
|
0.618 |
16,223 |
|
1.000 |
16,095 |
|
1.618 |
15,888 |
|
2.618 |
15,553 |
|
4.250 |
15,006 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,598 |
16,648 |
| PP |
16,577 |
16,610 |
| S1 |
16,556 |
16,573 |
|