| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,775 |
16,960 |
185 |
1.1% |
16,395 |
| High |
17,005 |
16,980 |
-25 |
-0.1% |
16,865 |
| Low |
16,740 |
16,750 |
10 |
0.1% |
16,315 |
| Close |
16,940 |
16,890 |
-50 |
-0.3% |
16,740 |
| Range |
265 |
230 |
-35 |
-13.2% |
550 |
| ATR |
384 |
373 |
-11 |
-2.9% |
0 |
| Volume |
13,115 |
10,246 |
-2,869 |
-21.9% |
66,124 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,563 |
17,457 |
17,017 |
|
| R3 |
17,333 |
17,227 |
16,953 |
|
| R2 |
17,103 |
17,103 |
16,932 |
|
| R1 |
16,997 |
16,997 |
16,911 |
16,935 |
| PP |
16,873 |
16,873 |
16,873 |
16,843 |
| S1 |
16,767 |
16,767 |
16,869 |
16,705 |
| S2 |
16,643 |
16,643 |
16,848 |
|
| S3 |
16,413 |
16,537 |
16,827 |
|
| S4 |
16,183 |
16,307 |
16,764 |
|
|
| 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 |
17,005 |
16,430 |
575 |
3.4% |
286 |
1.7% |
80% |
False |
False |
11,476 |
| 10 |
17,005 |
16,315 |
690 |
4.1% |
326 |
1.9% |
83% |
False |
False |
12,504 |
| 20 |
17,005 |
15,865 |
1,140 |
6.7% |
355 |
2.1% |
90% |
False |
False |
13,105 |
| 40 |
17,825 |
15,375 |
2,450 |
14.5% |
422 |
2.5% |
62% |
False |
False |
16,538 |
| 60 |
17,825 |
15,375 |
2,450 |
14.5% |
397 |
2.4% |
62% |
False |
False |
15,078 |
| 80 |
17,825 |
14,820 |
3,005 |
17.8% |
392 |
2.3% |
69% |
False |
False |
11,352 |
| 100 |
18,390 |
14,820 |
3,570 |
21.1% |
377 |
2.2% |
58% |
False |
False |
9,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,958 |
|
2.618 |
17,582 |
|
1.618 |
17,352 |
|
1.000 |
17,210 |
|
0.618 |
17,122 |
|
HIGH |
16,980 |
|
0.618 |
16,892 |
|
0.500 |
16,865 |
|
0.382 |
16,838 |
|
LOW |
16,750 |
|
0.618 |
16,608 |
|
1.000 |
16,520 |
|
1.618 |
16,378 |
|
2.618 |
16,148 |
|
4.250 |
15,773 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,882 |
16,841 |
| PP |
16,873 |
16,792 |
| S1 |
16,865 |
16,743 |
|