| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,845 |
16,450 |
-395 |
-2.3% |
16,245 |
| High |
16,845 |
16,710 |
-135 |
-0.8% |
16,350 |
| Low |
16,490 |
16,450 |
-40 |
-0.2% |
15,900 |
| Close |
16,490 |
16,695 |
205 |
1.2% |
16,150 |
| Range |
355 |
260 |
-95 |
-26.8% |
450 |
| ATR |
315 |
311 |
-4 |
-1.2% |
0 |
| Volume |
16 |
7 |
-9 |
-56.3% |
23 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,398 |
17,307 |
16,838 |
|
| R3 |
17,138 |
17,047 |
16,767 |
|
| R2 |
16,878 |
16,878 |
16,743 |
|
| R1 |
16,787 |
16,787 |
16,719 |
16,833 |
| PP |
16,618 |
16,618 |
16,618 |
16,641 |
| S1 |
16,527 |
16,527 |
16,671 |
16,573 |
| S2 |
16,358 |
16,358 |
16,647 |
|
| S3 |
16,098 |
16,267 |
16,624 |
|
| S4 |
15,838 |
16,007 |
16,552 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,483 |
17,267 |
16,398 |
|
| R3 |
17,033 |
16,817 |
16,274 |
|
| R2 |
16,583 |
16,583 |
16,233 |
|
| R1 |
16,367 |
16,367 |
16,191 |
16,250 |
| PP |
16,133 |
16,133 |
16,133 |
16,075 |
| S1 |
15,917 |
15,917 |
16,109 |
15,800 |
| S2 |
15,683 |
15,683 |
16,068 |
|
| S3 |
15,233 |
15,467 |
16,026 |
|
| S4 |
14,783 |
15,017 |
15,903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,845 |
15,900 |
945 |
5.7% |
301 |
1.8% |
84% |
False |
False |
7 |
| 10 |
16,845 |
15,900 |
945 |
5.7% |
203 |
1.2% |
84% |
False |
False |
5 |
| 20 |
17,830 |
15,900 |
1,930 |
11.6% |
248 |
1.5% |
41% |
False |
False |
5 |
| 40 |
17,830 |
15,505 |
2,325 |
13.9% |
156 |
0.9% |
51% |
False |
False |
3 |
| 60 |
17,830 |
15,505 |
2,325 |
13.9% |
104 |
0.6% |
51% |
False |
False |
2 |
| 80 |
17,830 |
15,145 |
2,685 |
16.1% |
78 |
0.5% |
58% |
False |
False |
1 |
| 100 |
19,030 |
15,145 |
3,885 |
23.3% |
62 |
0.4% |
40% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,815 |
|
2.618 |
17,391 |
|
1.618 |
17,131 |
|
1.000 |
16,970 |
|
0.618 |
16,871 |
|
HIGH |
16,710 |
|
0.618 |
16,611 |
|
0.500 |
16,580 |
|
0.382 |
16,549 |
|
LOW |
16,450 |
|
0.618 |
16,289 |
|
1.000 |
16,190 |
|
1.618 |
16,029 |
|
2.618 |
15,769 |
|
4.250 |
15,345 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,657 |
16,679 |
| PP |
16,618 |
16,663 |
| S1 |
16,580 |
16,648 |
|