| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,450 |
16,840 |
390 |
2.4% |
16,215 |
| High |
16,710 |
16,855 |
145 |
0.9% |
16,855 |
| Low |
16,450 |
16,400 |
-50 |
-0.3% |
16,215 |
| Close |
16,695 |
16,450 |
-245 |
-1.5% |
16,450 |
| Range |
260 |
455 |
195 |
75.0% |
640 |
| ATR |
311 |
321 |
10 |
3.3% |
0 |
| Volume |
7 |
27 |
20 |
285.7% |
58 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,933 |
17,647 |
16,700 |
|
| R3 |
17,478 |
17,192 |
16,575 |
|
| R2 |
17,023 |
17,023 |
16,534 |
|
| R1 |
16,737 |
16,737 |
16,492 |
16,653 |
| PP |
16,568 |
16,568 |
16,568 |
16,526 |
| S1 |
16,282 |
16,282 |
16,408 |
16,198 |
| S2 |
16,113 |
16,113 |
16,367 |
|
| S3 |
15,658 |
15,827 |
16,325 |
|
| S4 |
15,203 |
15,372 |
16,200 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,427 |
18,078 |
16,802 |
|
| R3 |
17,787 |
17,438 |
16,626 |
|
| R2 |
17,147 |
17,147 |
16,567 |
|
| R1 |
16,798 |
16,798 |
16,509 |
16,973 |
| PP |
16,507 |
16,507 |
16,507 |
16,594 |
| S1 |
16,158 |
16,158 |
16,391 |
16,333 |
| S2 |
15,867 |
15,867 |
16,333 |
|
| S3 |
15,227 |
15,518 |
16,274 |
|
| S4 |
14,587 |
14,878 |
16,098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,855 |
16,215 |
640 |
3.9% |
302 |
1.8% |
37% |
True |
False |
11 |
| 10 |
16,855 |
15,900 |
955 |
5.8% |
235 |
1.4% |
58% |
True |
False |
8 |
| 20 |
17,830 |
15,900 |
1,930 |
11.7% |
268 |
1.6% |
28% |
False |
False |
6 |
| 40 |
17,830 |
15,505 |
2,325 |
14.1% |
165 |
1.0% |
41% |
False |
False |
3 |
| 60 |
17,830 |
15,505 |
2,325 |
14.1% |
111 |
0.7% |
41% |
False |
False |
2 |
| 80 |
17,830 |
15,145 |
2,685 |
16.3% |
84 |
0.5% |
49% |
False |
False |
1 |
| 100 |
19,030 |
15,145 |
3,885 |
23.6% |
67 |
0.4% |
34% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,789 |
|
2.618 |
18,046 |
|
1.618 |
17,591 |
|
1.000 |
17,310 |
|
0.618 |
17,136 |
|
HIGH |
16,855 |
|
0.618 |
16,681 |
|
0.500 |
16,628 |
|
0.382 |
16,574 |
|
LOW |
16,400 |
|
0.618 |
16,119 |
|
1.000 |
15,945 |
|
1.618 |
15,664 |
|
2.618 |
15,209 |
|
4.250 |
14,466 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,628 |
16,628 |
| PP |
16,568 |
16,568 |
| S1 |
16,509 |
16,509 |
|