| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,840 |
16,665 |
-175 |
-1.0% |
16,215 |
| High |
16,855 |
16,740 |
-115 |
-0.7% |
16,855 |
| Low |
16,400 |
16,525 |
125 |
0.8% |
16,215 |
| Close |
16,450 |
16,680 |
230 |
1.4% |
16,450 |
| Range |
455 |
215 |
-240 |
-52.7% |
640 |
| ATR |
321 |
319 |
-2 |
-0.7% |
0 |
| Volume |
27 |
56 |
29 |
107.4% |
58 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,293 |
17,202 |
16,798 |
|
| R3 |
17,078 |
16,987 |
16,739 |
|
| R2 |
16,863 |
16,863 |
16,720 |
|
| R1 |
16,772 |
16,772 |
16,700 |
16,818 |
| PP |
16,648 |
16,648 |
16,648 |
16,671 |
| S1 |
16,557 |
16,557 |
16,660 |
16,603 |
| S2 |
16,433 |
16,433 |
16,641 |
|
| S3 |
16,218 |
16,342 |
16,621 |
|
| S4 |
16,003 |
16,127 |
16,562 |
|
|
| 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 |
16,400 |
455 |
2.7% |
320 |
1.9% |
62% |
False |
False |
22 |
| 10 |
16,855 |
15,900 |
955 |
5.7% |
252 |
1.5% |
82% |
False |
False |
13 |
| 20 |
17,830 |
15,900 |
1,930 |
11.6% |
262 |
1.6% |
40% |
False |
False |
9 |
| 40 |
17,830 |
15,505 |
2,325 |
13.9% |
171 |
1.0% |
51% |
False |
False |
5 |
| 60 |
17,830 |
15,505 |
2,325 |
13.9% |
115 |
0.7% |
51% |
False |
False |
3 |
| 80 |
17,830 |
15,145 |
2,685 |
16.1% |
86 |
0.5% |
57% |
False |
False |
2 |
| 100 |
19,030 |
15,145 |
3,885 |
23.3% |
69 |
0.4% |
40% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,654 |
|
2.618 |
17,303 |
|
1.618 |
17,088 |
|
1.000 |
16,955 |
|
0.618 |
16,873 |
|
HIGH |
16,740 |
|
0.618 |
16,658 |
|
0.500 |
16,633 |
|
0.382 |
16,607 |
|
LOW |
16,525 |
|
0.618 |
16,392 |
|
1.000 |
16,310 |
|
1.618 |
16,177 |
|
2.618 |
15,962 |
|
4.250 |
15,611 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,664 |
16,663 |
| PP |
16,648 |
16,645 |
| S1 |
16,633 |
16,628 |
|