| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,665 |
16,600 |
-65 |
-0.4% |
16,215 |
| High |
16,740 |
16,815 |
75 |
0.4% |
16,855 |
| Low |
16,525 |
16,600 |
75 |
0.5% |
16,215 |
| Close |
16,680 |
16,605 |
-75 |
-0.4% |
16,450 |
| Range |
215 |
215 |
0 |
0.0% |
640 |
| ATR |
319 |
312 |
-7 |
-2.3% |
0 |
| Volume |
56 |
19 |
-37 |
-66.1% |
58 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,318 |
17,177 |
16,723 |
|
| R3 |
17,103 |
16,962 |
16,664 |
|
| R2 |
16,888 |
16,888 |
16,645 |
|
| R1 |
16,747 |
16,747 |
16,625 |
16,818 |
| PP |
16,673 |
16,673 |
16,673 |
16,709 |
| S1 |
16,532 |
16,532 |
16,585 |
16,603 |
| S2 |
16,458 |
16,458 |
16,566 |
|
| S3 |
16,243 |
16,317 |
16,546 |
|
| S4 |
16,028 |
16,102 |
16,487 |
|
|
| 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% |
300 |
1.8% |
45% |
False |
False |
25 |
| 10 |
16,855 |
15,900 |
955 |
5.8% |
248 |
1.5% |
74% |
False |
False |
14 |
| 20 |
17,830 |
15,900 |
1,930 |
11.6% |
259 |
1.6% |
37% |
False |
False |
10 |
| 40 |
17,830 |
15,505 |
2,325 |
14.0% |
176 |
1.1% |
47% |
False |
False |
5 |
| 60 |
17,830 |
15,505 |
2,325 |
14.0% |
119 |
0.7% |
47% |
False |
False |
3 |
| 80 |
17,830 |
15,145 |
2,685 |
16.2% |
89 |
0.5% |
54% |
False |
False |
2 |
| 100 |
19,030 |
15,145 |
3,885 |
23.4% |
71 |
0.4% |
38% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,729 |
|
2.618 |
17,378 |
|
1.618 |
17,163 |
|
1.000 |
17,030 |
|
0.618 |
16,948 |
|
HIGH |
16,815 |
|
0.618 |
16,733 |
|
0.500 |
16,708 |
|
0.382 |
16,682 |
|
LOW |
16,600 |
|
0.618 |
16,467 |
|
1.000 |
16,385 |
|
1.618 |
16,252 |
|
2.618 |
16,037 |
|
4.250 |
15,686 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,708 |
16,628 |
| PP |
16,673 |
16,620 |
| S1 |
16,639 |
16,613 |
|