| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,600 |
16,790 |
190 |
1.1% |
16,215 |
| High |
16,815 |
16,800 |
-15 |
-0.1% |
16,855 |
| Low |
16,600 |
16,690 |
90 |
0.5% |
16,215 |
| Close |
16,605 |
16,765 |
160 |
1.0% |
16,450 |
| Range |
215 |
110 |
-105 |
-48.8% |
640 |
| ATR |
312 |
303 |
-8 |
-2.7% |
0 |
| Volume |
19 |
7 |
-12 |
-63.2% |
58 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,082 |
17,033 |
16,826 |
|
| R3 |
16,972 |
16,923 |
16,795 |
|
| R2 |
16,862 |
16,862 |
16,785 |
|
| R1 |
16,813 |
16,813 |
16,775 |
16,783 |
| PP |
16,752 |
16,752 |
16,752 |
16,736 |
| S1 |
16,703 |
16,703 |
16,755 |
16,673 |
| S2 |
16,642 |
16,642 |
16,745 |
|
| S3 |
16,532 |
16,593 |
16,735 |
|
| S4 |
16,422 |
16,483 |
16,705 |
|
|
| 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% |
251 |
1.5% |
80% |
False |
False |
23 |
| 10 |
16,855 |
15,900 |
955 |
5.7% |
259 |
1.5% |
91% |
False |
False |
15 |
| 20 |
17,830 |
15,900 |
1,930 |
11.5% |
249 |
1.5% |
45% |
False |
False |
10 |
| 40 |
17,830 |
15,505 |
2,325 |
13.9% |
176 |
1.0% |
54% |
False |
False |
5 |
| 60 |
17,830 |
15,505 |
2,325 |
13.9% |
120 |
0.7% |
54% |
False |
False |
3 |
| 80 |
17,830 |
15,145 |
2,685 |
16.0% |
90 |
0.5% |
60% |
False |
False |
2 |
| 100 |
19,030 |
15,145 |
3,885 |
23.2% |
72 |
0.4% |
42% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,268 |
|
2.618 |
17,088 |
|
1.618 |
16,978 |
|
1.000 |
16,910 |
|
0.618 |
16,868 |
|
HIGH |
16,800 |
|
0.618 |
16,758 |
|
0.500 |
16,745 |
|
0.382 |
16,732 |
|
LOW |
16,690 |
|
0.618 |
16,622 |
|
1.000 |
16,580 |
|
1.618 |
16,512 |
|
2.618 |
16,402 |
|
4.250 |
16,223 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,758 |
16,733 |
| PP |
16,752 |
16,702 |
| S1 |
16,745 |
16,670 |
|