| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,790 |
16,805 |
15 |
0.1% |
16,215 |
| High |
16,800 |
16,805 |
5 |
0.0% |
16,855 |
| Low |
16,690 |
16,545 |
-145 |
-0.9% |
16,215 |
| Close |
16,765 |
16,645 |
-120 |
-0.7% |
16,450 |
| Range |
110 |
260 |
150 |
136.4% |
640 |
| ATR |
303 |
300 |
-3 |
-1.0% |
0 |
| Volume |
7 |
105 |
98 |
1,400.0% |
58 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,445 |
17,305 |
16,788 |
|
| R3 |
17,185 |
17,045 |
16,717 |
|
| R2 |
16,925 |
16,925 |
16,693 |
|
| R1 |
16,785 |
16,785 |
16,669 |
16,725 |
| PP |
16,665 |
16,665 |
16,665 |
16,635 |
| S1 |
16,525 |
16,525 |
16,621 |
16,465 |
| S2 |
16,405 |
16,405 |
16,597 |
|
| S3 |
16,145 |
16,265 |
16,574 |
|
| S4 |
15,885 |
16,005 |
16,502 |
|
|
| 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% |
54% |
False |
False |
42 |
| 10 |
16,855 |
15,900 |
955 |
5.7% |
276 |
1.7% |
78% |
False |
False |
24 |
| 20 |
17,830 |
15,900 |
1,930 |
11.6% |
262 |
1.6% |
39% |
False |
False |
15 |
| 40 |
17,830 |
15,505 |
2,325 |
14.0% |
182 |
1.1% |
49% |
False |
False |
8 |
| 60 |
17,830 |
15,505 |
2,325 |
14.0% |
125 |
0.7% |
49% |
False |
False |
5 |
| 80 |
17,830 |
15,145 |
2,685 |
16.1% |
94 |
0.6% |
56% |
False |
False |
4 |
| 100 |
19,030 |
15,145 |
3,885 |
23.3% |
75 |
0.4% |
39% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,910 |
|
2.618 |
17,486 |
|
1.618 |
17,226 |
|
1.000 |
17,065 |
|
0.618 |
16,966 |
|
HIGH |
16,805 |
|
0.618 |
16,706 |
|
0.500 |
16,675 |
|
0.382 |
16,644 |
|
LOW |
16,545 |
|
0.618 |
16,384 |
|
1.000 |
16,285 |
|
1.618 |
16,124 |
|
2.618 |
15,864 |
|
4.250 |
15,440 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,675 |
16,680 |
| PP |
16,665 |
16,668 |
| S1 |
16,655 |
16,657 |
|