| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,805 |
16,635 |
-170 |
-1.0% |
16,665 |
| High |
16,805 |
16,855 |
50 |
0.3% |
16,855 |
| Low |
16,545 |
16,625 |
80 |
0.5% |
16,525 |
| Close |
16,645 |
16,775 |
130 |
0.8% |
16,775 |
| Range |
260 |
230 |
-30 |
-11.5% |
330 |
| ATR |
300 |
295 |
-5 |
-1.7% |
0 |
| Volume |
105 |
67 |
-38 |
-36.2% |
254 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,442 |
17,338 |
16,902 |
|
| R3 |
17,212 |
17,108 |
16,838 |
|
| R2 |
16,982 |
16,982 |
16,817 |
|
| R1 |
16,878 |
16,878 |
16,796 |
16,930 |
| PP |
16,752 |
16,752 |
16,752 |
16,778 |
| S1 |
16,648 |
16,648 |
16,754 |
16,700 |
| S2 |
16,522 |
16,522 |
16,733 |
|
| S3 |
16,292 |
16,418 |
16,712 |
|
| S4 |
16,062 |
16,188 |
16,649 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,708 |
17,572 |
16,957 |
|
| R3 |
17,378 |
17,242 |
16,866 |
|
| R2 |
17,048 |
17,048 |
16,836 |
|
| R1 |
16,912 |
16,912 |
16,805 |
16,980 |
| PP |
16,718 |
16,718 |
16,718 |
16,753 |
| S1 |
16,582 |
16,582 |
16,745 |
16,650 |
| S2 |
16,388 |
16,388 |
16,715 |
|
| S3 |
16,058 |
16,252 |
16,684 |
|
| S4 |
15,728 |
15,922 |
16,594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,855 |
16,525 |
330 |
2.0% |
206 |
1.2% |
76% |
True |
False |
50 |
| 10 |
16,855 |
16,215 |
640 |
3.8% |
254 |
1.5% |
88% |
True |
False |
31 |
| 20 |
17,830 |
15,900 |
1,930 |
11.5% |
262 |
1.6% |
45% |
False |
False |
18 |
| 40 |
17,830 |
15,505 |
2,325 |
13.9% |
188 |
1.1% |
55% |
False |
False |
10 |
| 60 |
17,830 |
15,505 |
2,325 |
13.9% |
129 |
0.8% |
55% |
False |
False |
6 |
| 80 |
17,830 |
15,145 |
2,685 |
16.0% |
96 |
0.6% |
61% |
False |
False |
5 |
| 100 |
19,030 |
15,145 |
3,885 |
23.2% |
77 |
0.5% |
42% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,833 |
|
2.618 |
17,457 |
|
1.618 |
17,227 |
|
1.000 |
17,085 |
|
0.618 |
16,997 |
|
HIGH |
16,855 |
|
0.618 |
16,767 |
|
0.500 |
16,740 |
|
0.382 |
16,713 |
|
LOW |
16,625 |
|
0.618 |
16,483 |
|
1.000 |
16,395 |
|
1.618 |
16,253 |
|
2.618 |
16,023 |
|
4.250 |
15,648 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,763 |
16,750 |
| PP |
16,752 |
16,725 |
| S1 |
16,740 |
16,700 |
|