| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,635 |
16,725 |
90 |
0.5% |
16,665 |
| High |
16,855 |
16,725 |
-130 |
-0.8% |
16,855 |
| Low |
16,625 |
16,505 |
-120 |
-0.7% |
16,525 |
| Close |
16,775 |
16,570 |
-205 |
-1.2% |
16,775 |
| Range |
230 |
220 |
-10 |
-4.3% |
330 |
| ATR |
295 |
293 |
-2 |
-0.6% |
0 |
| Volume |
67 |
39 |
-28 |
-41.8% |
254 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,260 |
17,135 |
16,691 |
|
| R3 |
17,040 |
16,915 |
16,631 |
|
| R2 |
16,820 |
16,820 |
16,610 |
|
| R1 |
16,695 |
16,695 |
16,590 |
16,648 |
| PP |
16,600 |
16,600 |
16,600 |
16,576 |
| S1 |
16,475 |
16,475 |
16,550 |
16,428 |
| S2 |
16,380 |
16,380 |
16,530 |
|
| S3 |
16,160 |
16,255 |
16,510 |
|
| S4 |
15,940 |
16,035 |
16,449 |
|
|
| 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 |
16,505 |
350 |
2.1% |
207 |
1.2% |
19% |
False |
True |
47 |
| 10 |
16,855 |
16,400 |
455 |
2.7% |
264 |
1.6% |
37% |
False |
False |
35 |
| 20 |
17,595 |
15,900 |
1,695 |
10.2% |
258 |
1.6% |
40% |
False |
False |
20 |
| 40 |
17,830 |
15,505 |
2,325 |
14.0% |
190 |
1.1% |
46% |
False |
False |
11 |
| 60 |
17,830 |
15,505 |
2,325 |
14.0% |
132 |
0.8% |
46% |
False |
False |
7 |
| 80 |
17,830 |
15,145 |
2,685 |
16.2% |
99 |
0.6% |
53% |
False |
False |
5 |
| 100 |
18,815 |
15,145 |
3,670 |
22.1% |
79 |
0.5% |
39% |
False |
False |
4 |
| 120 |
20,055 |
15,145 |
4,910 |
29.6% |
66 |
0.4% |
29% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,660 |
|
2.618 |
17,301 |
|
1.618 |
17,081 |
|
1.000 |
16,945 |
|
0.618 |
16,861 |
|
HIGH |
16,725 |
|
0.618 |
16,641 |
|
0.500 |
16,615 |
|
0.382 |
16,589 |
|
LOW |
16,505 |
|
0.618 |
16,369 |
|
1.000 |
16,285 |
|
1.618 |
16,149 |
|
2.618 |
15,929 |
|
4.250 |
15,570 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,615 |
16,680 |
| PP |
16,600 |
16,643 |
| S1 |
16,585 |
16,607 |
|