| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,630 |
16,835 |
205 |
1.2% |
16,665 |
| High |
16,830 |
17,045 |
215 |
1.3% |
16,855 |
| Low |
16,520 |
16,800 |
280 |
1.7% |
16,525 |
| Close |
16,815 |
16,975 |
160 |
1.0% |
16,775 |
| Range |
310 |
245 |
-65 |
-21.0% |
330 |
| ATR |
295 |
291 |
-4 |
-1.2% |
0 |
| Volume |
83 |
157 |
74 |
89.2% |
254 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,675 |
17,570 |
17,110 |
|
| R3 |
17,430 |
17,325 |
17,043 |
|
| R2 |
17,185 |
17,185 |
17,020 |
|
| R1 |
17,080 |
17,080 |
16,998 |
17,133 |
| PP |
16,940 |
16,940 |
16,940 |
16,966 |
| S1 |
16,835 |
16,835 |
16,953 |
16,888 |
| S2 |
16,695 |
16,695 |
16,930 |
|
| S3 |
16,450 |
16,590 |
16,908 |
|
| S4 |
16,205 |
16,345 |
16,840 |
|
|
| 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 |
17,045 |
16,505 |
540 |
3.2% |
253 |
1.5% |
87% |
True |
False |
90 |
| 10 |
17,045 |
16,400 |
645 |
3.8% |
252 |
1.5% |
89% |
True |
False |
56 |
| 20 |
17,580 |
15,900 |
1,680 |
9.9% |
275 |
1.6% |
64% |
False |
False |
31 |
| 40 |
17,830 |
15,505 |
2,325 |
13.7% |
202 |
1.2% |
63% |
False |
False |
16 |
| 60 |
17,830 |
15,505 |
2,325 |
13.7% |
141 |
0.8% |
63% |
False |
False |
11 |
| 80 |
17,830 |
15,145 |
2,685 |
15.8% |
106 |
0.6% |
68% |
False |
False |
8 |
| 100 |
18,315 |
15,145 |
3,170 |
18.7% |
85 |
0.5% |
58% |
False |
False |
6 |
| 120 |
19,800 |
15,145 |
4,655 |
27.4% |
71 |
0.4% |
39% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,086 |
|
2.618 |
17,687 |
|
1.618 |
17,442 |
|
1.000 |
17,290 |
|
0.618 |
17,197 |
|
HIGH |
17,045 |
|
0.618 |
16,952 |
|
0.500 |
16,923 |
|
0.382 |
16,894 |
|
LOW |
16,800 |
|
0.618 |
16,649 |
|
1.000 |
16,555 |
|
1.618 |
16,404 |
|
2.618 |
16,159 |
|
4.250 |
15,759 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,958 |
16,908 |
| PP |
16,940 |
16,842 |
| S1 |
16,923 |
16,775 |
|