| 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 |
9,997.0 |
9,804.5 |
-192.5 |
-1.9% |
9,957.0 |
| High |
10,061.0 |
9,945.5 |
-115.5 |
-1.1% |
10,100.0 |
| Low |
9,815.0 |
9,796.0 |
-19.0 |
-0.2% |
9,757.5 |
| Close |
9,861.5 |
9,931.5 |
70.0 |
0.7% |
9,935.5 |
| Range |
246.0 |
149.5 |
-96.5 |
-39.2% |
342.5 |
| ATR |
163.5 |
162.5 |
-1.0 |
-0.6% |
0.0 |
| Volume |
110 |
110 |
0 |
0.0% |
1,035 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,339.5 |
10,285.0 |
10,013.7 |
|
| R3 |
10,190.0 |
10,135.5 |
9,972.6 |
|
| R2 |
10,040.5 |
10,040.5 |
9,958.9 |
|
| R1 |
9,986.0 |
9,986.0 |
9,945.2 |
10,013.3 |
| PP |
9,891.0 |
9,891.0 |
9,891.0 |
9,904.6 |
| S1 |
9,836.5 |
9,836.5 |
9,917.8 |
9,863.8 |
| S2 |
9,741.5 |
9,741.5 |
9,904.1 |
|
| S3 |
9,592.0 |
9,687.0 |
9,890.4 |
|
| S4 |
9,442.5 |
9,537.5 |
9,849.3 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,958.5 |
10,789.5 |
10,123.9 |
|
| R3 |
10,616.0 |
10,447.0 |
10,029.7 |
|
| R2 |
10,273.5 |
10,273.5 |
9,998.3 |
|
| R1 |
10,104.5 |
10,104.5 |
9,966.9 |
10,017.8 |
| PP |
9,931.0 |
9,931.0 |
9,931.0 |
9,887.6 |
| S1 |
9,762.0 |
9,762.0 |
9,904.1 |
9,675.3 |
| S2 |
9,588.5 |
9,588.5 |
9,872.7 |
|
| S3 |
9,246.0 |
9,419.5 |
9,841.3 |
|
| S4 |
8,903.5 |
9,077.0 |
9,747.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,075.0 |
9,757.5 |
317.5 |
3.2% |
168.3 |
1.7% |
55% |
False |
False |
134 |
| 10 |
10,100.0 |
9,757.5 |
342.5 |
3.4% |
153.2 |
1.5% |
51% |
False |
False |
143 |
| 20 |
10,508.0 |
9,757.5 |
750.5 |
7.6% |
148.8 |
1.5% |
23% |
False |
False |
153 |
| 40 |
10,508.0 |
9,485.5 |
1,022.5 |
10.3% |
150.3 |
1.5% |
44% |
False |
False |
167 |
| 60 |
10,508.0 |
9,156.5 |
1,351.5 |
13.6% |
138.6 |
1.4% |
57% |
False |
False |
139 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
17.9% |
138.0 |
1.4% |
68% |
False |
False |
112 |
| 100 |
10,891.0 |
8,732.0 |
2,159.0 |
21.7% |
138.1 |
1.4% |
56% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,580.9 |
|
2.618 |
10,336.9 |
|
1.618 |
10,187.4 |
|
1.000 |
10,095.0 |
|
0.618 |
10,037.9 |
|
HIGH |
9,945.5 |
|
0.618 |
9,888.4 |
|
0.500 |
9,870.8 |
|
0.382 |
9,853.1 |
|
LOW |
9,796.0 |
|
0.618 |
9,703.6 |
|
1.000 |
9,646.5 |
|
1.618 |
9,554.1 |
|
2.618 |
9,404.6 |
|
4.250 |
9,160.6 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,911.3 |
9,930.5 |
| PP |
9,891.0 |
9,929.5 |
| S1 |
9,870.8 |
9,928.5 |
|