| 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 |
9,804.5 |
9,881.0 |
76.5 |
0.8% |
9,957.0 |
| High |
9,945.5 |
9,882.5 |
-63.0 |
-0.6% |
10,100.0 |
| Low |
9,796.0 |
9,765.0 |
-31.0 |
-0.3% |
9,757.5 |
| Close |
9,931.5 |
9,783.5 |
-148.0 |
-1.5% |
9,935.5 |
| Range |
149.5 |
117.5 |
-32.0 |
-21.4% |
342.5 |
| ATR |
162.5 |
162.8 |
0.3 |
0.2% |
0.0 |
| Volume |
110 |
399 |
289 |
262.7% |
1,035 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,162.8 |
10,090.7 |
9,848.1 |
|
| R3 |
10,045.3 |
9,973.2 |
9,815.8 |
|
| R2 |
9,927.8 |
9,927.8 |
9,805.0 |
|
| R1 |
9,855.7 |
9,855.7 |
9,794.3 |
9,833.0 |
| PP |
9,810.3 |
9,810.3 |
9,810.3 |
9,799.0 |
| S1 |
9,738.2 |
9,738.2 |
9,772.7 |
9,715.5 |
| S2 |
9,692.8 |
9,692.8 |
9,762.0 |
|
| S3 |
9,575.3 |
9,620.7 |
9,751.2 |
|
| S4 |
9,457.8 |
9,503.2 |
9,718.9 |
|
|
| 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 |
10,061.0 |
9,757.5 |
303.5 |
3.1% |
143.2 |
1.5% |
9% |
False |
False |
149 |
| 10 |
10,100.0 |
9,757.5 |
342.5 |
3.5% |
154.4 |
1.6% |
8% |
False |
False |
173 |
| 20 |
10,447.5 |
9,757.5 |
690.0 |
7.1% |
148.3 |
1.5% |
4% |
False |
False |
164 |
| 40 |
10,508.0 |
9,485.5 |
1,022.5 |
10.5% |
147.8 |
1.5% |
29% |
False |
False |
175 |
| 60 |
10,508.0 |
9,156.5 |
1,351.5 |
13.8% |
138.7 |
1.4% |
46% |
False |
False |
141 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
18.2% |
139.5 |
1.4% |
59% |
False |
False |
117 |
| 100 |
10,891.0 |
8,732.0 |
2,159.0 |
22.1% |
139.2 |
1.4% |
49% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,381.9 |
|
2.618 |
10,190.1 |
|
1.618 |
10,072.6 |
|
1.000 |
10,000.0 |
|
0.618 |
9,955.1 |
|
HIGH |
9,882.5 |
|
0.618 |
9,837.6 |
|
0.500 |
9,823.8 |
|
0.382 |
9,809.9 |
|
LOW |
9,765.0 |
|
0.618 |
9,692.4 |
|
1.000 |
9,647.5 |
|
1.618 |
9,574.9 |
|
2.618 |
9,457.4 |
|
4.250 |
9,265.6 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,823.8 |
9,913.0 |
| PP |
9,810.3 |
9,869.8 |
| S1 |
9,796.9 |
9,826.7 |
|