| 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 |
9,881.0 |
9,872.5 |
-8.5 |
-0.1% |
9,935.5 |
| High |
9,882.5 |
9,900.0 |
17.5 |
0.2% |
10,061.0 |
| Low |
9,765.0 |
9,846.0 |
81.0 |
0.8% |
9,765.0 |
| Close |
9,783.5 |
9,898.5 |
115.0 |
1.2% |
9,898.5 |
| Range |
117.5 |
54.0 |
-63.5 |
-54.0% |
296.0 |
| ATR |
162.8 |
159.5 |
-3.3 |
-2.0% |
0.0 |
| Volume |
399 |
178 |
-221 |
-55.4% |
797 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,043.5 |
10,025.0 |
9,928.2 |
|
| R3 |
9,989.5 |
9,971.0 |
9,913.4 |
|
| R2 |
9,935.5 |
9,935.5 |
9,908.4 |
|
| R1 |
9,917.0 |
9,917.0 |
9,903.5 |
9,926.3 |
| PP |
9,881.5 |
9,881.5 |
9,881.5 |
9,886.1 |
| S1 |
9,863.0 |
9,863.0 |
9,893.6 |
9,872.3 |
| S2 |
9,827.5 |
9,827.5 |
9,888.6 |
|
| S3 |
9,773.5 |
9,809.0 |
9,883.7 |
|
| S4 |
9,719.5 |
9,755.0 |
9,868.8 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,796.2 |
10,643.3 |
10,061.3 |
|
| R3 |
10,500.2 |
10,347.3 |
9,979.9 |
|
| R2 |
10,204.2 |
10,204.2 |
9,952.8 |
|
| R1 |
10,051.3 |
10,051.3 |
9,925.6 |
9,979.8 |
| PP |
9,908.2 |
9,908.2 |
9,908.2 |
9,872.4 |
| S1 |
9,755.3 |
9,755.3 |
9,871.4 |
9,683.8 |
| S2 |
9,612.2 |
9,612.2 |
9,844.2 |
|
| S3 |
9,316.2 |
9,459.3 |
9,817.1 |
|
| S4 |
9,020.2 |
9,163.3 |
9,735.7 |
|
|
| 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 |
9,765.0 |
296.0 |
3.0% |
113.4 |
1.1% |
45% |
False |
False |
159 |
| 10 |
10,100.0 |
9,757.5 |
342.5 |
3.5% |
143.5 |
1.4% |
41% |
False |
False |
183 |
| 20 |
10,416.0 |
9,757.5 |
658.5 |
6.7% |
146.1 |
1.5% |
21% |
False |
False |
169 |
| 40 |
10,508.0 |
9,485.5 |
1,022.5 |
10.3% |
146.2 |
1.5% |
40% |
False |
False |
165 |
| 60 |
10,508.0 |
9,268.0 |
1,240.0 |
12.5% |
135.0 |
1.4% |
51% |
False |
False |
144 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
17.9% |
139.0 |
1.4% |
66% |
False |
False |
118 |
| 100 |
10,891.0 |
8,732.0 |
2,159.0 |
21.8% |
139.7 |
1.4% |
54% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,129.5 |
|
2.618 |
10,041.4 |
|
1.618 |
9,987.4 |
|
1.000 |
9,954.0 |
|
0.618 |
9,933.4 |
|
HIGH |
9,900.0 |
|
0.618 |
9,879.4 |
|
0.500 |
9,873.0 |
|
0.382 |
9,866.6 |
|
LOW |
9,846.0 |
|
0.618 |
9,812.6 |
|
1.000 |
9,792.0 |
|
1.618 |
9,758.6 |
|
2.618 |
9,704.6 |
|
4.250 |
9,616.5 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,890.0 |
9,884.1 |
| PP |
9,881.5 |
9,869.7 |
| S1 |
9,873.0 |
9,855.3 |
|