| 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 |
9,872.5 |
9,903.0 |
30.5 |
0.3% |
9,935.5 |
| High |
9,900.0 |
9,955.5 |
55.5 |
0.6% |
10,061.0 |
| Low |
9,846.0 |
9,804.5 |
-41.5 |
-0.4% |
9,765.0 |
| Close |
9,898.5 |
9,847.0 |
-51.5 |
-0.5% |
9,898.5 |
| Range |
54.0 |
151.0 |
97.0 |
179.6% |
296.0 |
| ATR |
159.5 |
158.9 |
-0.6 |
-0.4% |
0.0 |
| Volume |
178 |
186 |
8 |
4.5% |
797 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,322.0 |
10,235.5 |
9,930.1 |
|
| R3 |
10,171.0 |
10,084.5 |
9,888.5 |
|
| R2 |
10,020.0 |
10,020.0 |
9,874.7 |
|
| R1 |
9,933.5 |
9,933.5 |
9,860.8 |
9,901.3 |
| PP |
9,869.0 |
9,869.0 |
9,869.0 |
9,852.9 |
| S1 |
9,782.5 |
9,782.5 |
9,833.2 |
9,750.3 |
| S2 |
9,718.0 |
9,718.0 |
9,819.3 |
|
| S3 |
9,567.0 |
9,631.5 |
9,805.5 |
|
| S4 |
9,416.0 |
9,480.5 |
9,764.0 |
|
|
| 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% |
143.6 |
1.5% |
28% |
False |
False |
196 |
| 10 |
10,100.0 |
9,757.5 |
342.5 |
3.5% |
141.0 |
1.4% |
26% |
False |
False |
180 |
| 20 |
10,409.0 |
9,757.5 |
651.5 |
6.6% |
145.9 |
1.5% |
14% |
False |
False |
173 |
| 40 |
10,508.0 |
9,485.5 |
1,022.5 |
10.4% |
146.9 |
1.5% |
35% |
False |
False |
168 |
| 60 |
10,508.0 |
9,365.0 |
1,143.0 |
11.6% |
135.3 |
1.4% |
42% |
False |
False |
147 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
18.0% |
138.6 |
1.4% |
63% |
False |
False |
120 |
| 100 |
10,817.0 |
8,732.0 |
2,085.0 |
21.2% |
141.2 |
1.4% |
53% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,597.3 |
|
2.618 |
10,350.8 |
|
1.618 |
10,199.8 |
|
1.000 |
10,106.5 |
|
0.618 |
10,048.8 |
|
HIGH |
9,955.5 |
|
0.618 |
9,897.8 |
|
0.500 |
9,880.0 |
|
0.382 |
9,862.2 |
|
LOW |
9,804.5 |
|
0.618 |
9,711.2 |
|
1.000 |
9,653.5 |
|
1.618 |
9,560.2 |
|
2.618 |
9,409.2 |
|
4.250 |
9,162.8 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,880.0 |
9,860.3 |
| PP |
9,869.0 |
9,855.8 |
| S1 |
9,858.0 |
9,851.4 |
|