| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
9,903.0 |
9,774.5 |
-128.5 |
-1.3% |
9,935.5 |
| High |
9,955.5 |
10,105.0 |
149.5 |
1.5% |
10,061.0 |
| Low |
9,804.5 |
9,767.0 |
-37.5 |
-0.4% |
9,765.0 |
| Close |
9,847.0 |
10,061.0 |
214.0 |
2.2% |
9,898.5 |
| Range |
151.0 |
338.0 |
187.0 |
123.8% |
296.0 |
| ATR |
158.9 |
171.7 |
12.8 |
8.0% |
0.0 |
| Volume |
186 |
318 |
132 |
71.0% |
797 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,991.7 |
10,864.3 |
10,246.9 |
|
| R3 |
10,653.7 |
10,526.3 |
10,154.0 |
|
| R2 |
10,315.7 |
10,315.7 |
10,123.0 |
|
| R1 |
10,188.3 |
10,188.3 |
10,092.0 |
10,252.0 |
| PP |
9,977.7 |
9,977.7 |
9,977.7 |
10,009.5 |
| S1 |
9,850.3 |
9,850.3 |
10,030.0 |
9,914.0 |
| S2 |
9,639.7 |
9,639.7 |
9,999.0 |
|
| S3 |
9,301.7 |
9,512.3 |
9,968.1 |
|
| S4 |
8,963.7 |
9,174.3 |
9,875.1 |
|
|
| 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 |
10,105.0 |
9,765.0 |
340.0 |
3.4% |
162.0 |
1.6% |
87% |
True |
False |
238 |
| 10 |
10,105.0 |
9,757.5 |
347.5 |
3.5% |
163.3 |
1.6% |
87% |
True |
False |
199 |
| 20 |
10,368.0 |
9,757.5 |
610.5 |
6.1% |
154.3 |
1.5% |
50% |
False |
False |
183 |
| 40 |
10,508.0 |
9,485.5 |
1,022.5 |
10.2% |
152.2 |
1.5% |
56% |
False |
False |
174 |
| 60 |
10,508.0 |
9,365.0 |
1,143.0 |
11.4% |
138.7 |
1.4% |
61% |
False |
False |
152 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
17.7% |
142.2 |
1.4% |
75% |
False |
False |
123 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.7% |
144.5 |
1.4% |
75% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,541.5 |
|
2.618 |
10,989.9 |
|
1.618 |
10,651.9 |
|
1.000 |
10,443.0 |
|
0.618 |
10,313.9 |
|
HIGH |
10,105.0 |
|
0.618 |
9,975.9 |
|
0.500 |
9,936.0 |
|
0.382 |
9,896.1 |
|
LOW |
9,767.0 |
|
0.618 |
9,558.1 |
|
1.000 |
9,429.0 |
|
1.618 |
9,220.1 |
|
2.618 |
8,882.1 |
|
4.250 |
8,330.5 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,019.3 |
10,019.3 |
| PP |
9,977.7 |
9,977.7 |
| S1 |
9,936.0 |
9,936.0 |
|