| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
9,774.5 |
10,133.0 |
358.5 |
3.7% |
9,935.5 |
| High |
10,105.0 |
10,211.5 |
106.5 |
1.1% |
10,061.0 |
| Low |
9,767.0 |
10,120.0 |
353.0 |
3.6% |
9,765.0 |
| Close |
10,061.0 |
10,196.5 |
135.5 |
1.3% |
9,898.5 |
| Range |
338.0 |
91.5 |
-246.5 |
-72.9% |
296.0 |
| ATR |
171.7 |
170.2 |
-1.5 |
-0.9% |
0.0 |
| Volume |
318 |
76 |
-242 |
-76.1% |
797 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,450.5 |
10,415.0 |
10,246.8 |
|
| R3 |
10,359.0 |
10,323.5 |
10,221.7 |
|
| R2 |
10,267.5 |
10,267.5 |
10,213.3 |
|
| R1 |
10,232.0 |
10,232.0 |
10,204.9 |
10,249.8 |
| PP |
10,176.0 |
10,176.0 |
10,176.0 |
10,184.9 |
| S1 |
10,140.5 |
10,140.5 |
10,188.1 |
10,158.3 |
| S2 |
10,084.5 |
10,084.5 |
10,179.7 |
|
| S3 |
9,993.0 |
10,049.0 |
10,171.3 |
|
| S4 |
9,901.5 |
9,957.5 |
10,146.2 |
|
|
| 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 |
10,211.5 |
9,765.0 |
446.5 |
4.4% |
150.4 |
1.5% |
97% |
True |
False |
231 |
| 10 |
10,211.5 |
9,757.5 |
454.0 |
4.5% |
159.4 |
1.6% |
97% |
True |
False |
183 |
| 20 |
10,350.5 |
9,757.5 |
593.0 |
5.8% |
153.3 |
1.5% |
74% |
False |
False |
158 |
| 40 |
10,508.0 |
9,485.5 |
1,022.5 |
10.0% |
150.5 |
1.5% |
70% |
False |
False |
173 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.0% |
138.2 |
1.4% |
70% |
False |
False |
153 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
17.4% |
141.6 |
1.4% |
82% |
False |
False |
124 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.4% |
143.9 |
1.4% |
82% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,600.4 |
|
2.618 |
10,451.0 |
|
1.618 |
10,359.5 |
|
1.000 |
10,303.0 |
|
0.618 |
10,268.0 |
|
HIGH |
10,211.5 |
|
0.618 |
10,176.5 |
|
0.500 |
10,165.8 |
|
0.382 |
10,155.0 |
|
LOW |
10,120.0 |
|
0.618 |
10,063.5 |
|
1.000 |
10,028.5 |
|
1.618 |
9,972.0 |
|
2.618 |
9,880.5 |
|
4.250 |
9,731.1 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,186.3 |
10,127.4 |
| PP |
10,176.0 |
10,058.3 |
| S1 |
10,165.8 |
9,989.3 |
|