| 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 |
17,501.28 |
17,514.16 |
12.88 |
0.1% |
17,743.85 |
| High |
17,636.22 |
17,514.16 |
-122.06 |
-0.7% |
17,934.61 |
| Low |
17,418.21 |
17,331.07 |
-87.14 |
-0.5% |
17,512.48 |
| Close |
17,526.62 |
17,435.40 |
-91.22 |
-0.5% |
17,535.32 |
| Range |
218.01 |
183.09 |
-34.92 |
-16.0% |
422.13 |
| ATR |
180.88 |
181.92 |
1.05 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,976.15 |
17,888.86 |
17,536.10 |
|
| R3 |
17,793.06 |
17,705.77 |
17,485.75 |
|
| R2 |
17,609.97 |
17,609.97 |
17,468.97 |
|
| R1 |
17,522.68 |
17,522.68 |
17,452.18 |
17,474.78 |
| PP |
17,426.88 |
17,426.88 |
17,426.88 |
17,402.93 |
| S1 |
17,339.59 |
17,339.59 |
17,418.62 |
17,291.69 |
| S2 |
17,243.79 |
17,243.79 |
17,401.83 |
|
| S3 |
17,060.70 |
17,156.50 |
17,385.05 |
|
| S4 |
16,877.61 |
16,973.41 |
17,334.70 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,927.19 |
18,653.39 |
17,767.49 |
|
| R3 |
18,505.06 |
18,231.26 |
17,651.41 |
|
| R2 |
18,082.93 |
18,082.93 |
17,612.71 |
|
| R1 |
17,809.13 |
17,809.13 |
17,574.02 |
17,734.97 |
| PP |
17,660.80 |
17,660.80 |
17,660.80 |
17,623.72 |
| S1 |
17,387.00 |
17,387.00 |
17,496.62 |
17,312.84 |
| S2 |
17,238.67 |
17,238.67 |
17,457.93 |
|
| S3 |
16,816.54 |
16,964.87 |
17,419.23 |
|
| S4 |
16,394.41 |
16,542.74 |
17,303.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,755.80 |
17,331.07 |
424.73 |
2.4% |
215.79 |
1.2% |
25% |
False |
True |
|
| 10 |
17,934.61 |
17,331.07 |
603.54 |
3.5% |
194.66 |
1.1% |
17% |
False |
True |
|
| 20 |
18,084.66 |
17,331.07 |
753.59 |
4.3% |
173.14 |
1.0% |
14% |
False |
True |
|
| 40 |
18,167.63 |
17,331.07 |
836.56 |
4.8% |
159.56 |
0.9% |
12% |
False |
True |
|
| 60 |
18,167.63 |
16,458.42 |
1,709.21 |
9.8% |
162.84 |
0.9% |
57% |
False |
False |
|
| 80 |
18,167.63 |
15,503.01 |
2,664.62 |
15.3% |
191.00 |
1.1% |
73% |
False |
False |
|
| 100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.6% |
213.29 |
1.2% |
73% |
False |
False |
|
| 120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.6% |
217.51 |
1.2% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,292.29 |
|
2.618 |
17,993.49 |
|
1.618 |
17,810.40 |
|
1.000 |
17,697.25 |
|
0.618 |
17,627.31 |
|
HIGH |
17,514.16 |
|
0.618 |
17,444.22 |
|
0.500 |
17,422.62 |
|
0.382 |
17,401.01 |
|
LOW |
17,331.07 |
|
0.618 |
17,217.92 |
|
1.000 |
17,147.98 |
|
1.618 |
17,034.83 |
|
2.618 |
16,851.74 |
|
4.250 |
16,552.94 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,431.14 |
17,516.27 |
| PP |
17,426.88 |
17,489.31 |
| S1 |
17,422.62 |
17,462.36 |
|