| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,960 |
16,915 |
-45 |
-0.3% |
16,765 |
| High |
16,980 |
16,945 |
-35 |
-0.2% |
17,005 |
| Low |
16,750 |
16,780 |
30 |
0.2% |
16,430 |
| Close |
16,890 |
16,930 |
40 |
0.2% |
16,930 |
| Range |
230 |
165 |
-65 |
-28.3% |
575 |
| ATR |
373 |
358 |
-15 |
-4.0% |
0 |
| Volume |
10,246 |
7,727 |
-2,519 |
-24.6% |
53,947 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,380 |
17,320 |
17,021 |
|
| R3 |
17,215 |
17,155 |
16,976 |
|
| R2 |
17,050 |
17,050 |
16,960 |
|
| R1 |
16,990 |
16,990 |
16,945 |
17,020 |
| PP |
16,885 |
16,885 |
16,885 |
16,900 |
| S1 |
16,825 |
16,825 |
16,915 |
16,855 |
| S2 |
16,720 |
16,720 |
16,900 |
|
| S3 |
16,555 |
16,660 |
16,885 |
|
| S4 |
16,390 |
16,495 |
16,839 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,513 |
18,297 |
17,246 |
|
| R3 |
17,938 |
17,722 |
17,088 |
|
| R2 |
17,363 |
17,363 |
17,036 |
|
| R1 |
17,147 |
17,147 |
16,983 |
17,255 |
| PP |
16,788 |
16,788 |
16,788 |
16,843 |
| S1 |
16,572 |
16,572 |
16,877 |
16,680 |
| S2 |
16,213 |
16,213 |
16,825 |
|
| S3 |
15,638 |
15,997 |
16,772 |
|
| S4 |
15,063 |
15,422 |
16,614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,005 |
16,430 |
575 |
3.4% |
266 |
1.6% |
87% |
False |
False |
10,789 |
| 10 |
17,005 |
16,315 |
690 |
4.1% |
293 |
1.7% |
89% |
False |
False |
12,007 |
| 20 |
17,005 |
15,865 |
1,140 |
6.7% |
338 |
2.0% |
93% |
False |
False |
12,532 |
| 40 |
17,825 |
15,375 |
2,450 |
14.5% |
409 |
2.4% |
63% |
False |
False |
16,032 |
| 60 |
17,825 |
15,375 |
2,450 |
14.5% |
395 |
2.3% |
63% |
False |
False |
15,201 |
| 80 |
17,825 |
14,820 |
3,005 |
17.7% |
389 |
2.3% |
70% |
False |
False |
11,447 |
| 100 |
18,030 |
14,820 |
3,210 |
19.0% |
379 |
2.2% |
66% |
False |
False |
9,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,646 |
|
2.618 |
17,377 |
|
1.618 |
17,212 |
|
1.000 |
17,110 |
|
0.618 |
17,047 |
|
HIGH |
16,945 |
|
0.618 |
16,882 |
|
0.500 |
16,863 |
|
0.382 |
16,843 |
|
LOW |
16,780 |
|
0.618 |
16,678 |
|
1.000 |
16,615 |
|
1.618 |
16,513 |
|
2.618 |
16,348 |
|
4.250 |
16,079 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,908 |
16,911 |
| PP |
16,885 |
16,892 |
| S1 |
16,863 |
16,873 |
|