| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,915 |
16,940 |
25 |
0.1% |
16,765 |
| High |
16,945 |
17,270 |
325 |
1.9% |
17,005 |
| Low |
16,780 |
16,910 |
130 |
0.8% |
16,430 |
| Close |
16,930 |
17,085 |
155 |
0.9% |
16,930 |
| Range |
165 |
360 |
195 |
118.2% |
575 |
| ATR |
358 |
358 |
0 |
0.0% |
0 |
| Volume |
7,727 |
20,023 |
12,296 |
159.1% |
53,947 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,168 |
17,987 |
17,283 |
|
| R3 |
17,808 |
17,627 |
17,184 |
|
| R2 |
17,448 |
17,448 |
17,151 |
|
| R1 |
17,267 |
17,267 |
17,118 |
17,358 |
| PP |
17,088 |
17,088 |
17,088 |
17,134 |
| S1 |
16,907 |
16,907 |
17,052 |
16,998 |
| S2 |
16,728 |
16,728 |
17,019 |
|
| S3 |
16,368 |
16,547 |
16,986 |
|
| S4 |
16,008 |
16,187 |
16,887 |
|
|
| 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 |
17,270 |
16,480 |
790 |
4.6% |
271 |
1.6% |
77% |
True |
False |
12,634 |
| 10 |
17,270 |
16,430 |
840 |
4.9% |
291 |
1.7% |
78% |
True |
False |
12,848 |
| 20 |
17,270 |
15,865 |
1,405 |
8.2% |
340 |
2.0% |
87% |
True |
False |
12,692 |
| 40 |
17,825 |
15,375 |
2,450 |
14.3% |
412 |
2.4% |
70% |
False |
False |
16,203 |
| 60 |
17,825 |
15,375 |
2,450 |
14.3% |
397 |
2.3% |
70% |
False |
False |
15,513 |
| 80 |
17,825 |
14,820 |
3,005 |
17.6% |
390 |
2.3% |
75% |
False |
False |
11,697 |
| 100 |
17,870 |
14,820 |
3,050 |
17.9% |
382 |
2.2% |
74% |
False |
False |
9,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,800 |
|
2.618 |
18,213 |
|
1.618 |
17,853 |
|
1.000 |
17,630 |
|
0.618 |
17,493 |
|
HIGH |
17,270 |
|
0.618 |
17,133 |
|
0.500 |
17,090 |
|
0.382 |
17,048 |
|
LOW |
16,910 |
|
0.618 |
16,688 |
|
1.000 |
16,550 |
|
1.618 |
16,328 |
|
2.618 |
15,968 |
|
4.250 |
15,380 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,090 |
17,060 |
| PP |
17,088 |
17,035 |
| S1 |
17,087 |
17,010 |
|