| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
17,330 |
17,395 |
65 |
0.4% |
17,346 |
| High |
17,456 |
17,438 |
-18 |
-0.1% |
17,625 |
| Low |
17,317 |
17,344 |
27 |
0.2% |
17,208 |
| Close |
17,392 |
17,379 |
-13 |
-0.1% |
17,392 |
| Range |
139 |
94 |
-45 |
-32.4% |
417 |
| ATR |
180 |
174 |
-6 |
-3.4% |
0 |
| Volume |
564 |
161 |
-403 |
-71.5% |
1,897 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,669 |
17,618 |
17,431 |
|
| R3 |
17,575 |
17,524 |
17,405 |
|
| R2 |
17,481 |
17,481 |
17,396 |
|
| R1 |
17,430 |
17,430 |
17,388 |
17,409 |
| PP |
17,387 |
17,387 |
17,387 |
17,376 |
| S1 |
17,336 |
17,336 |
17,371 |
17,315 |
| S2 |
17,293 |
17,293 |
17,362 |
|
| S3 |
17,199 |
17,242 |
17,353 |
|
| S4 |
17,105 |
17,148 |
17,327 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,659 |
18,443 |
17,621 |
|
| R3 |
18,242 |
18,026 |
17,507 |
|
| R2 |
17,825 |
17,825 |
17,469 |
|
| R1 |
17,609 |
17,609 |
17,430 |
17,717 |
| PP |
17,408 |
17,408 |
17,408 |
17,463 |
| S1 |
17,192 |
17,192 |
17,354 |
17,300 |
| S2 |
16,991 |
16,991 |
17,316 |
|
| S3 |
16,574 |
16,775 |
17,277 |
|
| S4 |
16,157 |
16,358 |
17,163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,625 |
17,208 |
417 |
2.4% |
186 |
1.1% |
41% |
False |
False |
376 |
| 10 |
17,768 |
17,208 |
560 |
3.2% |
192 |
1.1% |
31% |
False |
False |
270 |
| 20 |
17,900 |
17,208 |
692 |
4.0% |
176 |
1.0% |
25% |
False |
False |
179 |
| 40 |
17,989 |
17,208 |
781 |
4.5% |
162 |
0.9% |
22% |
False |
False |
142 |
| 60 |
17,989 |
16,327 |
1,662 |
9.6% |
152 |
0.9% |
63% |
False |
False |
110 |
| 80 |
17,989 |
15,450 |
2,539 |
14.6% |
142 |
0.8% |
76% |
False |
False |
85 |
| 100 |
17,989 |
15,450 |
2,539 |
14.6% |
146 |
0.8% |
76% |
False |
False |
69 |
| 120 |
17,989 |
15,450 |
2,539 |
14.6% |
123 |
0.7% |
76% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,838 |
|
2.618 |
17,684 |
|
1.618 |
17,590 |
|
1.000 |
17,532 |
|
0.618 |
17,496 |
|
HIGH |
17,438 |
|
0.618 |
17,402 |
|
0.500 |
17,391 |
|
0.382 |
17,380 |
|
LOW |
17,344 |
|
0.618 |
17,286 |
|
1.000 |
17,250 |
|
1.618 |
17,192 |
|
2.618 |
17,098 |
|
4.250 |
16,945 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,391 |
17,363 |
| PP |
17,387 |
17,348 |
| S1 |
17,383 |
17,332 |
|