| 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 |
17,729 |
17,726 |
-3 |
0.0% |
17,395 |
| High |
17,770 |
17,765 |
-5 |
0.0% |
17,770 |
| Low |
17,662 |
17,709 |
47 |
0.3% |
17,344 |
| Close |
17,725 |
17,756 |
31 |
0.2% |
17,756 |
| Range |
108 |
56 |
-52 |
-48.1% |
426 |
| ATR |
175 |
167 |
-9 |
-4.9% |
0 |
| Volume |
3,468 |
313 |
-3,155 |
-91.0% |
5,097 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,911 |
17,890 |
17,787 |
|
| R3 |
17,855 |
17,834 |
17,772 |
|
| R2 |
17,799 |
17,799 |
17,766 |
|
| R1 |
17,778 |
17,778 |
17,761 |
17,789 |
| PP |
17,743 |
17,743 |
17,743 |
17,749 |
| S1 |
17,722 |
17,722 |
17,751 |
17,733 |
| S2 |
17,687 |
17,687 |
17,746 |
|
| S3 |
17,631 |
17,666 |
17,741 |
|
| S4 |
17,575 |
17,610 |
17,725 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,901 |
18,755 |
17,990 |
|
| R3 |
18,475 |
18,329 |
17,873 |
|
| R2 |
18,049 |
18,049 |
17,834 |
|
| R1 |
17,903 |
17,903 |
17,795 |
17,976 |
| PP |
17,623 |
17,623 |
17,623 |
17,660 |
| S1 |
17,477 |
17,477 |
17,717 |
17,550 |
| S2 |
17,197 |
17,197 |
17,678 |
|
| S3 |
16,771 |
17,051 |
17,639 |
|
| S4 |
16,345 |
16,625 |
17,522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,770 |
17,344 |
426 |
2.4% |
137 |
0.8% |
97% |
False |
False |
1,019 |
| 10 |
17,770 |
17,208 |
562 |
3.2% |
179 |
1.0% |
98% |
False |
False |
699 |
| 20 |
17,770 |
17,208 |
562 |
3.2% |
173 |
1.0% |
98% |
False |
False |
416 |
| 40 |
17,989 |
17,208 |
781 |
4.4% |
162 |
0.9% |
70% |
False |
False |
256 |
| 60 |
17,989 |
16,670 |
1,319 |
7.4% |
151 |
0.8% |
82% |
False |
False |
191 |
| 80 |
17,989 |
15,450 |
2,539 |
14.3% |
141 |
0.8% |
91% |
False |
False |
146 |
| 100 |
17,989 |
15,450 |
2,539 |
14.3% |
149 |
0.8% |
91% |
False |
False |
119 |
| 120 |
17,989 |
15,450 |
2,539 |
14.3% |
127 |
0.7% |
91% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,003 |
|
2.618 |
17,912 |
|
1.618 |
17,856 |
|
1.000 |
17,821 |
|
0.618 |
17,800 |
|
HIGH |
17,765 |
|
0.618 |
17,744 |
|
0.500 |
17,737 |
|
0.382 |
17,731 |
|
LOW |
17,709 |
|
0.618 |
17,675 |
|
1.000 |
17,653 |
|
1.618 |
17,619 |
|
2.618 |
17,563 |
|
4.250 |
17,471 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,750 |
17,734 |
| PP |
17,743 |
17,712 |
| S1 |
17,737 |
17,690 |
|