| 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 |
17,726 |
17,780 |
54 |
0.3% |
17,395 |
| High |
17,765 |
17,816 |
51 |
0.3% |
17,770 |
| Low |
17,709 |
17,614 |
-95 |
-0.5% |
17,344 |
| Close |
17,756 |
17,681 |
-75 |
-0.4% |
17,756 |
| Range |
56 |
202 |
146 |
260.7% |
426 |
| ATR |
167 |
169 |
3 |
1.5% |
0 |
| Volume |
313 |
439 |
126 |
40.3% |
5,097 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,310 |
18,197 |
17,792 |
|
| R3 |
18,108 |
17,995 |
17,737 |
|
| R2 |
17,906 |
17,906 |
17,718 |
|
| R1 |
17,793 |
17,793 |
17,700 |
17,749 |
| PP |
17,704 |
17,704 |
17,704 |
17,681 |
| S1 |
17,591 |
17,591 |
17,663 |
17,547 |
| S2 |
17,502 |
17,502 |
17,644 |
|
| S3 |
17,300 |
17,389 |
17,626 |
|
| S4 |
17,098 |
17,187 |
17,570 |
|
|
| 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 |
17,816 |
17,352 |
464 |
2.6% |
159 |
0.9% |
71% |
True |
False |
1,075 |
| 10 |
17,816 |
17,208 |
608 |
3.4% |
172 |
1.0% |
78% |
True |
False |
725 |
| 20 |
17,816 |
17,208 |
608 |
3.4% |
176 |
1.0% |
78% |
True |
False |
432 |
| 40 |
17,989 |
17,208 |
781 |
4.4% |
165 |
0.9% |
61% |
False |
False |
264 |
| 60 |
17,989 |
16,670 |
1,319 |
7.5% |
154 |
0.9% |
77% |
False |
False |
197 |
| 80 |
17,989 |
15,450 |
2,539 |
14.4% |
144 |
0.8% |
88% |
False |
False |
152 |
| 100 |
17,989 |
15,450 |
2,539 |
14.4% |
151 |
0.9% |
88% |
False |
False |
123 |
| 120 |
17,989 |
15,450 |
2,539 |
14.4% |
129 |
0.7% |
88% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,675 |
|
2.618 |
18,345 |
|
1.618 |
18,143 |
|
1.000 |
18,018 |
|
0.618 |
17,941 |
|
HIGH |
17,816 |
|
0.618 |
17,739 |
|
0.500 |
17,715 |
|
0.382 |
17,691 |
|
LOW |
17,614 |
|
0.618 |
17,489 |
|
1.000 |
17,412 |
|
1.618 |
17,287 |
|
2.618 |
17,085 |
|
4.250 |
16,756 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,715 |
17,715 |
| PP |
17,704 |
17,704 |
| S1 |
17,692 |
17,692 |
|