| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,041.25 |
2,062.00 |
20.75 |
1.0% |
2,053.00 |
| High |
2,068.50 |
2,069.50 |
1.00 |
0.0% |
2,079.75 |
| Low |
2,035.00 |
2,036.75 |
1.75 |
0.1% |
2,038.50 |
| Close |
2,062.75 |
2,043.50 |
-19.25 |
-0.9% |
2,043.50 |
| Range |
33.50 |
32.75 |
-0.75 |
-2.2% |
41.25 |
| ATR |
23.51 |
24.17 |
0.66 |
2.8% |
0.00 |
| Volume |
1,421,736 |
1,988,181 |
566,445 |
39.8% |
7,936,747 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.25 |
2,128.50 |
2,061.50 |
|
| R3 |
2,115.50 |
2,095.75 |
2,052.50 |
|
| R2 |
2,082.75 |
2,082.75 |
2,049.50 |
|
| R1 |
2,063.00 |
2,063.00 |
2,046.50 |
2,056.50 |
| PP |
2,050.00 |
2,050.00 |
2,050.00 |
2,046.50 |
| S1 |
2,030.25 |
2,030.25 |
2,040.50 |
2,023.75 |
| S2 |
2,017.25 |
2,017.25 |
2,037.50 |
|
| S3 |
1,984.50 |
1,997.50 |
2,034.50 |
|
| S4 |
1,951.75 |
1,964.75 |
2,025.50 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.75 |
2,151.75 |
2,066.25 |
|
| R3 |
2,136.50 |
2,110.50 |
2,054.75 |
|
| R2 |
2,095.25 |
2,095.25 |
2,051.00 |
|
| R1 |
2,069.25 |
2,069.25 |
2,047.25 |
2,061.50 |
| PP |
2,054.00 |
2,054.00 |
2,054.00 |
2,050.00 |
| S1 |
2,028.00 |
2,028.00 |
2,039.75 |
2,020.50 |
| S2 |
2,012.75 |
2,012.75 |
2,036.00 |
|
| S3 |
1,971.50 |
1,986.75 |
2,032.25 |
|
| S4 |
1,930.25 |
1,945.50 |
2,020.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,078.75 |
2,035.00 |
43.75 |
2.1% |
27.25 |
1.3% |
19% |
False |
False |
1,711,855 |
| 10 |
2,079.75 |
2,030.50 |
49.25 |
2.4% |
24.50 |
1.2% |
26% |
False |
False |
1,615,136 |
| 20 |
2,105.25 |
2,030.50 |
74.75 |
3.7% |
23.25 |
1.1% |
17% |
False |
False |
1,608,570 |
| 40 |
2,105.25 |
2,012.25 |
93.00 |
4.6% |
22.50 |
1.1% |
34% |
False |
False |
1,606,288 |
| 60 |
2,105.25 |
1,877.25 |
228.00 |
11.2% |
23.75 |
1.2% |
73% |
False |
False |
1,311,191 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
27.75 |
1.4% |
80% |
False |
False |
985,451 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
30.75 |
1.5% |
80% |
False |
False |
789,103 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
31.00 |
1.5% |
80% |
False |
False |
657,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.75 |
|
2.618 |
2,155.25 |
|
1.618 |
2,122.50 |
|
1.000 |
2,102.25 |
|
0.618 |
2,089.75 |
|
HIGH |
2,069.50 |
|
0.618 |
2,057.00 |
|
0.500 |
2,053.00 |
|
0.382 |
2,049.25 |
|
LOW |
2,036.75 |
|
0.618 |
2,016.50 |
|
1.000 |
2,004.00 |
|
1.618 |
1,983.75 |
|
2.618 |
1,951.00 |
|
4.250 |
1,897.50 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,053.00 |
2,052.25 |
| PP |
2,050.00 |
2,049.25 |
| S1 |
2,046.75 |
2,046.50 |
|