| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,062.00 |
2,043.75 |
-18.25 |
-0.9% |
2,053.00 |
| High |
2,069.50 |
2,057.75 |
-11.75 |
-0.6% |
2,079.75 |
| Low |
2,036.75 |
2,030.75 |
-6.00 |
-0.3% |
2,038.50 |
| Close |
2,043.50 |
2,041.50 |
-2.00 |
-0.1% |
2,043.50 |
| Range |
32.75 |
27.00 |
-5.75 |
-17.6% |
41.25 |
| ATR |
24.17 |
24.37 |
0.20 |
0.8% |
0.00 |
| Volume |
1,988,181 |
2,085,972 |
97,791 |
4.9% |
7,936,747 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.25 |
2,110.00 |
2,056.25 |
|
| R3 |
2,097.25 |
2,083.00 |
2,049.00 |
|
| R2 |
2,070.25 |
2,070.25 |
2,046.50 |
|
| R1 |
2,056.00 |
2,056.00 |
2,044.00 |
2,049.50 |
| PP |
2,043.25 |
2,043.25 |
2,043.25 |
2,040.25 |
| S1 |
2,029.00 |
2,029.00 |
2,039.00 |
2,022.50 |
| S2 |
2,016.25 |
2,016.25 |
2,036.50 |
|
| S3 |
1,989.25 |
2,002.00 |
2,034.00 |
|
| S4 |
1,962.25 |
1,975.00 |
2,026.75 |
|
|
| 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 |
2,072.75 |
2,030.75 |
42.00 |
2.1% |
28.50 |
1.4% |
26% |
False |
True |
1,834,679 |
| 10 |
2,079.75 |
2,030.50 |
49.25 |
2.4% |
25.25 |
1.2% |
22% |
False |
False |
1,667,935 |
| 20 |
2,104.00 |
2,030.50 |
73.50 |
3.6% |
23.50 |
1.2% |
15% |
False |
False |
1,639,634 |
| 40 |
2,105.25 |
2,012.25 |
93.00 |
4.6% |
22.75 |
1.1% |
31% |
False |
False |
1,621,032 |
| 60 |
2,105.25 |
1,877.25 |
228.00 |
11.2% |
23.75 |
1.2% |
72% |
False |
False |
1,345,859 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
27.50 |
1.3% |
79% |
False |
False |
1,011,486 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
31.00 |
1.5% |
79% |
False |
False |
809,946 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
31.00 |
1.5% |
79% |
False |
False |
675,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,172.50 |
|
2.618 |
2,128.50 |
|
1.618 |
2,101.50 |
|
1.000 |
2,084.75 |
|
0.618 |
2,074.50 |
|
HIGH |
2,057.75 |
|
0.618 |
2,047.50 |
|
0.500 |
2,044.25 |
|
0.382 |
2,041.00 |
|
LOW |
2,030.75 |
|
0.618 |
2,014.00 |
|
1.000 |
2,003.75 |
|
1.618 |
1,987.00 |
|
2.618 |
1,960.00 |
|
4.250 |
1,916.00 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,044.25 |
2,050.00 |
| PP |
2,043.25 |
2,047.25 |
| S1 |
2,042.50 |
2,044.50 |
|