| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,043.75 |
2,043.50 |
-0.25 |
0.0% |
2,053.00 |
| High |
2,057.75 |
2,044.75 |
-13.00 |
-0.6% |
2,079.75 |
| Low |
2,030.75 |
2,022.00 |
-8.75 |
-0.4% |
2,038.50 |
| Close |
2,041.50 |
2,038.75 |
-2.75 |
-0.1% |
2,043.50 |
| Range |
27.00 |
22.75 |
-4.25 |
-15.7% |
41.25 |
| ATR |
24.37 |
24.25 |
-0.12 |
-0.5% |
0.00 |
| Volume |
2,085,972 |
2,055,973 |
-29,999 |
-1.4% |
7,936,747 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.50 |
2,093.75 |
2,051.25 |
|
| R3 |
2,080.75 |
2,071.00 |
2,045.00 |
|
| R2 |
2,058.00 |
2,058.00 |
2,043.00 |
|
| R1 |
2,048.25 |
2,048.25 |
2,040.75 |
2,041.75 |
| PP |
2,035.25 |
2,035.25 |
2,035.25 |
2,032.00 |
| S1 |
2,025.50 |
2,025.50 |
2,036.75 |
2,019.00 |
| S2 |
2,012.50 |
2,012.50 |
2,034.50 |
|
| S3 |
1,989.75 |
2,002.75 |
2,032.50 |
|
| S4 |
1,967.00 |
1,980.00 |
2,026.25 |
|
|
| 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 |
2,069.50 |
2,022.00 |
47.50 |
2.3% |
28.25 |
1.4% |
35% |
False |
True |
1,886,053 |
| 10 |
2,079.75 |
2,022.00 |
57.75 |
2.8% |
25.50 |
1.2% |
29% |
False |
True |
1,730,204 |
| 20 |
2,094.25 |
2,022.00 |
72.25 |
3.5% |
23.50 |
1.2% |
23% |
False |
True |
1,660,519 |
| 40 |
2,105.25 |
2,012.25 |
93.00 |
4.6% |
22.75 |
1.1% |
28% |
False |
False |
1,633,502 |
| 60 |
2,105.25 |
1,911.25 |
194.00 |
9.5% |
23.50 |
1.1% |
66% |
False |
False |
1,379,956 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
27.25 |
1.3% |
79% |
False |
False |
1,037,138 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
31.00 |
1.5% |
79% |
False |
False |
830,499 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
31.25 |
1.5% |
79% |
False |
False |
692,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,141.50 |
|
2.618 |
2,104.25 |
|
1.618 |
2,081.50 |
|
1.000 |
2,067.50 |
|
0.618 |
2,058.75 |
|
HIGH |
2,044.75 |
|
0.618 |
2,036.00 |
|
0.500 |
2,033.50 |
|
0.382 |
2,030.75 |
|
LOW |
2,022.00 |
|
0.618 |
2,008.00 |
|
1.000 |
1,999.25 |
|
1.618 |
1,985.25 |
|
2.618 |
1,962.50 |
|
4.250 |
1,925.25 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.00 |
2,045.75 |
| PP |
2,035.25 |
2,043.50 |
| S1 |
2,033.50 |
2,041.00 |
|