| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,043.50 |
2,038.75 |
-4.75 |
-0.2% |
2,041.25 |
| High |
2,044.75 |
2,055.50 |
10.75 |
0.5% |
2,069.50 |
| Low |
2,022.00 |
2,037.25 |
15.25 |
0.8% |
2,022.00 |
| Close |
2,038.75 |
2,050.00 |
11.25 |
0.6% |
2,050.00 |
| Range |
22.75 |
18.25 |
-4.50 |
-19.8% |
47.50 |
| ATR |
24.25 |
23.83 |
-0.43 |
-1.8% |
0.00 |
| Volume |
2,055,973 |
1,583,721 |
-472,252 |
-23.0% |
9,135,583 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.25 |
2,094.50 |
2,060.00 |
|
| R3 |
2,084.00 |
2,076.25 |
2,055.00 |
|
| R2 |
2,065.75 |
2,065.75 |
2,053.25 |
|
| R1 |
2,058.00 |
2,058.00 |
2,051.75 |
2,062.00 |
| PP |
2,047.50 |
2,047.50 |
2,047.50 |
2,049.50 |
| S1 |
2,039.75 |
2,039.75 |
2,048.25 |
2,043.50 |
| S2 |
2,029.25 |
2,029.25 |
2,046.75 |
|
| S3 |
2,011.00 |
2,021.50 |
2,045.00 |
|
| S4 |
1,992.75 |
2,003.25 |
2,040.00 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,189.75 |
2,167.25 |
2,076.00 |
|
| R3 |
2,142.25 |
2,119.75 |
2,063.00 |
|
| R2 |
2,094.75 |
2,094.75 |
2,058.75 |
|
| R1 |
2,072.25 |
2,072.25 |
2,054.25 |
2,083.50 |
| PP |
2,047.25 |
2,047.25 |
2,047.25 |
2,052.75 |
| S1 |
2,024.75 |
2,024.75 |
2,045.75 |
2,036.00 |
| S2 |
1,999.75 |
1,999.75 |
2,041.25 |
|
| S3 |
1,952.25 |
1,977.25 |
2,037.00 |
|
| S4 |
1,904.75 |
1,929.75 |
2,024.00 |
|
|
| 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% |
26.75 |
1.3% |
59% |
False |
False |
1,827,116 |
| 10 |
2,079.75 |
2,022.00 |
57.75 |
2.8% |
24.75 |
1.2% |
48% |
False |
False |
1,707,233 |
| 20 |
2,094.25 |
2,022.00 |
72.25 |
3.5% |
23.75 |
1.2% |
39% |
False |
False |
1,664,805 |
| 40 |
2,105.25 |
2,019.25 |
86.00 |
4.2% |
22.75 |
1.1% |
36% |
False |
False |
1,634,993 |
| 60 |
2,105.25 |
1,911.75 |
193.50 |
9.4% |
23.25 |
1.1% |
71% |
False |
False |
1,406,092 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
26.75 |
1.3% |
82% |
False |
False |
1,056,876 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
31.00 |
1.5% |
82% |
False |
False |
846,326 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
31.25 |
1.5% |
82% |
False |
False |
705,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,133.00 |
|
2.618 |
2,103.25 |
|
1.618 |
2,085.00 |
|
1.000 |
2,073.75 |
|
0.618 |
2,066.75 |
|
HIGH |
2,055.50 |
|
0.618 |
2,048.50 |
|
0.500 |
2,046.50 |
|
0.382 |
2,044.25 |
|
LOW |
2,037.25 |
|
0.618 |
2,026.00 |
|
1.000 |
2,019.00 |
|
1.618 |
2,007.75 |
|
2.618 |
1,989.50 |
|
4.250 |
1,959.75 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,048.75 |
2,046.50 |
| PP |
2,047.50 |
2,043.25 |
| S1 |
2,046.50 |
2,040.00 |
|