| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,053.25 |
2,045.00 |
-8.25 |
-0.4% |
2,041.25 |
| High |
2,056.00 |
2,077.25 |
21.25 |
1.0% |
2,069.50 |
| Low |
2,043.50 |
2,041.25 |
-2.25 |
-0.1% |
2,022.00 |
| Close |
2,045.25 |
2,075.00 |
29.75 |
1.5% |
2,050.00 |
| Range |
12.50 |
36.00 |
23.50 |
188.0% |
47.50 |
| ATR |
23.02 |
23.94 |
0.93 |
4.0% |
0.00 |
| Volume |
1,183,296 |
1,603,195 |
419,899 |
35.5% |
9,135,583 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.50 |
2,159.75 |
2,094.75 |
|
| R3 |
2,136.50 |
2,123.75 |
2,085.00 |
|
| R2 |
2,100.50 |
2,100.50 |
2,081.50 |
|
| R1 |
2,087.75 |
2,087.75 |
2,078.25 |
2,094.00 |
| PP |
2,064.50 |
2,064.50 |
2,064.50 |
2,067.75 |
| S1 |
2,051.75 |
2,051.75 |
2,071.75 |
2,058.00 |
| S2 |
2,028.50 |
2,028.50 |
2,068.50 |
|
| S3 |
1,992.50 |
2,015.75 |
2,065.00 |
|
| S4 |
1,956.50 |
1,979.75 |
2,055.25 |
|
|
| 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 |
2,077.25 |
2,022.00 |
55.25 |
2.7% |
23.25 |
1.1% |
96% |
True |
False |
1,702,431 |
| 10 |
2,078.75 |
2,022.00 |
56.75 |
2.7% |
25.25 |
1.2% |
93% |
False |
False |
1,707,143 |
| 20 |
2,094.25 |
2,022.00 |
72.25 |
3.5% |
24.50 |
1.2% |
73% |
False |
False |
1,678,794 |
| 40 |
2,105.25 |
2,022.00 |
83.25 |
4.0% |
22.75 |
1.1% |
64% |
False |
False |
1,643,222 |
| 60 |
2,105.25 |
1,911.75 |
193.50 |
9.3% |
23.00 |
1.1% |
84% |
False |
False |
1,452,092 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
26.25 |
1.3% |
90% |
False |
False |
1,091,456 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
31.00 |
1.5% |
90% |
False |
False |
874,154 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
31.25 |
1.5% |
90% |
False |
False |
728,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.25 |
|
2.618 |
2,171.50 |
|
1.618 |
2,135.50 |
|
1.000 |
2,113.25 |
|
0.618 |
2,099.50 |
|
HIGH |
2,077.25 |
|
0.618 |
2,063.50 |
|
0.500 |
2,059.25 |
|
0.382 |
2,055.00 |
|
LOW |
2,041.25 |
|
0.618 |
2,019.00 |
|
1.000 |
2,005.25 |
|
1.618 |
1,983.00 |
|
2.618 |
1,947.00 |
|
4.250 |
1,888.25 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.75 |
2,069.00 |
| PP |
2,064.50 |
2,063.25 |
| S1 |
2,059.25 |
2,057.25 |
|