| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,045.00 |
2,075.00 |
30.00 |
1.5% |
2,041.25 |
| High |
2,077.25 |
2,092.50 |
15.25 |
0.7% |
2,069.50 |
| Low |
2,041.25 |
2,073.50 |
32.25 |
1.6% |
2,022.00 |
| Close |
2,075.00 |
2,087.25 |
12.25 |
0.6% |
2,050.00 |
| Range |
36.00 |
19.00 |
-17.00 |
-47.2% |
47.50 |
| ATR |
23.94 |
23.59 |
-0.35 |
-1.5% |
0.00 |
| Volume |
1,603,195 |
1,442,270 |
-160,925 |
-10.0% |
9,135,583 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.50 |
2,133.25 |
2,097.75 |
|
| R3 |
2,122.50 |
2,114.25 |
2,092.50 |
|
| R2 |
2,103.50 |
2,103.50 |
2,090.75 |
|
| R1 |
2,095.25 |
2,095.25 |
2,089.00 |
2,099.50 |
| PP |
2,084.50 |
2,084.50 |
2,084.50 |
2,086.50 |
| S1 |
2,076.25 |
2,076.25 |
2,085.50 |
2,080.50 |
| S2 |
2,065.50 |
2,065.50 |
2,083.75 |
|
| S3 |
2,046.50 |
2,057.25 |
2,082.00 |
|
| S4 |
2,027.50 |
2,038.25 |
2,076.75 |
|
|
| 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 |
2,092.50 |
2,022.00 |
70.50 |
3.4% |
21.75 |
1.0% |
93% |
True |
False |
1,573,691 |
| 10 |
2,092.50 |
2,022.00 |
70.50 |
3.4% |
25.00 |
1.2% |
93% |
True |
False |
1,704,185 |
| 20 |
2,094.25 |
2,022.00 |
72.25 |
3.5% |
24.50 |
1.2% |
90% |
False |
False |
1,679,897 |
| 40 |
2,105.25 |
2,022.00 |
83.25 |
4.0% |
22.75 |
1.1% |
78% |
False |
False |
1,638,602 |
| 60 |
2,105.25 |
1,957.25 |
148.00 |
7.1% |
22.50 |
1.1% |
88% |
False |
False |
1,475,804 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
26.25 |
1.3% |
94% |
False |
False |
1,109,431 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
31.00 |
1.5% |
94% |
False |
False |
888,559 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
14.9% |
31.25 |
1.5% |
94% |
False |
False |
740,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,173.25 |
|
2.618 |
2,142.25 |
|
1.618 |
2,123.25 |
|
1.000 |
2,111.50 |
|
0.618 |
2,104.25 |
|
HIGH |
2,092.50 |
|
0.618 |
2,085.25 |
|
0.500 |
2,083.00 |
|
0.382 |
2,080.75 |
|
LOW |
2,073.50 |
|
0.618 |
2,061.75 |
|
1.000 |
2,054.50 |
|
1.618 |
2,042.75 |
|
2.618 |
2,023.75 |
|
4.250 |
1,992.75 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,085.75 |
2,080.50 |
| PP |
2,084.50 |
2,073.75 |
| S1 |
2,083.00 |
2,067.00 |
|