| 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 |
2,882.0 |
2,909.0 |
27.0 |
0.9% |
2,912.0 |
| High |
2,926.0 |
2,913.0 |
-13.0 |
-0.4% |
2,960.0 |
| Low |
2,878.0 |
2,882.0 |
4.0 |
0.1% |
2,866.0 |
| Close |
2,920.0 |
2,885.0 |
-35.0 |
-1.2% |
2,914.0 |
| Range |
48.0 |
31.0 |
-17.0 |
-35.4% |
94.0 |
| ATR |
51.6 |
50.7 |
-1.0 |
-1.9% |
0.0 |
| Volume |
28,595 |
13,906 |
-14,689 |
-51.4% |
27,970 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,986.3 |
2,966.7 |
2,902.1 |
|
| R3 |
2,955.3 |
2,935.7 |
2,893.5 |
|
| R2 |
2,924.3 |
2,924.3 |
2,890.7 |
|
| R1 |
2,904.7 |
2,904.7 |
2,887.8 |
2,899.0 |
| PP |
2,893.3 |
2,893.3 |
2,893.3 |
2,890.5 |
| S1 |
2,873.7 |
2,873.7 |
2,882.2 |
2,868.0 |
| S2 |
2,862.3 |
2,862.3 |
2,879.3 |
|
| S3 |
2,831.3 |
2,842.7 |
2,876.5 |
|
| S4 |
2,800.3 |
2,811.7 |
2,868.0 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,195.3 |
3,148.7 |
2,965.7 |
|
| R3 |
3,101.3 |
3,054.7 |
2,939.9 |
|
| R2 |
3,007.3 |
3,007.3 |
2,931.2 |
|
| R1 |
2,960.7 |
2,960.7 |
2,922.6 |
2,984.0 |
| PP |
2,913.3 |
2,913.3 |
2,913.3 |
2,925.0 |
| S1 |
2,866.7 |
2,866.7 |
2,905.4 |
2,890.0 |
| S2 |
2,819.3 |
2,819.3 |
2,896.8 |
|
| S3 |
2,725.3 |
2,772.7 |
2,888.2 |
|
| S4 |
2,631.3 |
2,678.7 |
2,862.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,954.0 |
2,866.0 |
88.0 |
3.1% |
51.2 |
1.8% |
22% |
False |
False |
20,506 |
| 10 |
2,960.0 |
2,845.0 |
115.0 |
4.0% |
49.8 |
1.7% |
35% |
False |
False |
13,053 |
| 20 |
3,073.0 |
2,845.0 |
228.0 |
7.9% |
45.9 |
1.6% |
18% |
False |
False |
11,005 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.9% |
47.2 |
1.6% |
39% |
False |
False |
7,729 |
| 60 |
3,078.0 |
2,726.0 |
352.0 |
12.2% |
43.6 |
1.5% |
45% |
False |
False |
9,361 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.5% |
38.4 |
1.3% |
59% |
False |
False |
7,095 |
| 100 |
3,218.0 |
2,603.0 |
615.0 |
21.3% |
37.0 |
1.3% |
46% |
False |
False |
5,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,044.8 |
|
2.618 |
2,994.2 |
|
1.618 |
2,963.2 |
|
1.000 |
2,944.0 |
|
0.618 |
2,932.2 |
|
HIGH |
2,913.0 |
|
0.618 |
2,901.2 |
|
0.500 |
2,897.5 |
|
0.382 |
2,893.8 |
|
LOW |
2,882.0 |
|
0.618 |
2,862.8 |
|
1.000 |
2,851.0 |
|
1.618 |
2,831.8 |
|
2.618 |
2,800.8 |
|
4.250 |
2,750.3 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,897.5 |
2,916.0 |
| PP |
2,893.3 |
2,905.7 |
| S1 |
2,889.2 |
2,895.3 |
|