| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,913.0 |
2,929.0 |
16.0 |
0.5% |
2,899.0 |
| High |
2,927.0 |
2,939.0 |
12.0 |
0.4% |
2,954.0 |
| Low |
2,904.0 |
2,895.0 |
-9.0 |
-0.3% |
2,878.0 |
| Close |
2,924.0 |
2,913.0 |
-11.0 |
-0.4% |
2,924.0 |
| Range |
23.0 |
44.0 |
21.0 |
91.3% |
76.0 |
| ATR |
50.0 |
49.6 |
-0.4 |
-0.9% |
0.0 |
| Volume |
695 |
1,444 |
749 |
107.8% |
102,668 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,047.7 |
3,024.3 |
2,937.2 |
|
| R3 |
3,003.7 |
2,980.3 |
2,925.1 |
|
| R2 |
2,959.7 |
2,959.7 |
2,921.1 |
|
| R1 |
2,936.3 |
2,936.3 |
2,917.0 |
2,926.0 |
| PP |
2,915.7 |
2,915.7 |
2,915.7 |
2,910.5 |
| S1 |
2,892.3 |
2,892.3 |
2,909.0 |
2,882.0 |
| S2 |
2,871.7 |
2,871.7 |
2,904.9 |
|
| S3 |
2,827.7 |
2,848.3 |
2,900.9 |
|
| S4 |
2,783.7 |
2,804.3 |
2,888.8 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,146.7 |
3,111.3 |
2,965.8 |
|
| R3 |
3,070.7 |
3,035.3 |
2,944.9 |
|
| R2 |
2,994.7 |
2,994.7 |
2,937.9 |
|
| R1 |
2,959.3 |
2,959.3 |
2,931.0 |
2,977.0 |
| PP |
2,918.7 |
2,918.7 |
2,918.7 |
2,927.5 |
| S1 |
2,883.3 |
2,883.3 |
2,917.0 |
2,901.0 |
| S2 |
2,842.7 |
2,842.7 |
2,910.1 |
|
| S3 |
2,766.7 |
2,807.3 |
2,903.1 |
|
| S4 |
2,690.7 |
2,731.3 |
2,882.2 |
|
|
| 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 |
2,878.0 |
76.0 |
2.6% |
43.6 |
1.5% |
46% |
False |
False |
14,647 |
| 10 |
2,960.0 |
2,866.0 |
94.0 |
3.2% |
46.0 |
1.6% |
50% |
False |
False |
12,984 |
| 20 |
3,073.0 |
2,845.0 |
228.0 |
7.8% |
46.4 |
1.6% |
30% |
False |
False |
11,072 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.8% |
46.6 |
1.6% |
48% |
False |
False |
6,686 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.8% |
43.9 |
1.5% |
48% |
False |
False |
9,393 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.3% |
38.7 |
1.3% |
65% |
False |
False |
7,121 |
| 100 |
3,209.0 |
2,603.0 |
606.0 |
20.8% |
37.2 |
1.3% |
51% |
False |
False |
5,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,126.0 |
|
2.618 |
3,054.2 |
|
1.618 |
3,010.2 |
|
1.000 |
2,983.0 |
|
0.618 |
2,966.2 |
|
HIGH |
2,939.0 |
|
0.618 |
2,922.2 |
|
0.500 |
2,917.0 |
|
0.382 |
2,911.8 |
|
LOW |
2,895.0 |
|
0.618 |
2,867.8 |
|
1.000 |
2,851.0 |
|
1.618 |
2,823.8 |
|
2.618 |
2,779.8 |
|
4.250 |
2,708.0 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,917.0 |
2,912.2 |
| PP |
2,915.7 |
2,911.3 |
| S1 |
2,914.3 |
2,910.5 |
|