| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,032.75 |
2,052.50 |
19.75 |
1.0% |
2,046.50 |
| High |
2,060.00 |
2,061.00 |
1.00 |
0.0% |
2,071.50 |
| Low |
2,027.00 |
2,028.75 |
1.75 |
0.1% |
2,030.50 |
| Close |
2,054.50 |
2,035.50 |
-19.00 |
-0.9% |
2,035.50 |
| Range |
33.00 |
32.25 |
-0.75 |
-2.3% |
41.00 |
| ATR |
23.03 |
23.69 |
0.66 |
2.9% |
0.00 |
| Volume |
6,427 |
7,415 |
988 |
15.4% |
35,626 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.50 |
2,119.25 |
2,053.25 |
|
| R3 |
2,106.25 |
2,087.00 |
2,044.25 |
|
| R2 |
2,074.00 |
2,074.00 |
2,041.50 |
|
| R1 |
2,054.75 |
2,054.75 |
2,038.50 |
2,048.25 |
| PP |
2,041.75 |
2,041.75 |
2,041.75 |
2,038.50 |
| S1 |
2,022.50 |
2,022.50 |
2,032.50 |
2,016.00 |
| S2 |
2,009.50 |
2,009.50 |
2,029.50 |
|
| S3 |
1,977.25 |
1,990.25 |
2,026.75 |
|
| S4 |
1,945.00 |
1,958.00 |
2,017.75 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.75 |
2,143.25 |
2,058.00 |
|
| R3 |
2,127.75 |
2,102.25 |
2,046.75 |
|
| R2 |
2,086.75 |
2,086.75 |
2,043.00 |
|
| R1 |
2,061.25 |
2,061.25 |
2,039.25 |
2,053.50 |
| PP |
2,045.75 |
2,045.75 |
2,045.75 |
2,042.00 |
| S1 |
2,020.25 |
2,020.25 |
2,031.75 |
2,012.50 |
| S2 |
2,004.75 |
2,004.75 |
2,028.00 |
|
| S3 |
1,963.75 |
1,979.25 |
2,024.25 |
|
| S4 |
1,922.75 |
1,938.25 |
2,013.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,070.25 |
2,027.00 |
43.25 |
2.1% |
26.75 |
1.3% |
20% |
False |
False |
6,959 |
| 10 |
2,071.50 |
2,023.00 |
48.50 |
2.4% |
24.00 |
1.2% |
26% |
False |
False |
7,041 |
| 20 |
2,097.00 |
2,023.00 |
74.00 |
3.6% |
22.75 |
1.1% |
17% |
False |
False |
5,642 |
| 40 |
2,097.00 |
2,004.50 |
92.50 |
4.5% |
22.00 |
1.1% |
34% |
False |
False |
3,998 |
| 60 |
2,097.00 |
1,871.00 |
226.00 |
11.1% |
23.25 |
1.1% |
73% |
False |
False |
2,838 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
27.25 |
1.3% |
80% |
False |
False |
2,217 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
30.25 |
1.5% |
80% |
False |
False |
1,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,198.00 |
|
2.618 |
2,145.50 |
|
1.618 |
2,113.25 |
|
1.000 |
2,093.25 |
|
0.618 |
2,081.00 |
|
HIGH |
2,061.00 |
|
0.618 |
2,048.75 |
|
0.500 |
2,045.00 |
|
0.382 |
2,041.00 |
|
LOW |
2,028.75 |
|
0.618 |
2,008.75 |
|
1.000 |
1,996.50 |
|
1.618 |
1,976.50 |
|
2.618 |
1,944.25 |
|
4.250 |
1,891.75 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.00 |
2,044.00 |
| PP |
2,041.75 |
2,041.25 |
| S1 |
2,038.50 |
2,038.25 |
|