| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,052.50 |
2,035.75 |
-16.75 |
-0.8% |
2,046.50 |
| High |
2,061.00 |
2,049.50 |
-11.50 |
-0.6% |
2,071.50 |
| Low |
2,028.75 |
2,022.75 |
-6.00 |
-0.3% |
2,030.50 |
| Close |
2,035.50 |
2,033.50 |
-2.00 |
-0.1% |
2,035.50 |
| Range |
32.25 |
26.75 |
-5.50 |
-17.1% |
41.00 |
| ATR |
23.69 |
23.91 |
0.22 |
0.9% |
0.00 |
| Volume |
7,415 |
8,385 |
970 |
13.1% |
35,626 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.50 |
2,101.25 |
2,048.25 |
|
| R3 |
2,088.75 |
2,074.50 |
2,040.75 |
|
| R2 |
2,062.00 |
2,062.00 |
2,038.50 |
|
| R1 |
2,047.75 |
2,047.75 |
2,036.00 |
2,041.50 |
| PP |
2,035.25 |
2,035.25 |
2,035.25 |
2,032.00 |
| S1 |
2,021.00 |
2,021.00 |
2,031.00 |
2,014.75 |
| S2 |
2,008.50 |
2,008.50 |
2,028.50 |
|
| S3 |
1,981.75 |
1,994.25 |
2,026.25 |
|
| S4 |
1,955.00 |
1,967.50 |
2,018.75 |
|
|
| 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 |
2,064.25 |
2,022.75 |
41.50 |
2.0% |
28.00 |
1.4% |
26% |
False |
True |
7,398 |
| 10 |
2,071.50 |
2,022.75 |
48.75 |
2.4% |
24.50 |
1.2% |
22% |
False |
True |
7,189 |
| 20 |
2,095.50 |
2,022.75 |
72.75 |
3.6% |
23.00 |
1.1% |
15% |
False |
True |
5,987 |
| 40 |
2,097.00 |
2,004.50 |
92.50 |
4.5% |
22.25 |
1.1% |
31% |
False |
False |
4,168 |
| 60 |
2,097.00 |
1,871.00 |
226.00 |
11.1% |
23.25 |
1.1% |
72% |
False |
False |
2,975 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
27.00 |
1.3% |
79% |
False |
False |
2,312 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
30.25 |
1.5% |
79% |
False |
False |
2,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.25 |
|
2.618 |
2,119.50 |
|
1.618 |
2,092.75 |
|
1.000 |
2,076.25 |
|
0.618 |
2,066.00 |
|
HIGH |
2,049.50 |
|
0.618 |
2,039.25 |
|
0.500 |
2,036.00 |
|
0.382 |
2,033.00 |
|
LOW |
2,022.75 |
|
0.618 |
2,006.25 |
|
1.000 |
1,996.00 |
|
1.618 |
1,979.50 |
|
2.618 |
1,952.75 |
|
4.250 |
1,909.00 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,036.00 |
2,042.00 |
| PP |
2,035.25 |
2,039.00 |
| S1 |
2,034.50 |
2,036.25 |
|