| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,035.75 |
2,030.50 |
-5.25 |
-0.3% |
2,032.75 |
| High |
2,036.25 |
2,047.50 |
11.25 |
0.6% |
2,061.00 |
| Low |
2,014.00 |
2,029.50 |
15.50 |
0.8% |
2,014.00 |
| Close |
2,030.50 |
2,041.75 |
11.25 |
0.6% |
2,041.75 |
| Range |
22.25 |
18.00 |
-4.25 |
-19.1% |
47.00 |
| ATR |
23.79 |
23.37 |
-0.41 |
-1.7% |
0.00 |
| Volume |
5,554 |
6,154 |
600 |
10.8% |
33,935 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.50 |
2,085.75 |
2,051.75 |
|
| R3 |
2,075.50 |
2,067.75 |
2,046.75 |
|
| R2 |
2,057.50 |
2,057.50 |
2,045.00 |
|
| R1 |
2,049.75 |
2,049.75 |
2,043.50 |
2,053.50 |
| PP |
2,039.50 |
2,039.50 |
2,039.50 |
2,041.50 |
| S1 |
2,031.75 |
2,031.75 |
2,040.00 |
2,035.50 |
| S2 |
2,021.50 |
2,021.50 |
2,038.50 |
|
| S3 |
2,003.50 |
2,013.75 |
2,036.75 |
|
| S4 |
1,985.50 |
1,995.75 |
2,031.75 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.00 |
2,157.75 |
2,067.50 |
|
| R3 |
2,133.00 |
2,110.75 |
2,054.75 |
|
| R2 |
2,086.00 |
2,086.00 |
2,050.25 |
|
| R1 |
2,063.75 |
2,063.75 |
2,046.00 |
2,075.00 |
| PP |
2,039.00 |
2,039.00 |
2,039.00 |
2,044.50 |
| S1 |
2,016.75 |
2,016.75 |
2,037.50 |
2,028.00 |
| S2 |
1,992.00 |
1,992.00 |
2,033.25 |
|
| S3 |
1,945.00 |
1,969.75 |
2,028.75 |
|
| S4 |
1,898.00 |
1,922.75 |
2,016.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,061.00 |
2,014.00 |
47.00 |
2.3% |
26.50 |
1.3% |
59% |
False |
False |
6,787 |
| 10 |
2,071.50 |
2,014.00 |
57.50 |
2.8% |
24.25 |
1.2% |
48% |
False |
False |
6,956 |
| 20 |
2,086.50 |
2,014.00 |
72.50 |
3.6% |
23.25 |
1.1% |
38% |
False |
False |
6,358 |
| 40 |
2,097.00 |
2,011.50 |
85.50 |
4.2% |
22.25 |
1.1% |
35% |
False |
False |
4,407 |
| 60 |
2,097.00 |
1,904.75 |
192.25 |
9.4% |
22.75 |
1.1% |
71% |
False |
False |
3,149 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
26.25 |
1.3% |
82% |
False |
False |
2,449 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
30.50 |
1.5% |
82% |
False |
False |
2,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,124.00 |
|
2.618 |
2,094.50 |
|
1.618 |
2,076.50 |
|
1.000 |
2,065.50 |
|
0.618 |
2,058.50 |
|
HIGH |
2,047.50 |
|
0.618 |
2,040.50 |
|
0.500 |
2,038.50 |
|
0.382 |
2,036.50 |
|
LOW |
2,029.50 |
|
0.618 |
2,018.50 |
|
1.000 |
2,011.50 |
|
1.618 |
2,000.50 |
|
2.618 |
1,982.50 |
|
4.250 |
1,953.00 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,040.75 |
2,038.50 |
| PP |
2,039.50 |
2,035.00 |
| S1 |
2,038.50 |
2,031.75 |
|