| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1,261.0 |
1,257.7 |
-3.3 |
-0.3% |
1,281.8 |
| High |
1,263.9 |
1,257.7 |
-6.2 |
-0.5% |
1,297.0 |
| Low |
1,252.3 |
1,234.4 |
-17.9 |
-1.4% |
1,252.6 |
| Close |
1,260.2 |
1,237.3 |
-22.9 |
-1.8% |
1,261.2 |
| Range |
11.6 |
23.3 |
11.7 |
100.9% |
44.4 |
| ATR |
18.5 |
19.0 |
0.5 |
2.8% |
0.0 |
| Volume |
4,414 |
9,734 |
5,320 |
120.5% |
39,961 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.0 |
1,298.5 |
1,250.1 |
|
| R3 |
1,289.7 |
1,275.2 |
1,243.7 |
|
| R2 |
1,266.4 |
1,266.4 |
1,241.6 |
|
| R1 |
1,251.9 |
1,251.9 |
1,239.4 |
1,247.5 |
| PP |
1,243.1 |
1,243.1 |
1,243.1 |
1,241.0 |
| S1 |
1,228.6 |
1,228.6 |
1,235.2 |
1,224.2 |
| S2 |
1,219.8 |
1,219.8 |
1,233.0 |
|
| S3 |
1,196.5 |
1,205.3 |
1,230.9 |
|
| S4 |
1,173.2 |
1,182.0 |
1,224.5 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,403.5 |
1,376.7 |
1,285.6 |
|
| R3 |
1,359.1 |
1,332.3 |
1,273.4 |
|
| R2 |
1,314.7 |
1,314.7 |
1,269.3 |
|
| R1 |
1,287.9 |
1,287.9 |
1,265.3 |
1,279.1 |
| PP |
1,270.3 |
1,270.3 |
1,270.3 |
1,265.9 |
| S1 |
1,243.5 |
1,243.5 |
1,257.1 |
1,234.7 |
| S2 |
1,225.9 |
1,225.9 |
1,253.1 |
|
| S3 |
1,181.5 |
1,199.1 |
1,249.0 |
|
| S4 |
1,137.1 |
1,154.7 |
1,236.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,289.5 |
1,234.4 |
55.1 |
4.5% |
17.7 |
1.4% |
5% |
False |
True |
8,802 |
| 10 |
1,297.0 |
1,234.4 |
62.6 |
5.1% |
16.5 |
1.3% |
5% |
False |
True |
7,239 |
| 20 |
1,311.5 |
1,234.4 |
77.1 |
6.2% |
18.1 |
1.5% |
4% |
False |
True |
5,500 |
| 40 |
1,311.5 |
1,215.0 |
96.5 |
7.8% |
17.2 |
1.4% |
23% |
False |
False |
3,838 |
| 60 |
1,311.5 |
1,213.1 |
98.4 |
8.0% |
18.9 |
1.5% |
25% |
False |
False |
3,325 |
| 80 |
1,311.5 |
1,119.4 |
192.1 |
15.5% |
20.1 |
1.6% |
61% |
False |
False |
2,921 |
| 100 |
1,311.5 |
1,064.0 |
247.5 |
20.0% |
18.5 |
1.5% |
70% |
False |
False |
2,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,356.7 |
|
2.618 |
1,318.7 |
|
1.618 |
1,295.4 |
|
1.000 |
1,281.0 |
|
0.618 |
1,272.1 |
|
HIGH |
1,257.7 |
|
0.618 |
1,248.8 |
|
0.500 |
1,246.1 |
|
0.382 |
1,243.3 |
|
LOW |
1,234.4 |
|
0.618 |
1,220.0 |
|
1.000 |
1,211.1 |
|
1.618 |
1,196.7 |
|
2.618 |
1,173.4 |
|
4.250 |
1,135.4 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,246.1 |
1,251.8 |
| PP |
1,243.1 |
1,247.0 |
| S1 |
1,240.2 |
1,242.1 |
|