| 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 |
204.92 |
205.51 |
0.59 |
0.3% |
204.96 |
| High |
206.10 |
205.84 |
-0.26 |
-0.1% |
207.34 |
| Low |
204.86 |
204.99 |
0.13 |
0.1% |
202.78 |
| Close |
205.49 |
205.21 |
-0.28 |
-0.1% |
205.49 |
| Range |
1.24 |
0.85 |
-0.39 |
-31.5% |
4.56 |
| ATR |
2.09 |
2.00 |
-0.09 |
-4.2% |
0.00 |
| Volume |
104,990,304 |
58,682,500 |
-46,307,804 |
-44.1% |
536,325,792 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
207.90 |
207.40 |
205.68 |
|
| R3 |
207.05 |
206.55 |
205.44 |
|
| R2 |
206.20 |
206.20 |
205.37 |
|
| R1 |
205.70 |
205.70 |
205.29 |
205.53 |
| PP |
205.35 |
205.35 |
205.35 |
205.26 |
| S1 |
204.85 |
204.85 |
205.13 |
204.68 |
| S2 |
204.50 |
204.50 |
205.05 |
|
| S3 |
203.65 |
204.00 |
204.98 |
|
| S4 |
202.80 |
203.15 |
204.74 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
218.88 |
216.75 |
208.00 |
|
| R3 |
214.32 |
212.19 |
206.74 |
|
| R2 |
209.76 |
209.76 |
206.33 |
|
| R1 |
207.63 |
207.63 |
205.91 |
208.70 |
| PP |
205.20 |
205.20 |
205.20 |
205.74 |
| S1 |
203.07 |
203.07 |
205.07 |
204.14 |
| S2 |
200.64 |
200.64 |
204.65 |
|
| S3 |
196.08 |
198.51 |
204.24 |
|
| S4 |
191.52 |
193.95 |
202.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
206.80 |
202.78 |
4.02 |
2.0% |
1.82 |
0.9% |
60% |
False |
False |
103,504,298 |
| 10 |
208.54 |
202.78 |
5.76 |
2.8% |
2.00 |
1.0% |
42% |
False |
False |
94,026,829 |
| 20 |
209.81 |
202.78 |
7.03 |
3.4% |
1.85 |
0.9% |
35% |
False |
False |
91,263,233 |
| 40 |
210.92 |
202.40 |
8.52 |
4.2% |
1.82 |
0.9% |
33% |
False |
False |
90,423,436 |
| 60 |
210.92 |
193.33 |
17.59 |
8.6% |
1.87 |
0.9% |
68% |
False |
False |
96,538,145 |
| 80 |
210.92 |
181.09 |
29.83 |
14.5% |
2.11 |
1.0% |
81% |
False |
False |
109,970,319 |
| 100 |
210.92 |
181.02 |
29.90 |
14.6% |
2.39 |
1.2% |
81% |
False |
False |
124,782,406 |
| 120 |
211.00 |
181.02 |
29.98 |
14.6% |
2.44 |
1.2% |
81% |
False |
False |
126,874,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
209.45 |
|
2.618 |
208.07 |
|
1.618 |
207.22 |
|
1.000 |
206.69 |
|
0.618 |
206.37 |
|
HIGH |
205.84 |
|
0.618 |
205.52 |
|
0.500 |
205.42 |
|
0.382 |
205.31 |
|
LOW |
204.99 |
|
0.618 |
204.46 |
|
1.000 |
204.14 |
|
1.618 |
203.61 |
|
2.618 |
202.76 |
|
4.250 |
201.38 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
205.42 |
204.95 |
| PP |
205.35 |
204.70 |
| S1 |
205.28 |
204.44 |
|