| 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 |
1,274.9 |
1,280.6 |
5.7 |
0.4% |
1,286.7 |
| High |
1,283.9 |
1,283.5 |
-0.4 |
0.0% |
1,289.5 |
| Low |
1,270.1 |
1,256.0 |
-14.1 |
-1.1% |
1,258.3 |
| Close |
1,276.9 |
1,274.4 |
-2.5 |
-0.2% |
1,272.7 |
| Range |
13.8 |
27.5 |
13.7 |
99.3% |
31.2 |
| ATR |
19.6 |
20.1 |
0.6 |
2.9% |
0.0 |
| Volume |
205,190 |
233,583 |
28,393 |
13.8% |
1,031,462 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,353.8 |
1,341.6 |
1,289.5 |
|
| R3 |
1,326.3 |
1,314.1 |
1,282.0 |
|
| R2 |
1,298.8 |
1,298.8 |
1,279.4 |
|
| R1 |
1,286.6 |
1,286.6 |
1,276.9 |
1,279.0 |
| PP |
1,271.3 |
1,271.3 |
1,271.3 |
1,267.5 |
| S1 |
1,259.1 |
1,259.1 |
1,271.9 |
1,251.5 |
| S2 |
1,243.8 |
1,243.8 |
1,269.4 |
|
| S3 |
1,216.3 |
1,231.6 |
1,266.8 |
|
| S4 |
1,188.8 |
1,204.1 |
1,259.3 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.1 |
1,351.1 |
1,289.9 |
|
| R3 |
1,335.9 |
1,319.9 |
1,281.3 |
|
| R2 |
1,304.7 |
1,304.7 |
1,278.4 |
|
| R1 |
1,288.7 |
1,288.7 |
1,275.6 |
1,281.1 |
| PP |
1,273.5 |
1,273.5 |
1,273.5 |
1,269.7 |
| S1 |
1,257.5 |
1,257.5 |
1,269.8 |
1,249.9 |
| S2 |
1,242.3 |
1,242.3 |
1,267.0 |
|
| S3 |
1,211.1 |
1,226.3 |
1,264.1 |
|
| S4 |
1,179.9 |
1,195.1 |
1,255.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,290.4 |
1,256.0 |
34.4 |
2.7% |
18.7 |
1.5% |
53% |
False |
True |
206,001 |
| 10 |
1,297.7 |
1,256.0 |
41.7 |
3.3% |
18.8 |
1.5% |
44% |
False |
True |
210,121 |
| 20 |
1,306.0 |
1,228.5 |
77.5 |
6.1% |
20.0 |
1.6% |
59% |
False |
False |
207,572 |
| 40 |
1,306.0 |
1,207.7 |
98.3 |
7.7% |
19.5 |
1.5% |
68% |
False |
False |
177,929 |
| 60 |
1,306.0 |
1,207.7 |
98.3 |
7.7% |
21.1 |
1.7% |
68% |
False |
False |
126,819 |
| 80 |
1,306.0 |
1,108.0 |
198.0 |
15.5% |
21.4 |
1.7% |
84% |
False |
False |
96,644 |
| 100 |
1,306.0 |
1,059.0 |
247.0 |
19.4% |
19.9 |
1.6% |
87% |
False |
False |
78,143 |
| 120 |
1,306.0 |
1,047.2 |
258.8 |
20.3% |
19.1 |
1.5% |
88% |
False |
False |
65,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,400.4 |
|
2.618 |
1,355.5 |
|
1.618 |
1,328.0 |
|
1.000 |
1,311.0 |
|
0.618 |
1,300.5 |
|
HIGH |
1,283.5 |
|
0.618 |
1,273.0 |
|
0.500 |
1,269.8 |
|
0.382 |
1,266.5 |
|
LOW |
1,256.0 |
|
0.618 |
1,239.0 |
|
1.000 |
1,228.5 |
|
1.618 |
1,211.5 |
|
2.618 |
1,184.0 |
|
4.250 |
1,139.1 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,272.9 |
1,274.0 |
| PP |
1,271.3 |
1,273.6 |
| S1 |
1,269.8 |
1,273.2 |
|