| 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 |
1,251.7 |
1,249.5 |
-2.2 |
-0.2% |
1,273.1 |
| High |
1,256.8 |
1,252.8 |
-4.0 |
-0.3% |
1,290.4 |
| Low |
1,243.5 |
1,226.2 |
-17.3 |
-1.4% |
1,244.6 |
| Close |
1,251.5 |
1,229.2 |
-22.3 |
-1.8% |
1,252.9 |
| Range |
13.3 |
26.6 |
13.3 |
100.0% |
45.8 |
| ATR |
19.7 |
20.2 |
0.5 |
2.5% |
0.0 |
| Volume |
218,715 |
322,961 |
104,246 |
47.7% |
1,112,776 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.9 |
1,299.1 |
1,243.8 |
|
| R3 |
1,289.3 |
1,272.5 |
1,236.5 |
|
| R2 |
1,262.7 |
1,262.7 |
1,234.1 |
|
| R1 |
1,245.9 |
1,245.9 |
1,231.6 |
1,241.0 |
| PP |
1,236.1 |
1,236.1 |
1,236.1 |
1,233.6 |
| S1 |
1,219.3 |
1,219.3 |
1,226.8 |
1,214.4 |
| S2 |
1,209.5 |
1,209.5 |
1,224.3 |
|
| S3 |
1,182.9 |
1,192.7 |
1,221.9 |
|
| S4 |
1,156.3 |
1,166.1 |
1,214.6 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,400.0 |
1,372.3 |
1,278.1 |
|
| R3 |
1,354.2 |
1,326.5 |
1,265.5 |
|
| R2 |
1,308.4 |
1,308.4 |
1,261.3 |
|
| R1 |
1,280.7 |
1,280.7 |
1,257.1 |
1,271.7 |
| PP |
1,262.6 |
1,262.6 |
1,262.6 |
1,258.1 |
| S1 |
1,234.9 |
1,234.9 |
1,248.7 |
1,225.9 |
| S2 |
1,216.8 |
1,216.8 |
1,244.5 |
|
| S3 |
1,171.0 |
1,189.1 |
1,240.3 |
|
| S4 |
1,125.2 |
1,143.3 |
1,227.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,283.5 |
1,226.2 |
57.3 |
4.7% |
19.3 |
1.6% |
5% |
False |
True |
250,095 |
| 10 |
1,290.4 |
1,226.2 |
64.2 |
5.2% |
17.7 |
1.4% |
5% |
False |
True |
228,660 |
| 20 |
1,306.0 |
1,226.2 |
79.8 |
6.5% |
19.5 |
1.6% |
4% |
False |
True |
220,851 |
| 40 |
1,306.0 |
1,210.3 |
95.7 |
7.8% |
18.9 |
1.5% |
20% |
False |
False |
192,641 |
| 60 |
1,306.0 |
1,207.7 |
98.3 |
8.0% |
20.5 |
1.7% |
22% |
False |
False |
143,079 |
| 80 |
1,306.0 |
1,116.2 |
189.8 |
15.4% |
21.6 |
1.8% |
60% |
False |
False |
109,013 |
| 100 |
1,306.0 |
1,059.0 |
247.0 |
20.1% |
20.3 |
1.6% |
69% |
False |
False |
88,267 |
| 120 |
1,306.0 |
1,047.2 |
258.8 |
21.1% |
19.2 |
1.6% |
70% |
False |
False |
73,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,365.9 |
|
2.618 |
1,322.4 |
|
1.618 |
1,295.8 |
|
1.000 |
1,279.4 |
|
0.618 |
1,269.2 |
|
HIGH |
1,252.8 |
|
0.618 |
1,242.6 |
|
0.500 |
1,239.5 |
|
0.382 |
1,236.4 |
|
LOW |
1,226.2 |
|
0.618 |
1,209.8 |
|
1.000 |
1,199.6 |
|
1.618 |
1,183.2 |
|
2.618 |
1,156.6 |
|
4.250 |
1,113.2 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,239.5 |
1,243.7 |
| PP |
1,236.1 |
1,238.9 |
| S1 |
1,232.6 |
1,234.0 |
|