| 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 |
2,939.0 |
2,908.0 |
-31.0 |
-1.1% |
2,912.0 |
| High |
2,950.0 |
3,011.0 |
61.0 |
2.1% |
2,966.0 |
| Low |
2,905.0 |
2,901.0 |
-4.0 |
-0.1% |
2,887.0 |
| Close |
2,924.0 |
2,999.0 |
75.0 |
2.6% |
2,935.0 |
| Range |
45.0 |
110.0 |
65.0 |
144.4% |
79.0 |
| ATR |
53.5 |
57.6 |
4.0 |
7.5% |
0.0 |
| Volume |
1,663,727 |
1,508,611 |
-155,116 |
-9.3% |
6,776,708 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,300.3 |
3,259.7 |
3,059.5 |
|
| R3 |
3,190.3 |
3,149.7 |
3,029.3 |
|
| R2 |
3,080.3 |
3,080.3 |
3,019.2 |
|
| R1 |
3,039.7 |
3,039.7 |
3,009.1 |
3,060.0 |
| PP |
2,970.3 |
2,970.3 |
2,970.3 |
2,980.5 |
| S1 |
2,929.7 |
2,929.7 |
2,988.9 |
2,950.0 |
| S2 |
2,860.3 |
2,860.3 |
2,978.8 |
|
| S3 |
2,750.3 |
2,819.7 |
2,968.8 |
|
| S4 |
2,640.3 |
2,709.7 |
2,938.5 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.3 |
3,129.7 |
2,978.5 |
|
| R3 |
3,087.3 |
3,050.7 |
2,956.7 |
|
| R2 |
3,008.3 |
3,008.3 |
2,949.5 |
|
| R1 |
2,971.7 |
2,971.7 |
2,942.2 |
2,990.0 |
| PP |
2,929.3 |
2,929.3 |
2,929.3 |
2,938.5 |
| S1 |
2,892.7 |
2,892.7 |
2,927.8 |
2,911.0 |
| S2 |
2,850.3 |
2,850.3 |
2,920.5 |
|
| S3 |
2,771.3 |
2,813.7 |
2,913.3 |
|
| S4 |
2,692.3 |
2,734.7 |
2,891.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,011.0 |
2,887.0 |
124.0 |
4.1% |
53.6 |
1.8% |
90% |
True |
False |
1,411,294 |
| 10 |
3,011.0 |
2,873.0 |
138.0 |
4.6% |
56.3 |
1.9% |
91% |
True |
False |
1,326,905 |
| 20 |
3,082.0 |
2,855.0 |
227.0 |
7.6% |
53.5 |
1.8% |
63% |
False |
False |
1,324,036 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.6% |
52.3 |
1.7% |
70% |
False |
False |
1,294,331 |
| 60 |
3,094.0 |
2,775.0 |
319.0 |
10.6% |
55.2 |
1.8% |
70% |
False |
False |
1,131,397 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
16.7% |
59.4 |
2.0% |
81% |
False |
False |
852,803 |
| 100 |
3,136.0 |
2,594.0 |
542.0 |
18.1% |
63.7 |
2.1% |
75% |
False |
False |
683,772 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.2% |
62.5 |
2.1% |
48% |
False |
False |
569,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,478.5 |
|
2.618 |
3,299.0 |
|
1.618 |
3,189.0 |
|
1.000 |
3,121.0 |
|
0.618 |
3,079.0 |
|
HIGH |
3,011.0 |
|
0.618 |
2,969.0 |
|
0.500 |
2,956.0 |
|
0.382 |
2,943.0 |
|
LOW |
2,901.0 |
|
0.618 |
2,833.0 |
|
1.000 |
2,791.0 |
|
1.618 |
2,723.0 |
|
2.618 |
2,613.0 |
|
4.250 |
2,433.5 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,984.7 |
2,984.7 |
| PP |
2,970.3 |
2,970.3 |
| S1 |
2,956.0 |
2,956.0 |
|