| 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 |
5,338.0 |
5,351.0 |
13.0 |
0.2% |
5,307.0 |
| High |
5,374.0 |
5,375.0 |
1.0 |
0.0% |
5,408.0 |
| Low |
5,326.0 |
5,302.0 |
-24.0 |
-0.5% |
5,307.0 |
| Close |
5,357.0 |
5,336.0 |
-21.0 |
-0.4% |
5,357.0 |
| Range |
48.0 |
73.0 |
25.0 |
52.1% |
101.0 |
| ATR |
69.2 |
69.5 |
0.3 |
0.4% |
0.0 |
| Volume |
18,603 |
26,613 |
8,010 |
43.1% |
140,358 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,556.7 |
5,519.3 |
5,376.2 |
|
| R3 |
5,483.7 |
5,446.3 |
5,356.1 |
|
| R2 |
5,410.7 |
5,410.7 |
5,349.4 |
|
| R1 |
5,373.3 |
5,373.3 |
5,342.7 |
5,355.5 |
| PP |
5,337.7 |
5,337.7 |
5,337.7 |
5,328.8 |
| S1 |
5,300.3 |
5,300.3 |
5,329.3 |
5,282.5 |
| S2 |
5,264.7 |
5,264.7 |
5,322.6 |
|
| S3 |
5,191.7 |
5,227.3 |
5,315.9 |
|
| S4 |
5,118.7 |
5,154.3 |
5,295.9 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,660.3 |
5,609.7 |
5,412.6 |
|
| R3 |
5,559.3 |
5,508.7 |
5,384.8 |
|
| R2 |
5,458.3 |
5,458.3 |
5,375.5 |
|
| R1 |
5,407.7 |
5,407.7 |
5,366.3 |
5,433.0 |
| PP |
5,357.3 |
5,357.3 |
5,357.3 |
5,370.0 |
| S1 |
5,306.7 |
5,306.7 |
5,347.7 |
5,332.0 |
| S2 |
5,256.3 |
5,256.3 |
5,338.5 |
|
| S3 |
5,155.3 |
5,205.7 |
5,329.2 |
|
| S4 |
5,054.3 |
5,104.7 |
5,301.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,408.0 |
5,302.0 |
106.0 |
2.0% |
56.2 |
1.1% |
32% |
False |
True |
28,235 |
| 10 |
5,415.0 |
5,271.0 |
144.0 |
2.7% |
58.4 |
1.1% |
45% |
False |
False |
28,221 |
| 20 |
5,415.0 |
5,151.0 |
264.0 |
4.9% |
68.9 |
1.3% |
70% |
False |
False |
31,491 |
| 40 |
5,415.0 |
4,871.0 |
544.0 |
10.2% |
64.0 |
1.2% |
85% |
False |
False |
29,566 |
| 60 |
5,415.0 |
4,790.0 |
625.0 |
11.7% |
61.5 |
1.2% |
87% |
False |
False |
26,717 |
| 80 |
5,415.0 |
4,649.0 |
766.0 |
14.4% |
59.0 |
1.1% |
90% |
False |
False |
20,062 |
| 100 |
5,415.0 |
4,649.0 |
766.0 |
14.4% |
52.0 |
1.0% |
90% |
False |
False |
16,056 |
| 120 |
5,415.0 |
4,649.0 |
766.0 |
14.4% |
44.1 |
0.8% |
90% |
False |
False |
13,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,685.3 |
|
2.618 |
5,566.1 |
|
1.618 |
5,493.1 |
|
1.000 |
5,448.0 |
|
0.618 |
5,420.1 |
|
HIGH |
5,375.0 |
|
0.618 |
5,347.1 |
|
0.500 |
5,338.5 |
|
0.382 |
5,329.9 |
|
LOW |
5,302.0 |
|
0.618 |
5,256.9 |
|
1.000 |
5,229.0 |
|
1.618 |
5,183.9 |
|
2.618 |
5,110.9 |
|
4.250 |
4,991.8 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,338.5 |
5,347.0 |
| PP |
5,337.7 |
5,343.3 |
| S1 |
5,336.8 |
5,339.7 |
|