| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1,096.6 |
1,101.7 |
5.1 |
0.5% |
1,114.7 |
| High |
1,109.9 |
1,102.5 |
-7.4 |
-0.7% |
1,127.3 |
| Low |
1,088.8 |
1,082.7 |
-6.1 |
-0.6% |
1,096.6 |
| Close |
1,100.5 |
1,093.0 |
-7.5 |
-0.7% |
1,100.0 |
| Range |
21.1 |
19.8 |
-1.3 |
-6.2% |
30.7 |
| ATR |
18.2 |
18.3 |
0.1 |
0.6% |
0.0 |
| Volume |
138,466 |
115,920 |
-22,546 |
-16.3% |
444,238 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,152.3 |
1,142.3 |
1,104.0 |
|
| R3 |
1,132.3 |
1,122.5 |
1,098.5 |
|
| R2 |
1,112.5 |
1,112.5 |
1,096.8 |
|
| R1 |
1,102.8 |
1,102.8 |
1,094.8 |
1,097.8 |
| PP |
1,092.8 |
1,092.8 |
1,092.8 |
1,090.3 |
| S1 |
1,083.0 |
1,083.0 |
1,091.3 |
1,078.0 |
| S2 |
1,073.0 |
1,073.0 |
1,089.3 |
|
| S3 |
1,053.3 |
1,063.3 |
1,087.5 |
|
| S4 |
1,033.3 |
1,043.3 |
1,082.0 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,200.0 |
1,180.8 |
1,117.0 |
|
| R3 |
1,169.3 |
1,150.0 |
1,108.5 |
|
| R2 |
1,138.8 |
1,138.8 |
1,105.8 |
|
| R1 |
1,119.3 |
1,119.3 |
1,102.8 |
1,113.8 |
| PP |
1,108.0 |
1,108.0 |
1,108.0 |
1,105.0 |
| S1 |
1,088.8 |
1,088.8 |
1,097.3 |
1,083.0 |
| S2 |
1,077.3 |
1,077.3 |
1,094.3 |
|
| S3 |
1,046.5 |
1,058.0 |
1,091.5 |
|
| S4 |
1,015.8 |
1,027.3 |
1,083.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,118.6 |
1,082.7 |
35.9 |
3.3% |
21.5 |
2.0% |
29% |
False |
True |
112,500 |
| 10 |
1,127.3 |
1,082.7 |
44.6 |
4.1% |
19.0 |
1.7% |
23% |
False |
True |
101,084 |
| 20 |
1,154.4 |
1,082.7 |
71.7 |
6.6% |
18.3 |
1.7% |
14% |
False |
True |
96,526 |
| 40 |
1,154.4 |
1,059.5 |
94.9 |
8.7% |
17.5 |
1.6% |
35% |
False |
False |
90,358 |
| 60 |
1,154.4 |
1,014.3 |
140.1 |
12.8% |
17.5 |
1.6% |
56% |
False |
False |
80,365 |
| 80 |
1,154.4 |
945.2 |
209.2 |
19.1% |
16.0 |
1.5% |
71% |
False |
False |
60,278 |
| 100 |
1,154.4 |
945.2 |
209.2 |
19.1% |
14.3 |
1.3% |
71% |
False |
False |
48,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,186.8 |
|
2.618 |
1,154.3 |
|
1.618 |
1,134.5 |
|
1.000 |
1,122.3 |
|
0.618 |
1,114.8 |
|
HIGH |
1,102.5 |
|
0.618 |
1,095.0 |
|
0.500 |
1,092.5 |
|
0.382 |
1,090.3 |
|
LOW |
1,082.8 |
|
0.618 |
1,070.5 |
|
1.000 |
1,063.0 |
|
1.618 |
1,050.8 |
|
2.618 |
1,030.8 |
|
4.250 |
998.5 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,092.8 |
1,100.8 |
| PP |
1,092.8 |
1,098.0 |
| S1 |
1,092.5 |
1,095.5 |
|