| 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 |
1,285.0 |
1,262.3 |
-22.7 |
-1.8% |
1,289.6 |
| High |
1,285.3 |
1,264.8 |
-20.5 |
-1.6% |
1,291.8 |
| Low |
1,258.6 |
1,247.3 |
-11.3 |
-0.9% |
1,261.0 |
| Close |
1,277.1 |
1,257.6 |
-19.5 |
-1.5% |
1,275.0 |
| Range |
26.7 |
17.5 |
-9.2 |
-34.5% |
30.8 |
| ATR |
19.5 |
20.2 |
0.7 |
3.8% |
0.0 |
| Volume |
28,410 |
42,219 |
13,809 |
48.6% |
173,772 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,309.1 |
1,300.8 |
1,267.2 |
|
| R3 |
1,291.6 |
1,283.3 |
1,262.4 |
|
| R2 |
1,274.1 |
1,274.1 |
1,260.8 |
|
| R1 |
1,265.8 |
1,265.8 |
1,259.2 |
1,261.2 |
| PP |
1,256.6 |
1,256.6 |
1,256.6 |
1,254.3 |
| S1 |
1,248.3 |
1,248.3 |
1,256.0 |
1,243.7 |
| S2 |
1,239.1 |
1,239.1 |
1,254.4 |
|
| S3 |
1,221.6 |
1,230.8 |
1,252.8 |
|
| S4 |
1,204.1 |
1,213.3 |
1,248.0 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,368.3 |
1,352.5 |
1,291.9 |
|
| R3 |
1,337.5 |
1,321.7 |
1,283.5 |
|
| R2 |
1,306.7 |
1,306.7 |
1,280.6 |
|
| R1 |
1,290.9 |
1,290.9 |
1,277.8 |
1,283.4 |
| PP |
1,275.9 |
1,275.9 |
1,275.9 |
1,272.2 |
| S1 |
1,260.1 |
1,260.1 |
1,272.2 |
1,252.6 |
| S2 |
1,245.1 |
1,245.1 |
1,269.4 |
|
| S3 |
1,214.3 |
1,229.3 |
1,266.5 |
|
| S4 |
1,183.5 |
1,198.5 |
1,258.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,292.4 |
1,247.3 |
45.1 |
3.6% |
17.8 |
1.4% |
23% |
False |
True |
27,706 |
| 10 |
1,299.9 |
1,247.3 |
52.6 |
4.2% |
18.2 |
1.4% |
20% |
False |
True |
32,430 |
| 20 |
1,308.0 |
1,230.5 |
77.5 |
6.2% |
18.9 |
1.5% |
35% |
False |
False |
22,279 |
| 40 |
1,308.0 |
1,211.8 |
96.2 |
7.6% |
18.1 |
1.4% |
48% |
False |
False |
13,257 |
| 60 |
1,308.0 |
1,211.8 |
96.2 |
7.6% |
19.6 |
1.6% |
48% |
False |
False |
10,082 |
| 80 |
1,308.0 |
1,111.3 |
196.7 |
15.6% |
19.9 |
1.6% |
74% |
False |
False |
8,111 |
| 100 |
1,308.0 |
1,059.5 |
248.5 |
19.8% |
18.3 |
1.5% |
80% |
False |
False |
6,679 |
| 120 |
1,308.0 |
1,049.4 |
258.6 |
20.6% |
17.1 |
1.4% |
81% |
False |
False |
5,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,339.2 |
|
2.618 |
1,310.6 |
|
1.618 |
1,293.1 |
|
1.000 |
1,282.3 |
|
0.618 |
1,275.6 |
|
HIGH |
1,264.8 |
|
0.618 |
1,258.1 |
|
0.500 |
1,256.1 |
|
0.382 |
1,254.0 |
|
LOW |
1,247.3 |
|
0.618 |
1,236.5 |
|
1.000 |
1,229.8 |
|
1.618 |
1,219.0 |
|
2.618 |
1,201.5 |
|
4.250 |
1,172.9 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,257.1 |
1,266.8 |
| PP |
1,256.6 |
1,263.7 |
| S1 |
1,256.1 |
1,260.7 |
|