| 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 |
1,258.6 |
1,254.6 |
-4.0 |
-0.3% |
1,276.3 |
| High |
1,264.1 |
1,259.6 |
-4.5 |
-0.4% |
1,292.4 |
| Low |
1,252.7 |
1,246.8 |
-5.9 |
-0.5% |
1,247.3 |
| Close |
1,256.0 |
1,254.9 |
-1.1 |
-0.1% |
1,256.0 |
| Range |
11.4 |
12.8 |
1.4 |
12.3% |
45.1 |
| ATR |
19.6 |
19.1 |
-0.5 |
-2.5% |
0.0 |
| Volume |
68,485 |
86,012 |
17,527 |
25.6% |
190,311 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,292.2 |
1,286.3 |
1,261.9 |
|
| R3 |
1,279.4 |
1,273.5 |
1,258.4 |
|
| R2 |
1,266.6 |
1,266.6 |
1,257.2 |
|
| R1 |
1,260.7 |
1,260.7 |
1,256.1 |
1,263.7 |
| PP |
1,253.8 |
1,253.8 |
1,253.8 |
1,255.2 |
| S1 |
1,247.9 |
1,247.9 |
1,253.7 |
1,250.9 |
| S2 |
1,241.0 |
1,241.0 |
1,252.6 |
|
| S3 |
1,228.2 |
1,235.1 |
1,251.4 |
|
| S4 |
1,215.4 |
1,222.3 |
1,247.9 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,400.5 |
1,373.4 |
1,280.8 |
|
| R3 |
1,355.4 |
1,328.3 |
1,268.4 |
|
| R2 |
1,310.3 |
1,310.3 |
1,264.3 |
|
| R1 |
1,283.2 |
1,283.2 |
1,260.1 |
1,274.2 |
| PP |
1,265.2 |
1,265.2 |
1,265.2 |
1,260.8 |
| S1 |
1,238.1 |
1,238.1 |
1,251.9 |
1,229.1 |
| S2 |
1,220.1 |
1,220.1 |
1,247.7 |
|
| S3 |
1,175.0 |
1,193.0 |
1,243.6 |
|
| S4 |
1,129.9 |
1,147.9 |
1,231.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,286.2 |
1,246.8 |
39.4 |
3.1% |
16.4 |
1.3% |
21% |
False |
True |
51,327 |
| 10 |
1,292.4 |
1,246.8 |
45.6 |
3.6% |
16.0 |
1.3% |
18% |
False |
True |
42,112 |
| 20 |
1,308.0 |
1,234.8 |
73.2 |
5.8% |
18.4 |
1.5% |
27% |
False |
False |
29,438 |
| 40 |
1,308.0 |
1,211.8 |
96.2 |
7.7% |
18.1 |
1.4% |
45% |
False |
False |
16,967 |
| 60 |
1,308.0 |
1,211.8 |
96.2 |
7.7% |
19.2 |
1.5% |
45% |
False |
False |
12,612 |
| 80 |
1,308.0 |
1,111.3 |
196.7 |
15.7% |
19.9 |
1.6% |
73% |
False |
False |
10,000 |
| 100 |
1,308.0 |
1,059.5 |
248.5 |
19.8% |
18.4 |
1.5% |
79% |
False |
False |
8,222 |
| 120 |
1,308.0 |
1,049.4 |
258.6 |
20.6% |
17.1 |
1.4% |
79% |
False |
False |
6,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,314.0 |
|
2.618 |
1,293.1 |
|
1.618 |
1,280.3 |
|
1.000 |
1,272.4 |
|
0.618 |
1,267.5 |
|
HIGH |
1,259.6 |
|
0.618 |
1,254.7 |
|
0.500 |
1,253.2 |
|
0.382 |
1,251.7 |
|
LOW |
1,246.8 |
|
0.618 |
1,238.9 |
|
1.000 |
1,234.0 |
|
1.618 |
1,226.1 |
|
2.618 |
1,213.3 |
|
4.250 |
1,192.4 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,254.3 |
1,255.8 |
| PP |
1,253.8 |
1,255.5 |
| S1 |
1,253.2 |
1,255.2 |
|