| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,925.0 |
2,882.0 |
-43.0 |
-1.5% |
2,912.0 |
| High |
2,954.0 |
2,926.0 |
-28.0 |
-0.9% |
2,960.0 |
| Low |
2,882.0 |
2,878.0 |
-4.0 |
-0.1% |
2,866.0 |
| Close |
2,895.0 |
2,920.0 |
25.0 |
0.9% |
2,914.0 |
| Range |
72.0 |
48.0 |
-24.0 |
-33.3% |
94.0 |
| ATR |
51.9 |
51.6 |
-0.3 |
-0.5% |
0.0 |
| Volume |
28,595 |
28,595 |
0 |
0.0% |
27,970 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,052.0 |
3,034.0 |
2,946.4 |
|
| R3 |
3,004.0 |
2,986.0 |
2,933.2 |
|
| R2 |
2,956.0 |
2,956.0 |
2,928.8 |
|
| R1 |
2,938.0 |
2,938.0 |
2,924.4 |
2,947.0 |
| PP |
2,908.0 |
2,908.0 |
2,908.0 |
2,912.5 |
| S1 |
2,890.0 |
2,890.0 |
2,915.6 |
2,899.0 |
| S2 |
2,860.0 |
2,860.0 |
2,911.2 |
|
| S3 |
2,812.0 |
2,842.0 |
2,906.8 |
|
| S4 |
2,764.0 |
2,794.0 |
2,893.6 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,195.3 |
3,148.7 |
2,965.7 |
|
| R3 |
3,101.3 |
3,054.7 |
2,939.9 |
|
| R2 |
3,007.3 |
3,007.3 |
2,931.2 |
|
| R1 |
2,960.7 |
2,960.7 |
2,922.6 |
2,984.0 |
| PP |
2,913.3 |
2,913.3 |
2,913.3 |
2,925.0 |
| S1 |
2,866.7 |
2,866.7 |
2,905.4 |
2,890.0 |
| S2 |
2,819.3 |
2,819.3 |
2,896.8 |
|
| S3 |
2,725.3 |
2,772.7 |
2,888.2 |
|
| S4 |
2,631.3 |
2,678.7 |
2,862.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,954.0 |
2,866.0 |
88.0 |
3.0% |
57.4 |
2.0% |
61% |
False |
False |
17,996 |
| 10 |
2,960.0 |
2,845.0 |
115.0 |
3.9% |
49.9 |
1.7% |
65% |
False |
False |
14,251 |
| 20 |
3,078.0 |
2,845.0 |
233.0 |
8.0% |
46.0 |
1.6% |
32% |
False |
False |
11,348 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.8% |
47.7 |
1.6% |
50% |
False |
False |
7,512 |
| 60 |
3,078.0 |
2,726.0 |
352.0 |
12.1% |
43.4 |
1.5% |
55% |
False |
False |
9,130 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.3% |
38.8 |
1.3% |
67% |
False |
False |
6,921 |
| 100 |
3,218.0 |
2,603.0 |
615.0 |
21.1% |
36.7 |
1.3% |
52% |
False |
False |
5,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,130.0 |
|
2.618 |
3,051.7 |
|
1.618 |
3,003.7 |
|
1.000 |
2,974.0 |
|
0.618 |
2,955.7 |
|
HIGH |
2,926.0 |
|
0.618 |
2,907.7 |
|
0.500 |
2,902.0 |
|
0.382 |
2,896.3 |
|
LOW |
2,878.0 |
|
0.618 |
2,848.3 |
|
1.000 |
2,830.0 |
|
1.618 |
2,800.3 |
|
2.618 |
2,752.3 |
|
4.250 |
2,674.0 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,914.0 |
2,918.7 |
| PP |
2,908.0 |
2,917.3 |
| S1 |
2,902.0 |
2,916.0 |
|