| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,909.0 |
2,913.0 |
4.0 |
0.1% |
2,899.0 |
| High |
2,913.0 |
2,927.0 |
14.0 |
0.5% |
2,954.0 |
| Low |
2,882.0 |
2,904.0 |
22.0 |
0.8% |
2,878.0 |
| Close |
2,885.0 |
2,924.0 |
39.0 |
1.4% |
2,924.0 |
| Range |
31.0 |
23.0 |
-8.0 |
-25.8% |
76.0 |
| ATR |
50.7 |
50.0 |
-0.6 |
-1.2% |
0.0 |
| Volume |
13,906 |
695 |
-13,211 |
-95.0% |
102,668 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,987.3 |
2,978.7 |
2,936.7 |
|
| R3 |
2,964.3 |
2,955.7 |
2,930.3 |
|
| R2 |
2,941.3 |
2,941.3 |
2,928.2 |
|
| R1 |
2,932.7 |
2,932.7 |
2,926.1 |
2,937.0 |
| PP |
2,918.3 |
2,918.3 |
2,918.3 |
2,920.5 |
| S1 |
2,909.7 |
2,909.7 |
2,921.9 |
2,914.0 |
| S2 |
2,895.3 |
2,895.3 |
2,919.8 |
|
| S3 |
2,872.3 |
2,886.7 |
2,917.7 |
|
| S4 |
2,849.3 |
2,863.7 |
2,911.4 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,146.7 |
3,111.3 |
2,965.8 |
|
| R3 |
3,070.7 |
3,035.3 |
2,944.9 |
|
| R2 |
2,994.7 |
2,994.7 |
2,937.9 |
|
| R1 |
2,959.3 |
2,959.3 |
2,931.0 |
2,977.0 |
| PP |
2,918.7 |
2,918.7 |
2,918.7 |
2,927.5 |
| S1 |
2,883.3 |
2,883.3 |
2,917.0 |
2,901.0 |
| S2 |
2,842.7 |
2,842.7 |
2,910.1 |
|
| S3 |
2,766.7 |
2,807.3 |
2,903.1 |
|
| S4 |
2,690.7 |
2,731.3 |
2,882.2 |
|
|
| 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 |
2,878.0 |
76.0 |
2.6% |
43.6 |
1.5% |
61% |
False |
False |
20,533 |
| 10 |
2,960.0 |
2,866.0 |
94.0 |
3.2% |
46.2 |
1.6% |
62% |
False |
False |
13,063 |
| 20 |
3,073.0 |
2,845.0 |
228.0 |
7.8% |
45.8 |
1.6% |
35% |
False |
False |
11,037 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.8% |
46.6 |
1.6% |
51% |
False |
False |
6,652 |
| 60 |
3,078.0 |
2,761.0 |
317.0 |
10.8% |
43.8 |
1.5% |
51% |
False |
False |
9,371 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.2% |
38.1 |
1.3% |
68% |
False |
False |
7,103 |
| 100 |
3,218.0 |
2,603.0 |
615.0 |
21.0% |
36.9 |
1.3% |
52% |
False |
False |
5,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,024.8 |
|
2.618 |
2,987.2 |
|
1.618 |
2,964.2 |
|
1.000 |
2,950.0 |
|
0.618 |
2,941.2 |
|
HIGH |
2,927.0 |
|
0.618 |
2,918.2 |
|
0.500 |
2,915.5 |
|
0.382 |
2,912.8 |
|
LOW |
2,904.0 |
|
0.618 |
2,889.8 |
|
1.000 |
2,881.0 |
|
1.618 |
2,866.8 |
|
2.618 |
2,843.8 |
|
4.250 |
2,806.3 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,921.2 |
2,916.8 |
| PP |
2,918.3 |
2,909.7 |
| S1 |
2,915.5 |
2,902.5 |
|