| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,929.0 |
2,899.0 |
-30.0 |
-1.0% |
2,899.0 |
| High |
2,939.0 |
3,000.0 |
61.0 |
2.1% |
2,954.0 |
| Low |
2,895.0 |
2,892.0 |
-3.0 |
-0.1% |
2,878.0 |
| Close |
2,913.0 |
2,988.0 |
75.0 |
2.6% |
2,924.0 |
| Range |
44.0 |
108.0 |
64.0 |
145.5% |
76.0 |
| ATR |
49.6 |
53.8 |
4.2 |
8.4% |
0.0 |
| Volume |
1,444 |
1,961 |
517 |
35.8% |
102,668 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,284.0 |
3,244.0 |
3,047.4 |
|
| R3 |
3,176.0 |
3,136.0 |
3,017.7 |
|
| R2 |
3,068.0 |
3,068.0 |
3,007.8 |
|
| R1 |
3,028.0 |
3,028.0 |
2,997.9 |
3,048.0 |
| PP |
2,960.0 |
2,960.0 |
2,960.0 |
2,970.0 |
| S1 |
2,920.0 |
2,920.0 |
2,978.1 |
2,940.0 |
| S2 |
2,852.0 |
2,852.0 |
2,968.2 |
|
| S3 |
2,744.0 |
2,812.0 |
2,958.3 |
|
| S4 |
2,636.0 |
2,704.0 |
2,928.6 |
|
|
| 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 |
3,000.0 |
2,878.0 |
122.0 |
4.1% |
50.8 |
1.7% |
90% |
True |
False |
9,320 |
| 10 |
3,000.0 |
2,866.0 |
134.0 |
4.5% |
52.9 |
1.8% |
91% |
True |
False |
10,838 |
| 20 |
3,070.0 |
2,845.0 |
225.0 |
7.5% |
49.9 |
1.7% |
64% |
False |
False |
8,543 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.5% |
48.3 |
1.6% |
71% |
False |
False |
6,607 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.5% |
45.5 |
1.5% |
71% |
False |
False |
9,426 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
15.9% |
39.9 |
1.3% |
81% |
False |
False |
7,144 |
| 100 |
3,081.0 |
2,603.0 |
478.0 |
16.0% |
38.2 |
1.3% |
81% |
False |
False |
5,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,459.0 |
|
2.618 |
3,282.7 |
|
1.618 |
3,174.7 |
|
1.000 |
3,108.0 |
|
0.618 |
3,066.7 |
|
HIGH |
3,000.0 |
|
0.618 |
2,958.7 |
|
0.500 |
2,946.0 |
|
0.382 |
2,933.3 |
|
LOW |
2,892.0 |
|
0.618 |
2,825.3 |
|
1.000 |
2,784.0 |
|
1.618 |
2,717.3 |
|
2.618 |
2,609.3 |
|
4.250 |
2,433.0 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,974.0 |
2,974.0 |
| PP |
2,960.0 |
2,960.0 |
| S1 |
2,946.0 |
2,946.0 |
|