| 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 |
2,035.75 |
2,035.75 |
0.00 |
0.0% |
2,046.50 |
| High |
2,049.50 |
2,036.25 |
-13.25 |
-0.6% |
2,071.50 |
| Low |
2,022.75 |
2,014.00 |
-8.75 |
-0.4% |
2,030.50 |
| Close |
2,033.50 |
2,030.50 |
-3.00 |
-0.1% |
2,035.50 |
| Range |
26.75 |
22.25 |
-4.50 |
-16.8% |
41.00 |
| ATR |
23.91 |
23.79 |
-0.12 |
-0.5% |
0.00 |
| Volume |
8,385 |
5,554 |
-2,831 |
-33.8% |
35,626 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.75 |
2,084.25 |
2,042.75 |
|
| R3 |
2,071.50 |
2,062.00 |
2,036.50 |
|
| R2 |
2,049.25 |
2,049.25 |
2,034.50 |
|
| R1 |
2,039.75 |
2,039.75 |
2,032.50 |
2,033.50 |
| PP |
2,027.00 |
2,027.00 |
2,027.00 |
2,023.75 |
| S1 |
2,017.50 |
2,017.50 |
2,028.50 |
2,011.00 |
| S2 |
2,004.75 |
2,004.75 |
2,026.50 |
|
| S3 |
1,982.50 |
1,995.25 |
2,024.50 |
|
| S4 |
1,960.25 |
1,973.00 |
2,018.25 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.75 |
2,143.25 |
2,058.00 |
|
| R3 |
2,127.75 |
2,102.25 |
2,046.75 |
|
| R2 |
2,086.75 |
2,086.75 |
2,043.00 |
|
| R1 |
2,061.25 |
2,061.25 |
2,039.25 |
2,053.50 |
| PP |
2,045.75 |
2,045.75 |
2,045.75 |
2,042.00 |
| S1 |
2,020.25 |
2,020.25 |
2,031.75 |
2,012.50 |
| S2 |
2,004.75 |
2,004.75 |
2,028.00 |
|
| S3 |
1,963.75 |
1,979.25 |
2,024.25 |
|
| S4 |
1,922.75 |
1,938.25 |
2,013.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,061.00 |
2,014.00 |
47.00 |
2.3% |
27.75 |
1.4% |
35% |
False |
True |
6,146 |
| 10 |
2,071.50 |
2,014.00 |
57.50 |
2.8% |
24.75 |
1.2% |
29% |
False |
True |
7,539 |
| 20 |
2,086.50 |
2,014.00 |
72.50 |
3.6% |
23.00 |
1.1% |
23% |
False |
True |
6,117 |
| 40 |
2,097.00 |
2,004.50 |
92.50 |
4.6% |
22.25 |
1.1% |
28% |
False |
False |
4,278 |
| 60 |
2,097.00 |
1,904.25 |
192.75 |
9.5% |
23.00 |
1.1% |
65% |
False |
False |
3,050 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
26.50 |
1.3% |
79% |
False |
False |
2,375 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
30.50 |
1.5% |
79% |
False |
False |
2,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,130.75 |
|
2.618 |
2,094.50 |
|
1.618 |
2,072.25 |
|
1.000 |
2,058.50 |
|
0.618 |
2,050.00 |
|
HIGH |
2,036.25 |
|
0.618 |
2,027.75 |
|
0.500 |
2,025.00 |
|
0.382 |
2,022.50 |
|
LOW |
2,014.00 |
|
0.618 |
2,000.25 |
|
1.000 |
1,991.75 |
|
1.618 |
1,978.00 |
|
2.618 |
1,955.75 |
|
4.250 |
1,919.50 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,028.75 |
2,037.50 |
| PP |
2,027.00 |
2,035.25 |
| S1 |
2,025.00 |
2,032.75 |
|