| 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 |
2,030.50 |
2,043.75 |
13.25 |
0.7% |
2,032.75 |
| High |
2,047.50 |
2,047.50 |
0.00 |
0.0% |
2,061.00 |
| Low |
2,029.50 |
2,035.25 |
5.75 |
0.3% |
2,014.00 |
| Close |
2,041.75 |
2,037.00 |
-4.75 |
-0.2% |
2,041.75 |
| Range |
18.00 |
12.25 |
-5.75 |
-31.9% |
47.00 |
| ATR |
23.37 |
22.58 |
-0.79 |
-3.4% |
0.00 |
| Volume |
6,154 |
6,858 |
704 |
11.4% |
33,935 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,076.75 |
2,069.00 |
2,043.75 |
|
| R3 |
2,064.50 |
2,056.75 |
2,040.25 |
|
| R2 |
2,052.25 |
2,052.25 |
2,039.25 |
|
| R1 |
2,044.50 |
2,044.50 |
2,038.00 |
2,042.25 |
| PP |
2,040.00 |
2,040.00 |
2,040.00 |
2,038.75 |
| S1 |
2,032.25 |
2,032.25 |
2,036.00 |
2,030.00 |
| S2 |
2,027.75 |
2,027.75 |
2,034.75 |
|
| S3 |
2,015.50 |
2,020.00 |
2,033.75 |
|
| S4 |
2,003.25 |
2,007.75 |
2,030.25 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.00 |
2,157.75 |
2,067.50 |
|
| R3 |
2,133.00 |
2,110.75 |
2,054.75 |
|
| R2 |
2,086.00 |
2,086.00 |
2,050.25 |
|
| R1 |
2,063.75 |
2,063.75 |
2,046.00 |
2,075.00 |
| PP |
2,039.00 |
2,039.00 |
2,039.00 |
2,044.50 |
| S1 |
2,016.75 |
2,016.75 |
2,037.50 |
2,028.00 |
| S2 |
1,992.00 |
1,992.00 |
2,033.25 |
|
| S3 |
1,945.00 |
1,969.75 |
2,028.75 |
|
| S4 |
1,898.00 |
1,922.75 |
2,016.00 |
|
|
| 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% |
22.25 |
1.1% |
49% |
False |
False |
6,873 |
| 10 |
2,071.50 |
2,014.00 |
57.50 |
2.8% |
24.50 |
1.2% |
40% |
False |
False |
7,259 |
| 20 |
2,086.50 |
2,014.00 |
72.50 |
3.6% |
22.75 |
1.1% |
32% |
False |
False |
6,647 |
| 40 |
2,097.00 |
2,011.50 |
85.50 |
4.2% |
22.25 |
1.1% |
30% |
False |
False |
4,555 |
| 60 |
2,097.00 |
1,904.75 |
192.25 |
9.4% |
22.50 |
1.1% |
69% |
False |
False |
3,255 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
26.00 |
1.3% |
81% |
False |
False |
2,524 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
30.25 |
1.5% |
81% |
False |
False |
2,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,099.50 |
|
2.618 |
2,079.50 |
|
1.618 |
2,067.25 |
|
1.000 |
2,059.75 |
|
0.618 |
2,055.00 |
|
HIGH |
2,047.50 |
|
0.618 |
2,042.75 |
|
0.500 |
2,041.50 |
|
0.382 |
2,040.00 |
|
LOW |
2,035.25 |
|
0.618 |
2,027.75 |
|
1.000 |
2,023.00 |
|
1.618 |
2,015.50 |
|
2.618 |
2,003.25 |
|
4.250 |
1,983.25 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.50 |
2,035.00 |
| PP |
2,040.00 |
2,032.75 |
| S1 |
2,038.50 |
2,030.75 |
|