| 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 |
2,043.75 |
2,037.50 |
-6.25 |
-0.3% |
2,032.75 |
| High |
2,047.50 |
2,069.00 |
21.50 |
1.1% |
2,061.00 |
| Low |
2,035.25 |
2,032.75 |
-2.50 |
-0.1% |
2,014.00 |
| Close |
2,037.00 |
2,066.75 |
29.75 |
1.5% |
2,041.75 |
| Range |
12.25 |
36.25 |
24.00 |
195.9% |
47.00 |
| ATR |
22.58 |
23.56 |
0.98 |
4.3% |
0.00 |
| Volume |
6,858 |
8,970 |
2,112 |
30.8% |
33,935 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.00 |
2,152.00 |
2,086.75 |
|
| R3 |
2,128.75 |
2,115.75 |
2,076.75 |
|
| R2 |
2,092.50 |
2,092.50 |
2,073.50 |
|
| R1 |
2,079.50 |
2,079.50 |
2,070.00 |
2,086.00 |
| PP |
2,056.25 |
2,056.25 |
2,056.25 |
2,059.50 |
| S1 |
2,043.25 |
2,043.25 |
2,063.50 |
2,049.75 |
| S2 |
2,020.00 |
2,020.00 |
2,060.00 |
|
| S3 |
1,983.75 |
2,007.00 |
2,056.75 |
|
| S4 |
1,947.50 |
1,970.75 |
2,046.75 |
|
|
| 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 |
2,069.00 |
2,014.00 |
55.00 |
2.7% |
23.00 |
1.1% |
96% |
True |
False |
7,184 |
| 10 |
2,070.25 |
2,014.00 |
56.25 |
2.7% |
25.00 |
1.2% |
94% |
False |
False |
7,071 |
| 20 |
2,086.50 |
2,014.00 |
72.50 |
3.5% |
24.00 |
1.2% |
73% |
False |
False |
6,953 |
| 40 |
2,097.00 |
2,014.00 |
83.00 |
4.0% |
22.25 |
1.1% |
64% |
False |
False |
4,726 |
| 60 |
2,097.00 |
1,904.75 |
192.25 |
9.3% |
22.50 |
1.1% |
84% |
False |
False |
3,403 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.0% |
25.75 |
1.2% |
90% |
False |
False |
2,630 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.0% |
30.50 |
1.5% |
90% |
False |
False |
2,319 |
| 120 |
2,097.00 |
1,787.50 |
309.50 |
15.0% |
30.50 |
1.5% |
90% |
False |
False |
1,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,223.00 |
|
2.618 |
2,164.00 |
|
1.618 |
2,127.75 |
|
1.000 |
2,105.25 |
|
0.618 |
2,091.50 |
|
HIGH |
2,069.00 |
|
0.618 |
2,055.25 |
|
0.500 |
2,051.00 |
|
0.382 |
2,046.50 |
|
LOW |
2,032.75 |
|
0.618 |
2,010.25 |
|
1.000 |
1,996.50 |
|
1.618 |
1,974.00 |
|
2.618 |
1,937.75 |
|
4.250 |
1,878.75 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,061.50 |
2,061.00 |
| PP |
2,056.25 |
2,055.00 |
| S1 |
2,051.00 |
2,049.25 |
|