| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,037.50 |
2,066.50 |
29.00 |
1.4% |
2,032.75 |
| High |
2,069.00 |
2,084.25 |
15.25 |
0.7% |
2,061.00 |
| Low |
2,032.75 |
2,065.75 |
33.00 |
1.6% |
2,014.00 |
| Close |
2,066.75 |
2,079.00 |
12.25 |
0.6% |
2,041.75 |
| Range |
36.25 |
18.50 |
-17.75 |
-49.0% |
47.00 |
| ATR |
23.56 |
23.19 |
-0.36 |
-1.5% |
0.00 |
| Volume |
8,970 |
10,931 |
1,961 |
21.9% |
33,935 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.75 |
2,124.00 |
2,089.25 |
|
| R3 |
2,113.25 |
2,105.50 |
2,084.00 |
|
| R2 |
2,094.75 |
2,094.75 |
2,082.50 |
|
| R1 |
2,087.00 |
2,087.00 |
2,080.75 |
2,091.00 |
| PP |
2,076.25 |
2,076.25 |
2,076.25 |
2,078.25 |
| S1 |
2,068.50 |
2,068.50 |
2,077.25 |
2,072.50 |
| S2 |
2,057.75 |
2,057.75 |
2,075.50 |
|
| S3 |
2,039.25 |
2,050.00 |
2,074.00 |
|
| S4 |
2,020.75 |
2,031.50 |
2,068.75 |
|
|
| 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 |
2,084.25 |
2,014.00 |
70.25 |
3.4% |
21.50 |
1.0% |
93% |
True |
False |
7,693 |
| 10 |
2,084.25 |
2,014.00 |
70.25 |
3.4% |
24.75 |
1.2% |
93% |
True |
False |
7,546 |
| 20 |
2,086.50 |
2,014.00 |
72.50 |
3.5% |
24.00 |
1.2% |
90% |
False |
False |
7,436 |
| 40 |
2,097.00 |
2,014.00 |
83.00 |
4.0% |
22.50 |
1.1% |
78% |
False |
False |
4,945 |
| 60 |
2,097.00 |
1,950.00 |
147.00 |
7.1% |
22.00 |
1.1% |
88% |
False |
False |
3,578 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
25.50 |
1.2% |
94% |
False |
False |
2,763 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
30.50 |
1.5% |
94% |
False |
False |
2,409 |
| 120 |
2,097.00 |
1,787.50 |
309.50 |
14.9% |
30.25 |
1.5% |
94% |
False |
False |
2,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.00 |
|
2.618 |
2,132.75 |
|
1.618 |
2,114.25 |
|
1.000 |
2,102.75 |
|
0.618 |
2,095.75 |
|
HIGH |
2,084.25 |
|
0.618 |
2,077.25 |
|
0.500 |
2,075.00 |
|
0.382 |
2,072.75 |
|
LOW |
2,065.75 |
|
0.618 |
2,054.25 |
|
1.000 |
2,047.25 |
|
1.618 |
2,035.75 |
|
2.618 |
2,017.25 |
|
4.250 |
1,987.00 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,077.75 |
2,072.25 |
| PP |
2,076.25 |
2,065.25 |
| S1 |
2,075.00 |
2,058.50 |
|