| 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 |
1,289.0 |
1,266.0 |
-23.0 |
-1.8% |
1,294.0 |
| High |
1,289.5 |
1,269.1 |
-20.4 |
-1.6% |
1,295.5 |
| Low |
1,264.0 |
1,252.6 |
-11.4 |
-0.9% |
1,265.9 |
| Close |
1,281.7 |
1,262.4 |
-19.3 |
-1.5% |
1,279.3 |
| Range |
25.5 |
16.5 |
-9.0 |
-35.3% |
29.6 |
| ATR |
18.9 |
19.6 |
0.7 |
3.8% |
0.0 |
| Volume |
6,861 |
15,850 |
8,989 |
131.0% |
27,521 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.9 |
1,303.1 |
1,271.5 |
|
| R3 |
1,294.4 |
1,286.6 |
1,266.9 |
|
| R2 |
1,277.9 |
1,277.9 |
1,265.4 |
|
| R1 |
1,270.1 |
1,270.1 |
1,263.9 |
1,265.8 |
| PP |
1,261.4 |
1,261.4 |
1,261.4 |
1,259.2 |
| S1 |
1,253.6 |
1,253.6 |
1,260.9 |
1,249.3 |
| S2 |
1,244.9 |
1,244.9 |
1,259.4 |
|
| S3 |
1,228.4 |
1,237.1 |
1,257.9 |
|
| S4 |
1,211.9 |
1,220.6 |
1,253.3 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,369.0 |
1,353.8 |
1,295.6 |
|
| R3 |
1,339.4 |
1,324.2 |
1,287.4 |
|
| R2 |
1,309.8 |
1,309.8 |
1,284.7 |
|
| R1 |
1,294.6 |
1,294.6 |
1,282.0 |
1,287.4 |
| PP |
1,280.2 |
1,280.2 |
1,280.2 |
1,276.7 |
| S1 |
1,265.0 |
1,265.0 |
1,276.6 |
1,257.8 |
| S2 |
1,250.6 |
1,250.6 |
1,273.9 |
|
| S3 |
1,221.0 |
1,235.4 |
1,271.2 |
|
| S4 |
1,191.4 |
1,205.8 |
1,263.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,297.0 |
1,252.6 |
44.4 |
3.5% |
17.2 |
1.4% |
22% |
False |
True |
7,110 |
| 10 |
1,303.7 |
1,252.6 |
51.1 |
4.0% |
17.5 |
1.4% |
19% |
False |
True |
6,385 |
| 20 |
1,311.5 |
1,234.2 |
77.3 |
6.1% |
18.1 |
1.4% |
36% |
False |
False |
4,657 |
| 40 |
1,311.5 |
1,213.1 |
98.4 |
7.8% |
17.4 |
1.4% |
50% |
False |
False |
3,397 |
| 60 |
1,311.5 |
1,213.1 |
98.4 |
7.8% |
19.3 |
1.5% |
50% |
False |
False |
3,034 |
| 80 |
1,311.5 |
1,114.1 |
197.4 |
15.6% |
19.9 |
1.6% |
75% |
False |
False |
2,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,339.2 |
|
2.618 |
1,312.3 |
|
1.618 |
1,295.8 |
|
1.000 |
1,285.6 |
|
0.618 |
1,279.3 |
|
HIGH |
1,269.1 |
|
0.618 |
1,262.8 |
|
0.500 |
1,260.9 |
|
0.382 |
1,258.9 |
|
LOW |
1,252.6 |
|
0.618 |
1,242.4 |
|
1.000 |
1,236.1 |
|
1.618 |
1,225.9 |
|
2.618 |
1,209.4 |
|
4.250 |
1,182.5 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,261.9 |
1,271.5 |
| PP |
1,261.4 |
1,268.5 |
| S1 |
1,260.9 |
1,265.4 |
|