| 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 |
1,264.7 |
1,261.0 |
-3.7 |
-0.3% |
1,281.8 |
| High |
1,269.2 |
1,263.9 |
-5.3 |
-0.4% |
1,297.0 |
| Low |
1,257.8 |
1,252.3 |
-5.5 |
-0.4% |
1,252.6 |
| Close |
1,261.2 |
1,260.2 |
-1.0 |
-0.1% |
1,261.2 |
| Range |
11.4 |
11.6 |
0.2 |
1.8% |
44.4 |
| ATR |
19.1 |
18.5 |
-0.5 |
-2.8% |
0.0 |
| Volume |
7,153 |
4,414 |
-2,739 |
-38.3% |
39,961 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,293.6 |
1,288.5 |
1,266.6 |
|
| R3 |
1,282.0 |
1,276.9 |
1,263.4 |
|
| R2 |
1,270.4 |
1,270.4 |
1,262.3 |
|
| R1 |
1,265.3 |
1,265.3 |
1,261.3 |
1,262.1 |
| PP |
1,258.8 |
1,258.8 |
1,258.8 |
1,257.2 |
| S1 |
1,253.7 |
1,253.7 |
1,259.1 |
1,250.5 |
| S2 |
1,247.2 |
1,247.2 |
1,258.1 |
|
| S3 |
1,235.6 |
1,242.1 |
1,257.0 |
|
| S4 |
1,224.0 |
1,230.5 |
1,253.8 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,403.5 |
1,376.7 |
1,285.6 |
|
| R3 |
1,359.1 |
1,332.3 |
1,273.4 |
|
| R2 |
1,314.7 |
1,314.7 |
1,269.3 |
|
| R1 |
1,287.9 |
1,287.9 |
1,265.3 |
1,279.1 |
| PP |
1,270.3 |
1,270.3 |
1,270.3 |
1,265.9 |
| S1 |
1,243.5 |
1,243.5 |
1,257.1 |
1,234.7 |
| S2 |
1,225.9 |
1,225.9 |
1,253.1 |
|
| S3 |
1,181.5 |
1,199.1 |
1,249.0 |
|
| S4 |
1,137.1 |
1,154.7 |
1,236.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,290.4 |
1,252.3 |
38.1 |
3.0% |
15.7 |
1.2% |
21% |
False |
True |
8,008 |
| 10 |
1,297.0 |
1,252.3 |
44.7 |
3.5% |
15.2 |
1.2% |
18% |
False |
True |
6,751 |
| 20 |
1,311.5 |
1,238.2 |
73.3 |
5.8% |
17.6 |
1.4% |
30% |
False |
False |
5,089 |
| 40 |
1,311.5 |
1,215.0 |
96.5 |
7.7% |
17.3 |
1.4% |
47% |
False |
False |
3,618 |
| 60 |
1,311.5 |
1,213.1 |
98.4 |
7.8% |
18.9 |
1.5% |
48% |
False |
False |
3,186 |
| 80 |
1,311.5 |
1,114.1 |
197.4 |
15.7% |
19.9 |
1.6% |
74% |
False |
False |
2,812 |
| 100 |
1,311.5 |
1,063.1 |
248.4 |
19.7% |
18.4 |
1.5% |
79% |
False |
False |
2,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,313.2 |
|
2.618 |
1,294.3 |
|
1.618 |
1,282.7 |
|
1.000 |
1,275.5 |
|
0.618 |
1,271.1 |
|
HIGH |
1,263.9 |
|
0.618 |
1,259.5 |
|
0.500 |
1,258.1 |
|
0.382 |
1,256.7 |
|
LOW |
1,252.3 |
|
0.618 |
1,245.1 |
|
1.000 |
1,240.7 |
|
1.618 |
1,233.5 |
|
2.618 |
1,221.9 |
|
4.250 |
1,203.0 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,259.5 |
1,260.8 |
| PP |
1,258.8 |
1,260.6 |
| S1 |
1,258.1 |
1,260.4 |
|