| 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 |
1,280.6 |
1,259.1 |
-21.5 |
-1.7% |
1,286.7 |
| High |
1,283.5 |
1,262.3 |
-21.2 |
-1.7% |
1,289.5 |
| Low |
1,256.0 |
1,244.6 |
-11.4 |
-0.9% |
1,258.3 |
| Close |
1,274.4 |
1,254.8 |
-19.6 |
-1.5% |
1,272.7 |
| Range |
27.5 |
17.7 |
-9.8 |
-35.6% |
31.2 |
| ATR |
20.1 |
20.8 |
0.7 |
3.4% |
0.0 |
| Volume |
233,583 |
270,061 |
36,478 |
15.6% |
1,031,462 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,307.0 |
1,298.6 |
1,264.5 |
|
| R3 |
1,289.3 |
1,280.9 |
1,259.7 |
|
| R2 |
1,271.6 |
1,271.6 |
1,258.0 |
|
| R1 |
1,263.2 |
1,263.2 |
1,256.4 |
1,258.6 |
| PP |
1,253.9 |
1,253.9 |
1,253.9 |
1,251.6 |
| S1 |
1,245.5 |
1,245.5 |
1,253.2 |
1,240.9 |
| S2 |
1,236.2 |
1,236.2 |
1,251.6 |
|
| S3 |
1,218.5 |
1,227.8 |
1,249.9 |
|
| S4 |
1,200.8 |
1,210.1 |
1,245.1 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.1 |
1,351.1 |
1,289.9 |
|
| R3 |
1,335.9 |
1,319.9 |
1,281.3 |
|
| R2 |
1,304.7 |
1,304.7 |
1,278.4 |
|
| R1 |
1,288.7 |
1,288.7 |
1,275.6 |
1,281.1 |
| PP |
1,273.5 |
1,273.5 |
1,273.5 |
1,269.7 |
| S1 |
1,257.5 |
1,257.5 |
1,269.8 |
1,249.9 |
| S2 |
1,242.3 |
1,242.3 |
1,267.0 |
|
| S3 |
1,211.1 |
1,226.3 |
1,264.1 |
|
| S4 |
1,179.9 |
1,195.1 |
1,255.5 |
|
|
| 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 |
1,244.6 |
45.8 |
3.6% |
18.3 |
1.5% |
22% |
False |
True |
216,393 |
| 10 |
1,297.7 |
1,244.6 |
53.1 |
4.2% |
18.8 |
1.5% |
19% |
False |
True |
219,669 |
| 20 |
1,306.0 |
1,228.5 |
77.5 |
6.2% |
19.5 |
1.6% |
34% |
False |
False |
207,428 |
| 40 |
1,306.0 |
1,207.7 |
98.3 |
7.8% |
19.0 |
1.5% |
48% |
False |
False |
182,738 |
| 60 |
1,306.0 |
1,207.7 |
98.3 |
7.8% |
20.9 |
1.7% |
48% |
False |
False |
131,155 |
| 80 |
1,306.0 |
1,110.0 |
196.0 |
15.6% |
21.5 |
1.7% |
74% |
False |
False |
99,900 |
| 100 |
1,306.0 |
1,059.0 |
247.0 |
19.7% |
20.0 |
1.6% |
79% |
False |
False |
80,839 |
| 120 |
1,306.0 |
1,047.2 |
258.8 |
20.6% |
19.2 |
1.5% |
80% |
False |
False |
67,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,337.5 |
|
2.618 |
1,308.6 |
|
1.618 |
1,290.9 |
|
1.000 |
1,280.0 |
|
0.618 |
1,273.2 |
|
HIGH |
1,262.3 |
|
0.618 |
1,255.5 |
|
0.500 |
1,253.5 |
|
0.382 |
1,251.4 |
|
LOW |
1,244.6 |
|
0.618 |
1,233.7 |
|
1.000 |
1,226.9 |
|
1.618 |
1,216.0 |
|
2.618 |
1,198.3 |
|
4.250 |
1,169.4 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,254.4 |
1,264.3 |
| PP |
1,253.9 |
1,261.1 |
| S1 |
1,253.5 |
1,258.0 |
|