| 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 |
1,256.3 |
1,251.7 |
-4.6 |
-0.4% |
1,273.1 |
| High |
1,261.2 |
1,256.8 |
-4.4 |
-0.3% |
1,290.4 |
| Low |
1,249.6 |
1,243.5 |
-6.1 |
-0.5% |
1,244.6 |
| Close |
1,252.9 |
1,251.5 |
-1.4 |
-0.1% |
1,252.9 |
| Range |
11.6 |
13.3 |
1.7 |
14.7% |
45.8 |
| ATR |
20.2 |
19.7 |
-0.5 |
-2.4% |
0.0 |
| Volume |
205,159 |
218,715 |
13,556 |
6.6% |
1,112,776 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.5 |
1,284.3 |
1,258.8 |
|
| R3 |
1,277.2 |
1,271.0 |
1,255.2 |
|
| R2 |
1,263.9 |
1,263.9 |
1,253.9 |
|
| R1 |
1,257.7 |
1,257.7 |
1,252.7 |
1,254.2 |
| PP |
1,250.6 |
1,250.6 |
1,250.6 |
1,248.8 |
| S1 |
1,244.4 |
1,244.4 |
1,250.3 |
1,240.9 |
| S2 |
1,237.3 |
1,237.3 |
1,249.1 |
|
| S3 |
1,224.0 |
1,231.1 |
1,247.8 |
|
| S4 |
1,210.7 |
1,217.8 |
1,244.2 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,400.0 |
1,372.3 |
1,278.1 |
|
| R3 |
1,354.2 |
1,326.5 |
1,265.5 |
|
| R2 |
1,308.4 |
1,308.4 |
1,261.3 |
|
| R1 |
1,280.7 |
1,280.7 |
1,257.1 |
1,271.7 |
| PP |
1,262.6 |
1,262.6 |
1,262.6 |
1,258.1 |
| S1 |
1,234.9 |
1,234.9 |
1,248.7 |
1,225.9 |
| S2 |
1,216.8 |
1,216.8 |
1,244.5 |
|
| S3 |
1,171.0 |
1,189.1 |
1,240.3 |
|
| S4 |
1,125.2 |
1,143.3 |
1,227.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,283.9 |
1,243.5 |
40.4 |
3.2% |
16.8 |
1.3% |
20% |
False |
True |
226,541 |
| 10 |
1,290.4 |
1,243.5 |
46.9 |
3.7% |
16.4 |
1.3% |
17% |
False |
True |
213,772 |
| 20 |
1,306.0 |
1,232.7 |
73.3 |
5.9% |
18.9 |
1.5% |
26% |
False |
False |
212,108 |
| 40 |
1,306.0 |
1,210.3 |
95.7 |
7.6% |
18.9 |
1.5% |
43% |
False |
False |
189,551 |
| 60 |
1,306.0 |
1,207.7 |
98.3 |
7.9% |
20.4 |
1.6% |
45% |
False |
False |
137,929 |
| 80 |
1,306.0 |
1,110.0 |
196.0 |
15.7% |
21.4 |
1.7% |
72% |
False |
False |
105,029 |
| 100 |
1,306.0 |
1,059.0 |
247.0 |
19.7% |
20.1 |
1.6% |
78% |
False |
False |
85,061 |
| 120 |
1,306.0 |
1,047.2 |
258.8 |
20.7% |
19.1 |
1.5% |
79% |
False |
False |
71,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,313.3 |
|
2.618 |
1,291.6 |
|
1.618 |
1,278.3 |
|
1.000 |
1,270.1 |
|
0.618 |
1,265.0 |
|
HIGH |
1,256.8 |
|
0.618 |
1,251.7 |
|
0.500 |
1,250.2 |
|
0.382 |
1,248.6 |
|
LOW |
1,243.5 |
|
0.618 |
1,235.3 |
|
1.000 |
1,230.2 |
|
1.618 |
1,222.0 |
|
2.618 |
1,208.7 |
|
4.250 |
1,187.0 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,251.1 |
1,252.9 |
| PP |
1,250.6 |
1,252.4 |
| S1 |
1,250.2 |
1,252.0 |
|