| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,912.0 |
2,936.0 |
24.0 |
0.8% |
2,924.0 |
| High |
2,935.0 |
2,966.0 |
31.0 |
1.1% |
2,972.0 |
| Low |
2,889.0 |
2,891.0 |
2.0 |
0.1% |
2,873.0 |
| Close |
2,921.0 |
2,906.0 |
-15.0 |
-0.5% |
2,925.0 |
| Range |
46.0 |
75.0 |
29.0 |
63.0% |
99.0 |
| ATR |
54.9 |
56.3 |
1.4 |
2.6% |
0.0 |
| Volume |
1,532,082 |
1,360,494 |
-171,588 |
-11.2% |
5,786,914 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,146.0 |
3,101.0 |
2,947.3 |
|
| R3 |
3,071.0 |
3,026.0 |
2,926.6 |
|
| R2 |
2,996.0 |
2,996.0 |
2,919.8 |
|
| R1 |
2,951.0 |
2,951.0 |
2,912.9 |
2,936.0 |
| PP |
2,921.0 |
2,921.0 |
2,921.0 |
2,913.5 |
| S1 |
2,876.0 |
2,876.0 |
2,899.1 |
2,861.0 |
| S2 |
2,846.0 |
2,846.0 |
2,892.3 |
|
| S3 |
2,771.0 |
2,801.0 |
2,885.4 |
|
| S4 |
2,696.0 |
2,726.0 |
2,864.8 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,220.3 |
3,171.7 |
2,979.5 |
|
| R3 |
3,121.3 |
3,072.7 |
2,952.2 |
|
| R2 |
3,022.3 |
3,022.3 |
2,943.2 |
|
| R1 |
2,973.7 |
2,973.7 |
2,934.1 |
2,998.0 |
| PP |
2,923.3 |
2,923.3 |
2,923.3 |
2,935.5 |
| S1 |
2,874.7 |
2,874.7 |
2,915.9 |
2,899.0 |
| S2 |
2,824.3 |
2,824.3 |
2,906.9 |
|
| S3 |
2,725.3 |
2,775.7 |
2,897.8 |
|
| S4 |
2,626.3 |
2,676.7 |
2,870.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,966.0 |
2,873.0 |
93.0 |
3.2% |
59.0 |
2.0% |
35% |
True |
False |
1,242,517 |
| 10 |
2,972.0 |
2,855.0 |
117.0 |
4.0% |
53.5 |
1.8% |
44% |
False |
False |
1,226,081 |
| 20 |
3,094.0 |
2,855.0 |
239.0 |
8.2% |
51.0 |
1.8% |
21% |
False |
False |
1,242,472 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
11.0% |
52.2 |
1.8% |
41% |
False |
False |
1,258,688 |
| 60 |
3,094.0 |
2,724.0 |
370.0 |
12.7% |
55.7 |
1.9% |
49% |
False |
False |
1,014,788 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.2% |
60.9 |
2.1% |
62% |
False |
False |
765,846 |
| 100 |
3,235.0 |
2,594.0 |
641.0 |
22.1% |
63.2 |
2.2% |
49% |
False |
False |
613,221 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.1% |
61.1 |
2.1% |
37% |
False |
False |
511,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,284.8 |
|
2.618 |
3,162.4 |
|
1.618 |
3,087.4 |
|
1.000 |
3,041.0 |
|
0.618 |
3,012.4 |
|
HIGH |
2,966.0 |
|
0.618 |
2,937.4 |
|
0.500 |
2,928.5 |
|
0.382 |
2,919.7 |
|
LOW |
2,891.0 |
|
0.618 |
2,844.7 |
|
1.000 |
2,816.0 |
|
1.618 |
2,769.7 |
|
2.618 |
2,694.7 |
|
4.250 |
2,572.3 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,928.5 |
2,919.5 |
| PP |
2,921.0 |
2,915.0 |
| S1 |
2,913.5 |
2,910.5 |
|