| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,936.0 |
2,896.0 |
-40.0 |
-1.4% |
2,924.0 |
| High |
2,966.0 |
2,939.0 |
-27.0 |
-0.9% |
2,972.0 |
| Low |
2,891.0 |
2,887.0 |
-4.0 |
-0.1% |
2,873.0 |
| Close |
2,906.0 |
2,931.0 |
25.0 |
0.9% |
2,925.0 |
| Range |
75.0 |
52.0 |
-23.0 |
-30.7% |
99.0 |
| ATR |
56.3 |
56.0 |
-0.3 |
-0.6% |
0.0 |
| Volume |
1,360,494 |
1,360,494 |
0 |
0.0% |
5,786,914 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,075.0 |
3,055.0 |
2,959.6 |
|
| R3 |
3,023.0 |
3,003.0 |
2,945.3 |
|
| R2 |
2,971.0 |
2,971.0 |
2,940.5 |
|
| R1 |
2,951.0 |
2,951.0 |
2,935.8 |
2,961.0 |
| PP |
2,919.0 |
2,919.0 |
2,919.0 |
2,924.0 |
| S1 |
2,899.0 |
2,899.0 |
2,926.2 |
2,909.0 |
| S2 |
2,867.0 |
2,867.0 |
2,921.5 |
|
| S3 |
2,815.0 |
2,847.0 |
2,916.7 |
|
| S4 |
2,763.0 |
2,795.0 |
2,902.4 |
|
|
| 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% |
60.8 |
2.1% |
62% |
False |
False |
1,216,125 |
| 10 |
2,972.0 |
2,855.0 |
117.0 |
4.0% |
53.4 |
1.8% |
65% |
False |
False |
1,259,089 |
| 20 |
3,094.0 |
2,855.0 |
239.0 |
8.2% |
50.3 |
1.7% |
32% |
False |
False |
1,241,853 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.9% |
52.0 |
1.8% |
49% |
False |
False |
1,258,382 |
| 60 |
3,094.0 |
2,724.0 |
370.0 |
12.6% |
55.7 |
1.9% |
56% |
False |
False |
1,037,454 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.1% |
60.8 |
2.1% |
67% |
False |
False |
782,826 |
| 100 |
3,235.0 |
2,594.0 |
641.0 |
21.9% |
63.1 |
2.2% |
53% |
False |
False |
626,822 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.8% |
61.4 |
2.1% |
40% |
False |
False |
522,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,160.0 |
|
2.618 |
3,075.1 |
|
1.618 |
3,023.1 |
|
1.000 |
2,991.0 |
|
0.618 |
2,971.1 |
|
HIGH |
2,939.0 |
|
0.618 |
2,919.1 |
|
0.500 |
2,913.0 |
|
0.382 |
2,906.9 |
|
LOW |
2,887.0 |
|
0.618 |
2,854.9 |
|
1.000 |
2,835.0 |
|
1.618 |
2,802.9 |
|
2.618 |
2,750.9 |
|
4.250 |
2,666.0 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,925.0 |
2,929.5 |
| PP |
2,919.0 |
2,928.0 |
| S1 |
2,913.0 |
2,926.5 |
|