| 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 |
2,896.0 |
2,912.0 |
16.0 |
0.6% |
2,924.0 |
| High |
2,939.0 |
2,925.0 |
-14.0 |
-0.5% |
2,972.0 |
| Low |
2,887.0 |
2,890.0 |
3.0 |
0.1% |
2,873.0 |
| Close |
2,931.0 |
2,896.0 |
-35.0 |
-1.2% |
2,925.0 |
| Range |
52.0 |
35.0 |
-17.0 |
-32.7% |
99.0 |
| ATR |
56.0 |
55.0 |
-1.1 |
-1.9% |
0.0 |
| Volume |
1,360,494 |
1,283,373 |
-77,121 |
-5.7% |
5,786,914 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,008.7 |
2,987.3 |
2,915.3 |
|
| R3 |
2,973.7 |
2,952.3 |
2,905.6 |
|
| R2 |
2,938.7 |
2,938.7 |
2,902.4 |
|
| R1 |
2,917.3 |
2,917.3 |
2,899.2 |
2,910.5 |
| PP |
2,903.7 |
2,903.7 |
2,903.7 |
2,900.3 |
| S1 |
2,882.3 |
2,882.3 |
2,892.8 |
2,875.5 |
| S2 |
2,868.7 |
2,868.7 |
2,889.6 |
|
| S3 |
2,833.7 |
2,847.3 |
2,886.4 |
|
| S4 |
2,798.7 |
2,812.3 |
2,876.8 |
|
|
| 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% |
54.8 |
1.9% |
25% |
False |
False |
1,195,240 |
| 10 |
2,972.0 |
2,855.0 |
117.0 |
4.0% |
53.5 |
1.8% |
35% |
False |
False |
1,248,360 |
| 20 |
3,087.0 |
2,855.0 |
232.0 |
8.0% |
50.1 |
1.7% |
18% |
False |
False |
1,253,200 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
11.0% |
51.3 |
1.8% |
38% |
False |
False |
1,262,989 |
| 60 |
3,094.0 |
2,724.0 |
370.0 |
12.8% |
55.4 |
1.9% |
46% |
False |
False |
1,058,392 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.3% |
60.0 |
2.1% |
60% |
False |
False |
798,831 |
| 100 |
3,235.0 |
2,594.0 |
641.0 |
22.1% |
62.9 |
2.2% |
47% |
False |
False |
639,655 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.2% |
61.7 |
2.1% |
36% |
False |
False |
533,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,073.8 |
|
2.618 |
3,016.6 |
|
1.618 |
2,981.6 |
|
1.000 |
2,960.0 |
|
0.618 |
2,946.6 |
|
HIGH |
2,925.0 |
|
0.618 |
2,911.6 |
|
0.500 |
2,907.5 |
|
0.382 |
2,903.4 |
|
LOW |
2,890.0 |
|
0.618 |
2,868.4 |
|
1.000 |
2,855.0 |
|
1.618 |
2,833.4 |
|
2.618 |
2,798.4 |
|
4.250 |
2,741.3 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,907.5 |
2,926.5 |
| PP |
2,903.7 |
2,916.3 |
| S1 |
2,899.8 |
2,906.2 |
|