| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,912.0 |
2,927.0 |
15.0 |
0.5% |
2,912.0 |
| High |
2,925.0 |
2,940.0 |
15.0 |
0.5% |
2,966.0 |
| Low |
2,890.0 |
2,914.0 |
24.0 |
0.8% |
2,887.0 |
| Close |
2,896.0 |
2,935.0 |
39.0 |
1.3% |
2,935.0 |
| Range |
35.0 |
26.0 |
-9.0 |
-25.7% |
79.0 |
| ATR |
55.0 |
54.2 |
-0.8 |
-1.4% |
0.0 |
| Volume |
1,283,373 |
1,240,265 |
-43,108 |
-3.4% |
6,776,708 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,007.7 |
2,997.3 |
2,949.3 |
|
| R3 |
2,981.7 |
2,971.3 |
2,942.2 |
|
| R2 |
2,955.7 |
2,955.7 |
2,939.8 |
|
| R1 |
2,945.3 |
2,945.3 |
2,937.4 |
2,950.5 |
| PP |
2,929.7 |
2,929.7 |
2,929.7 |
2,932.3 |
| S1 |
2,919.3 |
2,919.3 |
2,932.6 |
2,924.5 |
| S2 |
2,903.7 |
2,903.7 |
2,930.2 |
|
| S3 |
2,877.7 |
2,893.3 |
2,927.9 |
|
| S4 |
2,851.7 |
2,867.3 |
2,920.7 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.3 |
3,129.7 |
2,978.5 |
|
| R3 |
3,087.3 |
3,050.7 |
2,956.7 |
|
| R2 |
3,008.3 |
3,008.3 |
2,949.5 |
|
| R1 |
2,971.7 |
2,971.7 |
2,942.2 |
2,990.0 |
| PP |
2,929.3 |
2,929.3 |
2,929.3 |
2,938.5 |
| S1 |
2,892.7 |
2,892.7 |
2,927.8 |
2,911.0 |
| S2 |
2,850.3 |
2,850.3 |
2,920.5 |
|
| S3 |
2,771.3 |
2,813.7 |
2,913.3 |
|
| S4 |
2,692.3 |
2,734.7 |
2,891.6 |
|
|
| 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 |
2,887.0 |
79.0 |
2.7% |
46.8 |
1.6% |
61% |
False |
False |
1,355,341 |
| 10 |
2,972.0 |
2,873.0 |
99.0 |
3.4% |
49.9 |
1.7% |
63% |
False |
False |
1,256,362 |
| 20 |
3,085.0 |
2,855.0 |
230.0 |
7.8% |
50.0 |
1.7% |
35% |
False |
False |
1,264,588 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.9% |
50.7 |
1.7% |
50% |
False |
False |
1,266,258 |
| 60 |
3,094.0 |
2,760.0 |
334.0 |
11.4% |
54.4 |
1.9% |
52% |
False |
False |
1,078,903 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.0% |
59.4 |
2.0% |
68% |
False |
False |
814,206 |
| 100 |
3,235.0 |
2,594.0 |
641.0 |
21.8% |
62.8 |
2.1% |
53% |
False |
False |
652,052 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.8% |
61.7 |
2.1% |
40% |
False |
False |
543,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,050.5 |
|
2.618 |
3,008.1 |
|
1.618 |
2,982.1 |
|
1.000 |
2,966.0 |
|
0.618 |
2,956.1 |
|
HIGH |
2,940.0 |
|
0.618 |
2,930.1 |
|
0.500 |
2,927.0 |
|
0.382 |
2,923.9 |
|
LOW |
2,914.0 |
|
0.618 |
2,897.9 |
|
1.000 |
2,888.0 |
|
1.618 |
2,871.9 |
|
2.618 |
2,845.9 |
|
4.250 |
2,803.5 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,932.3 |
2,927.8 |
| PP |
2,929.7 |
2,920.7 |
| S1 |
2,927.0 |
2,913.5 |
|