| 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 |
2,927.0 |
2,939.0 |
12.0 |
0.4% |
2,912.0 |
| High |
2,940.0 |
2,950.0 |
10.0 |
0.3% |
2,966.0 |
| Low |
2,914.0 |
2,905.0 |
-9.0 |
-0.3% |
2,887.0 |
| Close |
2,935.0 |
2,924.0 |
-11.0 |
-0.4% |
2,935.0 |
| Range |
26.0 |
45.0 |
19.0 |
73.1% |
79.0 |
| ATR |
54.2 |
53.5 |
-0.7 |
-1.2% |
0.0 |
| Volume |
1,240,265 |
1,663,727 |
423,462 |
34.1% |
6,776,708 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,061.3 |
3,037.7 |
2,948.8 |
|
| R3 |
3,016.3 |
2,992.7 |
2,936.4 |
|
| R2 |
2,971.3 |
2,971.3 |
2,932.3 |
|
| R1 |
2,947.7 |
2,947.7 |
2,928.1 |
2,937.0 |
| PP |
2,926.3 |
2,926.3 |
2,926.3 |
2,921.0 |
| S1 |
2,902.7 |
2,902.7 |
2,919.9 |
2,892.0 |
| S2 |
2,881.3 |
2,881.3 |
2,915.8 |
|
| S3 |
2,836.3 |
2,857.7 |
2,911.6 |
|
| S4 |
2,791.3 |
2,812.7 |
2,899.3 |
|
|
| 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% |
46.6 |
1.6% |
47% |
False |
False |
1,381,670 |
| 10 |
2,972.0 |
2,873.0 |
99.0 |
3.4% |
49.5 |
1.7% |
52% |
False |
False |
1,297,601 |
| 20 |
3,085.0 |
2,855.0 |
230.0 |
7.9% |
50.1 |
1.7% |
30% |
False |
False |
1,298,229 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.9% |
50.6 |
1.7% |
47% |
False |
False |
1,284,912 |
| 60 |
3,094.0 |
2,775.0 |
319.0 |
10.9% |
54.2 |
1.9% |
47% |
False |
False |
1,106,372 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.1% |
58.8 |
2.0% |
66% |
False |
False |
833,971 |
| 100 |
3,230.0 |
2,594.0 |
636.0 |
21.8% |
63.0 |
2.2% |
52% |
False |
False |
668,689 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.9% |
61.9 |
2.1% |
39% |
False |
False |
557,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,141.3 |
|
2.618 |
3,067.8 |
|
1.618 |
3,022.8 |
|
1.000 |
2,995.0 |
|
0.618 |
2,977.8 |
|
HIGH |
2,950.0 |
|
0.618 |
2,932.8 |
|
0.500 |
2,927.5 |
|
0.382 |
2,922.2 |
|
LOW |
2,905.0 |
|
0.618 |
2,877.2 |
|
1.000 |
2,860.0 |
|
1.618 |
2,832.2 |
|
2.618 |
2,787.2 |
|
4.250 |
2,713.8 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,927.5 |
2,922.7 |
| PP |
2,926.3 |
2,921.3 |
| S1 |
2,925.2 |
2,920.0 |
|