| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,908.0 |
3,016.0 |
108.0 |
3.7% |
2,912.0 |
| High |
3,011.0 |
3,057.0 |
46.0 |
1.5% |
2,966.0 |
| Low |
2,901.0 |
3,012.0 |
111.0 |
3.8% |
2,887.0 |
| Close |
2,999.0 |
3,049.0 |
50.0 |
1.7% |
2,935.0 |
| Range |
110.0 |
45.0 |
-65.0 |
-59.1% |
79.0 |
| ATR |
57.6 |
57.6 |
0.0 |
0.1% |
0.0 |
| Volume |
1,508,611 |
1,172,851 |
-335,760 |
-22.3% |
6,776,708 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,174.3 |
3,156.7 |
3,073.8 |
|
| R3 |
3,129.3 |
3,111.7 |
3,061.4 |
|
| R2 |
3,084.3 |
3,084.3 |
3,057.3 |
|
| R1 |
3,066.7 |
3,066.7 |
3,053.1 |
3,075.5 |
| PP |
3,039.3 |
3,039.3 |
3,039.3 |
3,043.8 |
| S1 |
3,021.7 |
3,021.7 |
3,044.9 |
3,030.5 |
| S2 |
2,994.3 |
2,994.3 |
3,040.8 |
|
| S3 |
2,949.3 |
2,976.7 |
3,036.6 |
|
| S4 |
2,904.3 |
2,931.7 |
3,024.3 |
|
|
| 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 |
3,057.0 |
2,890.0 |
167.0 |
5.5% |
52.2 |
1.7% |
95% |
True |
False |
1,373,765 |
| 10 |
3,057.0 |
2,873.0 |
184.0 |
6.0% |
56.5 |
1.9% |
96% |
True |
False |
1,294,945 |
| 20 |
3,069.0 |
2,855.0 |
214.0 |
7.0% |
53.9 |
1.8% |
91% |
False |
False |
1,311,792 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.5% |
52.2 |
1.7% |
86% |
False |
False |
1,291,993 |
| 60 |
3,094.0 |
2,775.0 |
319.0 |
10.5% |
54.8 |
1.8% |
86% |
False |
False |
1,150,552 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
16.4% |
59.0 |
1.9% |
91% |
False |
False |
867,407 |
| 100 |
3,118.0 |
2,594.0 |
524.0 |
17.2% |
63.5 |
2.1% |
87% |
False |
False |
695,496 |
| 120 |
3,423.0 |
2,594.0 |
829.0 |
27.2% |
62.5 |
2.1% |
55% |
False |
False |
579,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,248.3 |
|
2.618 |
3,174.8 |
|
1.618 |
3,129.8 |
|
1.000 |
3,102.0 |
|
0.618 |
3,084.8 |
|
HIGH |
3,057.0 |
|
0.618 |
3,039.8 |
|
0.500 |
3,034.5 |
|
0.382 |
3,029.2 |
|
LOW |
3,012.0 |
|
0.618 |
2,984.2 |
|
1.000 |
2,967.0 |
|
1.618 |
2,939.2 |
|
2.618 |
2,894.2 |
|
4.250 |
2,820.8 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,044.2 |
3,025.7 |
| PP |
3,039.3 |
3,002.3 |
| S1 |
3,034.5 |
2,979.0 |
|