| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
10,060.5 |
9,967.5 |
-93.0 |
-0.9% |
10,080.5 |
| High |
10,068.0 |
10,087.5 |
19.5 |
0.2% |
10,169.0 |
| Low |
9,928.0 |
9,838.5 |
-89.5 |
-0.9% |
9,736.0 |
| Close |
9,978.5 |
9,861.0 |
-117.5 |
-1.2% |
9,876.5 |
| Range |
140.0 |
249.0 |
109.0 |
77.9% |
433.0 |
| ATR |
179.2 |
184.2 |
5.0 |
2.8% |
0.0 |
| Volume |
125,024 |
109,025 |
-15,999 |
-12.8% |
528,058 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,676.0 |
10,517.5 |
9,998.0 |
|
| R3 |
10,427.0 |
10,268.5 |
9,929.5 |
|
| R2 |
10,178.0 |
10,178.0 |
9,906.7 |
|
| R1 |
10,019.5 |
10,019.5 |
9,883.8 |
9,974.3 |
| PP |
9,929.0 |
9,929.0 |
9,929.0 |
9,906.4 |
| S1 |
9,770.5 |
9,770.5 |
9,838.2 |
9,725.3 |
| S2 |
9,680.0 |
9,680.0 |
9,815.4 |
|
| S3 |
9,431.0 |
9,521.5 |
9,792.5 |
|
| S4 |
9,182.0 |
9,272.5 |
9,724.1 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,226.2 |
10,984.3 |
10,114.7 |
|
| R3 |
10,793.2 |
10,551.3 |
9,995.6 |
|
| R2 |
10,360.2 |
10,360.2 |
9,955.9 |
|
| R1 |
10,118.3 |
10,118.3 |
9,916.2 |
10,022.8 |
| PP |
9,927.2 |
9,927.2 |
9,927.2 |
9,879.4 |
| S1 |
9,685.3 |
9,685.3 |
9,836.8 |
9,589.8 |
| S2 |
9,494.2 |
9,494.2 |
9,797.1 |
|
| S3 |
9,061.2 |
9,252.3 |
9,757.4 |
|
| S4 |
8,628.2 |
8,819.3 |
9,638.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,114.5 |
9,736.0 |
378.5 |
3.8% |
180.5 |
1.8% |
33% |
False |
False |
106,997 |
| 10 |
10,282.5 |
9,736.0 |
546.5 |
5.5% |
171.9 |
1.7% |
23% |
False |
False |
104,124 |
| 20 |
10,522.0 |
9,736.0 |
786.0 |
8.0% |
170.2 |
1.7% |
16% |
False |
False |
107,204 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.6% |
176.0 |
1.8% |
37% |
False |
False |
103,401 |
| 60 |
10,522.0 |
9,158.5 |
1,363.5 |
13.8% |
183.1 |
1.9% |
52% |
False |
False |
72,504 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
18.2% |
194.8 |
2.0% |
63% |
False |
False |
54,605 |
| 100 |
10,920.5 |
8,730.0 |
2,190.5 |
22.2% |
204.3 |
2.1% |
52% |
False |
False |
43,874 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.6% |
197.9 |
2.0% |
42% |
False |
False |
36,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,145.8 |
|
2.618 |
10,739.4 |
|
1.618 |
10,490.4 |
|
1.000 |
10,336.5 |
|
0.618 |
10,241.4 |
|
HIGH |
10,087.5 |
|
0.618 |
9,992.4 |
|
0.500 |
9,963.0 |
|
0.382 |
9,933.6 |
|
LOW |
9,838.5 |
|
0.618 |
9,684.6 |
|
1.000 |
9,589.5 |
|
1.618 |
9,435.6 |
|
2.618 |
9,186.6 |
|
4.250 |
8,780.3 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,963.0 |
9,976.5 |
| PP |
9,929.0 |
9,938.0 |
| S1 |
9,895.0 |
9,899.5 |
|