| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
9,967.5 |
9,818.0 |
-149.5 |
-1.5% |
9,960.0 |
| High |
10,087.5 |
9,979.5 |
-108.0 |
-1.1% |
10,114.5 |
| Low |
9,838.5 |
9,761.0 |
-77.5 |
-0.8% |
9,761.0 |
| Close |
9,861.0 |
9,945.5 |
84.5 |
0.9% |
9,945.5 |
| Range |
249.0 |
218.5 |
-30.5 |
-12.2% |
353.5 |
| ATR |
184.2 |
186.7 |
2.4 |
1.3% |
0.0 |
| Volume |
109,025 |
116,111 |
7,086 |
6.5% |
539,308 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,550.8 |
10,466.7 |
10,065.7 |
|
| R3 |
10,332.3 |
10,248.2 |
10,005.6 |
|
| R2 |
10,113.8 |
10,113.8 |
9,985.6 |
|
| R1 |
10,029.7 |
10,029.7 |
9,965.5 |
10,071.8 |
| PP |
9,895.3 |
9,895.3 |
9,895.3 |
9,916.4 |
| S1 |
9,811.2 |
9,811.2 |
9,925.5 |
9,853.3 |
| S2 |
9,676.8 |
9,676.8 |
9,905.4 |
|
| S3 |
9,458.3 |
9,592.7 |
9,885.4 |
|
| S4 |
9,239.8 |
9,374.2 |
9,825.3 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,000.8 |
10,826.7 |
10,139.9 |
|
| R3 |
10,647.3 |
10,473.2 |
10,042.7 |
|
| R2 |
10,293.8 |
10,293.8 |
10,010.3 |
|
| R1 |
10,119.7 |
10,119.7 |
9,977.9 |
10,030.0 |
| PP |
9,940.3 |
9,940.3 |
9,940.3 |
9,895.5 |
| S1 |
9,766.2 |
9,766.2 |
9,913.1 |
9,676.5 |
| S2 |
9,586.8 |
9,586.8 |
9,880.7 |
|
| S3 |
9,233.3 |
9,412.7 |
9,848.3 |
|
| S4 |
8,879.8 |
9,059.2 |
9,751.1 |
|
|
| 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 |
9,761.0 |
353.5 |
3.6% |
185.1 |
1.9% |
52% |
False |
True |
107,861 |
| 10 |
10,169.0 |
9,736.0 |
433.0 |
4.4% |
170.9 |
1.7% |
48% |
False |
False |
106,736 |
| 20 |
10,522.0 |
9,736.0 |
786.0 |
7.9% |
177.0 |
1.8% |
27% |
False |
False |
107,821 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.6% |
178.9 |
1.8% |
45% |
False |
False |
104,184 |
| 60 |
10,522.0 |
9,158.5 |
1,363.5 |
13.7% |
182.1 |
1.8% |
58% |
False |
False |
74,417 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
18.0% |
194.4 |
2.0% |
68% |
False |
False |
56,043 |
| 100 |
10,920.5 |
8,730.0 |
2,190.5 |
22.0% |
204.3 |
2.1% |
55% |
False |
False |
45,031 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.4% |
199.0 |
2.0% |
45% |
False |
False |
37,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,908.1 |
|
2.618 |
10,551.5 |
|
1.618 |
10,333.0 |
|
1.000 |
10,198.0 |
|
0.618 |
10,114.5 |
|
HIGH |
9,979.5 |
|
0.618 |
9,896.0 |
|
0.500 |
9,870.3 |
|
0.382 |
9,844.5 |
|
LOW |
9,761.0 |
|
0.618 |
9,626.0 |
|
1.000 |
9,542.5 |
|
1.618 |
9,407.5 |
|
2.618 |
9,189.0 |
|
4.250 |
8,832.4 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,920.4 |
9,938.4 |
| PP |
9,895.3 |
9,931.3 |
| S1 |
9,870.3 |
9,924.3 |
|