| 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 |
1,125.2 |
1,111.0 |
-14.2 |
-1.3% |
1,130.1 |
| High |
1,126.5 |
1,118.1 |
-8.4 |
-0.7% |
1,138.7 |
| Low |
1,110.0 |
1,097.8 |
-12.2 |
-1.1% |
1,097.5 |
| Close |
1,110.3 |
1,104.8 |
-5.5 |
-0.5% |
1,113.9 |
| Range |
16.5 |
20.3 |
3.8 |
23.0% |
41.2 |
| ATR |
16.6 |
16.8 |
0.3 |
1.6% |
0.0 |
| Volume |
83,775 |
105,727 |
21,952 |
26.2% |
459,899 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,167.8 |
1,156.5 |
1,116.0 |
|
| R3 |
1,147.5 |
1,136.3 |
1,110.5 |
|
| R2 |
1,127.3 |
1,127.3 |
1,108.5 |
|
| R1 |
1,116.0 |
1,116.0 |
1,106.8 |
1,111.5 |
| PP |
1,107.0 |
1,107.0 |
1,107.0 |
1,104.5 |
| S1 |
1,095.8 |
1,095.8 |
1,103.0 |
1,091.3 |
| S2 |
1,086.5 |
1,086.5 |
1,101.0 |
|
| S3 |
1,066.3 |
1,075.5 |
1,099.3 |
|
| S4 |
1,046.0 |
1,055.0 |
1,093.8 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,240.3 |
1,218.3 |
1,136.5 |
|
| R3 |
1,199.0 |
1,177.0 |
1,125.3 |
|
| R2 |
1,158.0 |
1,158.0 |
1,121.5 |
|
| R1 |
1,136.0 |
1,136.0 |
1,117.8 |
1,126.3 |
| PP |
1,116.8 |
1,116.8 |
1,116.8 |
1,112.0 |
| S1 |
1,094.8 |
1,094.8 |
1,110.0 |
1,085.0 |
| S2 |
1,075.5 |
1,075.5 |
1,106.3 |
|
| S3 |
1,034.3 |
1,053.5 |
1,102.5 |
|
| S4 |
993.0 |
1,012.3 |
1,091.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,127.3 |
1,097.5 |
29.8 |
2.7% |
16.3 |
1.5% |
24% |
False |
False |
89,667 |
| 10 |
1,142.0 |
1,097.5 |
44.5 |
4.0% |
17.5 |
1.6% |
16% |
False |
False |
93,604 |
| 20 |
1,154.4 |
1,097.5 |
56.9 |
5.2% |
16.0 |
1.5% |
13% |
False |
False |
86,684 |
| 40 |
1,154.4 |
1,059.5 |
94.9 |
8.6% |
17.0 |
1.5% |
48% |
False |
False |
87,857 |
| 60 |
1,154.4 |
992.4 |
162.0 |
14.7% |
16.8 |
1.5% |
69% |
False |
False |
70,992 |
| 80 |
1,154.4 |
945.2 |
209.2 |
18.9% |
15.0 |
1.4% |
76% |
False |
False |
53,248 |
| 100 |
1,158.6 |
945.2 |
213.4 |
19.3% |
13.5 |
1.2% |
75% |
False |
False |
42,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,204.5 |
|
2.618 |
1,171.3 |
|
1.618 |
1,151.0 |
|
1.000 |
1,138.5 |
|
0.618 |
1,130.8 |
|
HIGH |
1,118.0 |
|
0.618 |
1,110.3 |
|
0.500 |
1,108.0 |
|
0.382 |
1,105.5 |
|
LOW |
1,097.8 |
|
0.618 |
1,085.3 |
|
1.000 |
1,077.5 |
|
1.618 |
1,065.0 |
|
2.618 |
1,044.8 |
|
4.250 |
1,011.5 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,108.0 |
1,112.5 |
| PP |
1,107.0 |
1,110.0 |
| S1 |
1,105.8 |
1,107.5 |
|