| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1,105.0 |
1,099.8 |
-5.2 |
-0.5% |
1,114.7 |
| High |
1,112.6 |
1,118.6 |
6.0 |
0.5% |
1,127.3 |
| Low |
1,096.6 |
1,096.0 |
-0.6 |
-0.1% |
1,096.6 |
| Close |
1,100.0 |
1,113.6 |
13.6 |
1.2% |
1,100.0 |
| Range |
16.0 |
22.6 |
6.6 |
41.3% |
30.7 |
| ATR |
16.8 |
17.2 |
0.4 |
2.5% |
0.0 |
| Volume |
91,943 |
85,930 |
-6,013 |
-6.5% |
444,238 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,177.3 |
1,168.0 |
1,126.0 |
|
| R3 |
1,154.5 |
1,145.5 |
1,119.8 |
|
| R2 |
1,132.0 |
1,132.0 |
1,117.8 |
|
| R1 |
1,122.8 |
1,122.8 |
1,115.8 |
1,127.5 |
| PP |
1,109.5 |
1,109.5 |
1,109.5 |
1,111.8 |
| S1 |
1,100.3 |
1,100.3 |
1,111.5 |
1,104.8 |
| S2 |
1,086.8 |
1,086.8 |
1,109.5 |
|
| S3 |
1,064.3 |
1,077.5 |
1,107.5 |
|
| S4 |
1,041.5 |
1,055.0 |
1,101.3 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,200.0 |
1,180.8 |
1,117.0 |
|
| R3 |
1,169.3 |
1,150.0 |
1,108.5 |
|
| R2 |
1,138.8 |
1,138.8 |
1,105.8 |
|
| R1 |
1,119.3 |
1,119.3 |
1,102.8 |
1,113.8 |
| PP |
1,108.0 |
1,108.0 |
1,108.0 |
1,105.0 |
| S1 |
1,088.8 |
1,088.8 |
1,097.3 |
1,083.0 |
| S2 |
1,077.3 |
1,077.3 |
1,094.3 |
|
| S3 |
1,046.5 |
1,058.0 |
1,091.5 |
|
| S4 |
1,015.8 |
1,027.3 |
1,083.0 |
|
|
| 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 |
1,096.0 |
31.3 |
2.8% |
18.0 |
1.6% |
56% |
False |
True |
89,176 |
| 10 |
1,138.4 |
1,096.0 |
42.4 |
3.8% |
17.8 |
1.6% |
42% |
False |
True |
90,933 |
| 20 |
1,154.4 |
1,096.0 |
58.4 |
5.2% |
16.8 |
1.5% |
30% |
False |
True |
88,773 |
| 40 |
1,154.4 |
1,059.5 |
94.9 |
8.5% |
16.8 |
1.5% |
57% |
False |
False |
86,779 |
| 60 |
1,154.4 |
997.1 |
157.3 |
14.1% |
17.0 |
1.5% |
74% |
False |
False |
73,956 |
| 80 |
1,154.4 |
945.2 |
209.2 |
18.8% |
15.3 |
1.4% |
80% |
False |
False |
55,471 |
| 100 |
1,158.6 |
945.2 |
213.4 |
19.2% |
13.8 |
1.2% |
79% |
False |
False |
44,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,214.8 |
|
2.618 |
1,177.8 |
|
1.618 |
1,155.3 |
|
1.000 |
1,141.3 |
|
0.618 |
1,132.5 |
|
HIGH |
1,118.5 |
|
0.618 |
1,110.0 |
|
0.500 |
1,107.3 |
|
0.382 |
1,104.8 |
|
LOW |
1,096.0 |
|
0.618 |
1,082.0 |
|
1.000 |
1,073.5 |
|
1.618 |
1,059.5 |
|
2.618 |
1,036.8 |
|
4.250 |
1,000.0 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,111.5 |
1,111.5 |
| PP |
1,109.5 |
1,109.5 |
| S1 |
1,107.3 |
1,107.3 |
|