| 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 |
1,270.0 |
1,281.5 |
11.5 |
0.9% |
1,296.6 |
| High |
1,283.3 |
1,284.7 |
1.4 |
0.1% |
1,308.0 |
| Low |
1,269.1 |
1,265.6 |
-3.5 |
-0.3% |
1,273.0 |
| Close |
1,278.1 |
1,273.5 |
-4.6 |
-0.4% |
1,296.4 |
| Range |
14.2 |
19.1 |
4.9 |
34.5% |
35.0 |
| ATR |
20.0 |
19.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
65,167 |
40,444 |
-24,723 |
-37.9% |
101,317 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,331.9 |
1,321.8 |
1,284.0 |
|
| R3 |
1,312.8 |
1,302.7 |
1,278.8 |
|
| R2 |
1,293.7 |
1,293.7 |
1,277.0 |
|
| R1 |
1,283.6 |
1,283.6 |
1,275.3 |
1,279.1 |
| PP |
1,274.6 |
1,274.6 |
1,274.6 |
1,272.4 |
| S1 |
1,264.5 |
1,264.5 |
1,271.7 |
1,260.0 |
| S2 |
1,255.5 |
1,255.5 |
1,270.0 |
|
| S3 |
1,236.4 |
1,245.4 |
1,268.2 |
|
| S4 |
1,217.3 |
1,226.3 |
1,263.0 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.5 |
1,381.9 |
1,315.7 |
|
| R3 |
1,362.5 |
1,346.9 |
1,306.0 |
|
| R2 |
1,327.5 |
1,327.5 |
1,302.8 |
|
| R1 |
1,311.9 |
1,311.9 |
1,299.6 |
1,302.2 |
| PP |
1,292.5 |
1,292.5 |
1,292.5 |
1,287.6 |
| S1 |
1,276.9 |
1,276.9 |
1,293.2 |
1,267.2 |
| S2 |
1,257.5 |
1,257.5 |
1,290.0 |
|
| S3 |
1,222.5 |
1,241.9 |
1,286.8 |
|
| S4 |
1,187.5 |
1,206.9 |
1,277.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,299.9 |
1,261.0 |
38.9 |
3.1% |
18.5 |
1.5% |
32% |
False |
False |
37,155 |
| 10 |
1,308.0 |
1,261.0 |
47.0 |
3.7% |
19.6 |
1.5% |
27% |
False |
False |
27,766 |
| 20 |
1,308.0 |
1,228.7 |
79.3 |
6.2% |
19.0 |
1.5% |
56% |
False |
False |
16,477 |
| 40 |
1,308.0 |
1,211.8 |
96.2 |
7.6% |
18.3 |
1.4% |
64% |
False |
False |
10,432 |
| 60 |
1,308.0 |
1,204.5 |
103.5 |
8.1% |
20.1 |
1.6% |
67% |
False |
False |
7,953 |
| 80 |
1,308.0 |
1,092.3 |
215.7 |
16.9% |
19.5 |
1.5% |
84% |
False |
False |
6,476 |
| 100 |
1,308.0 |
1,056.2 |
251.8 |
19.8% |
17.9 |
1.4% |
86% |
False |
False |
5,313 |
| 120 |
1,308.0 |
1,049.4 |
258.6 |
20.3% |
16.6 |
1.3% |
87% |
False |
False |
4,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,365.9 |
|
2.618 |
1,334.7 |
|
1.618 |
1,315.6 |
|
1.000 |
1,303.8 |
|
0.618 |
1,296.5 |
|
HIGH |
1,284.7 |
|
0.618 |
1,277.4 |
|
0.500 |
1,275.2 |
|
0.382 |
1,272.9 |
|
LOW |
1,265.6 |
|
0.618 |
1,253.8 |
|
1.000 |
1,246.5 |
|
1.618 |
1,234.7 |
|
2.618 |
1,215.6 |
|
4.250 |
1,184.4 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,275.2 |
1,273.3 |
| PP |
1,274.6 |
1,273.1 |
| S1 |
1,274.1 |
1,272.9 |
|