| 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 |
1,281.5 |
1,266.8 |
-14.7 |
-1.1% |
1,289.6 |
| High |
1,284.7 |
1,279.9 |
-4.8 |
-0.4% |
1,291.8 |
| Low |
1,265.6 |
1,266.5 |
0.9 |
0.1% |
1,261.0 |
| Close |
1,273.5 |
1,275.0 |
1.5 |
0.1% |
1,275.0 |
| Range |
19.1 |
13.4 |
-5.7 |
-29.8% |
30.8 |
| ATR |
19.9 |
19.5 |
-0.5 |
-2.3% |
0.0 |
| Volume |
40,444 |
16,704 |
-23,740 |
-58.7% |
173,772 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.0 |
1,307.9 |
1,282.4 |
|
| R3 |
1,300.6 |
1,294.5 |
1,278.7 |
|
| R2 |
1,287.2 |
1,287.2 |
1,277.5 |
|
| R1 |
1,281.1 |
1,281.1 |
1,276.2 |
1,284.2 |
| PP |
1,273.8 |
1,273.8 |
1,273.8 |
1,275.3 |
| S1 |
1,267.7 |
1,267.7 |
1,273.8 |
1,270.8 |
| S2 |
1,260.4 |
1,260.4 |
1,272.5 |
|
| S3 |
1,247.0 |
1,254.3 |
1,271.3 |
|
| S4 |
1,233.6 |
1,240.9 |
1,267.6 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,368.3 |
1,352.5 |
1,291.9 |
|
| R3 |
1,337.5 |
1,321.7 |
1,283.5 |
|
| R2 |
1,306.7 |
1,306.7 |
1,280.6 |
|
| R1 |
1,290.9 |
1,290.9 |
1,277.8 |
1,283.4 |
| PP |
1,275.9 |
1,275.9 |
1,275.9 |
1,272.2 |
| S1 |
1,260.1 |
1,260.1 |
1,272.2 |
1,252.6 |
| S2 |
1,245.1 |
1,245.1 |
1,269.4 |
|
| S3 |
1,214.3 |
1,229.3 |
1,266.5 |
|
| S4 |
1,183.5 |
1,198.5 |
1,258.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,291.8 |
1,261.0 |
30.8 |
2.4% |
17.2 |
1.3% |
45% |
False |
False |
34,754 |
| 10 |
1,308.0 |
1,261.0 |
47.0 |
3.7% |
17.7 |
1.4% |
30% |
False |
False |
27,508 |
| 20 |
1,308.0 |
1,230.5 |
77.5 |
6.1% |
19.2 |
1.5% |
57% |
False |
False |
17,224 |
| 40 |
1,308.0 |
1,211.8 |
96.2 |
7.5% |
18.3 |
1.4% |
66% |
False |
False |
10,773 |
| 60 |
1,308.0 |
1,204.5 |
103.5 |
8.1% |
19.7 |
1.5% |
68% |
False |
False |
8,170 |
| 80 |
1,308.0 |
1,094.0 |
214.0 |
16.8% |
19.5 |
1.5% |
85% |
False |
False |
6,665 |
| 100 |
1,308.0 |
1,059.5 |
248.5 |
19.5% |
17.8 |
1.4% |
87% |
False |
False |
5,475 |
| 120 |
1,308.0 |
1,049.4 |
258.6 |
20.3% |
16.7 |
1.3% |
87% |
False |
False |
4,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,336.9 |
|
2.618 |
1,315.0 |
|
1.618 |
1,301.6 |
|
1.000 |
1,293.3 |
|
0.618 |
1,288.2 |
|
HIGH |
1,279.9 |
|
0.618 |
1,274.8 |
|
0.500 |
1,273.2 |
|
0.382 |
1,271.6 |
|
LOW |
1,266.5 |
|
0.618 |
1,258.2 |
|
1.000 |
1,253.1 |
|
1.618 |
1,244.8 |
|
2.618 |
1,231.4 |
|
4.250 |
1,209.6 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,274.4 |
1,275.2 |
| PP |
1,273.8 |
1,275.1 |
| S1 |
1,273.2 |
1,275.1 |
|