| 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 |
1,266.8 |
1,276.3 |
9.5 |
0.7% |
1,289.6 |
| High |
1,279.9 |
1,292.4 |
12.5 |
1.0% |
1,291.8 |
| Low |
1,266.5 |
1,274.3 |
7.8 |
0.6% |
1,261.0 |
| Close |
1,275.0 |
1,276.6 |
1.6 |
0.1% |
1,275.0 |
| Range |
13.4 |
18.1 |
4.7 |
35.1% |
30.8 |
| ATR |
19.5 |
19.4 |
-0.1 |
-0.5% |
0.0 |
| Volume |
16,704 |
19,685 |
2,981 |
17.8% |
173,772 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,335.4 |
1,324.1 |
1,286.6 |
|
| R3 |
1,317.3 |
1,306.0 |
1,281.6 |
|
| R2 |
1,299.2 |
1,299.2 |
1,279.9 |
|
| R1 |
1,287.9 |
1,287.9 |
1,278.3 |
1,293.6 |
| PP |
1,281.1 |
1,281.1 |
1,281.1 |
1,283.9 |
| S1 |
1,269.8 |
1,269.8 |
1,274.9 |
1,275.5 |
| S2 |
1,263.0 |
1,263.0 |
1,273.3 |
|
| S3 |
1,244.9 |
1,251.7 |
1,271.6 |
|
| S4 |
1,226.8 |
1,233.6 |
1,266.6 |
|
|
| 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 |
1,292.4 |
1,261.0 |
31.4 |
2.5% |
15.6 |
1.2% |
50% |
True |
False |
32,896 |
| 10 |
1,306.0 |
1,261.0 |
45.0 |
3.5% |
17.9 |
1.4% |
35% |
False |
False |
27,456 |
| 20 |
1,308.0 |
1,230.5 |
77.5 |
6.1% |
19.6 |
1.5% |
59% |
False |
False |
17,870 |
| 40 |
1,308.0 |
1,211.8 |
96.2 |
7.5% |
18.3 |
1.4% |
67% |
False |
False |
11,174 |
| 60 |
1,308.0 |
1,204.5 |
103.5 |
8.1% |
19.8 |
1.6% |
70% |
False |
False |
8,473 |
| 80 |
1,308.0 |
1,095.9 |
212.1 |
16.6% |
19.6 |
1.5% |
85% |
False |
False |
6,898 |
| 100 |
1,308.0 |
1,059.5 |
248.5 |
19.5% |
17.8 |
1.4% |
87% |
False |
False |
5,662 |
| 120 |
1,308.0 |
1,049.4 |
258.6 |
20.3% |
16.8 |
1.3% |
88% |
False |
False |
4,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,369.3 |
|
2.618 |
1,339.8 |
|
1.618 |
1,321.7 |
|
1.000 |
1,310.5 |
|
0.618 |
1,303.6 |
|
HIGH |
1,292.4 |
|
0.618 |
1,285.5 |
|
0.500 |
1,283.4 |
|
0.382 |
1,281.2 |
|
LOW |
1,274.3 |
|
0.618 |
1,263.1 |
|
1.000 |
1,256.2 |
|
1.618 |
1,245.0 |
|
2.618 |
1,226.9 |
|
4.250 |
1,197.4 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,283.4 |
1,279.0 |
| PP |
1,281.1 |
1,278.2 |
| S1 |
1,278.9 |
1,277.4 |
|