| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1,276.3 |
1,277.1 |
0.8 |
0.1% |
1,289.6 |
| High |
1,292.4 |
1,286.2 |
-6.2 |
-0.5% |
1,291.8 |
| Low |
1,274.3 |
1,272.7 |
-1.6 |
-0.1% |
1,261.0 |
| Close |
1,276.6 |
1,279.5 |
2.9 |
0.2% |
1,275.0 |
| Range |
18.1 |
13.5 |
-4.6 |
-25.4% |
30.8 |
| ATR |
19.4 |
19.0 |
-0.4 |
-2.2% |
0.0 |
| Volume |
19,685 |
31,512 |
11,827 |
60.1% |
173,772 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.0 |
1,313.2 |
1,286.9 |
|
| R3 |
1,306.5 |
1,299.7 |
1,283.2 |
|
| R2 |
1,293.0 |
1,293.0 |
1,282.0 |
|
| R1 |
1,286.2 |
1,286.2 |
1,280.7 |
1,289.6 |
| PP |
1,279.5 |
1,279.5 |
1,279.5 |
1,281.2 |
| S1 |
1,272.7 |
1,272.7 |
1,278.3 |
1,276.1 |
| S2 |
1,266.0 |
1,266.0 |
1,277.0 |
|
| S3 |
1,252.5 |
1,259.2 |
1,275.8 |
|
| S4 |
1,239.0 |
1,245.7 |
1,272.1 |
|
|
| 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 |
1,265.6 |
26.8 |
2.1% |
15.7 |
1.2% |
52% |
False |
False |
34,702 |
| 10 |
1,299.9 |
1,261.0 |
38.9 |
3.0% |
17.3 |
1.4% |
48% |
False |
False |
27,904 |
| 20 |
1,308.0 |
1,230.5 |
77.5 |
6.1% |
18.8 |
1.5% |
63% |
False |
False |
19,346 |
| 40 |
1,308.0 |
1,211.8 |
96.2 |
7.5% |
18.2 |
1.4% |
70% |
False |
False |
11,847 |
| 60 |
1,308.0 |
1,209.5 |
98.5 |
7.7% |
19.7 |
1.5% |
71% |
False |
False |
8,985 |
| 80 |
1,308.0 |
1,101.0 |
207.0 |
16.2% |
19.7 |
1.5% |
86% |
False |
False |
7,263 |
| 100 |
1,308.0 |
1,059.5 |
248.5 |
19.4% |
17.9 |
1.4% |
89% |
False |
False |
5,976 |
| 120 |
1,308.0 |
1,049.4 |
258.6 |
20.2% |
16.9 |
1.3% |
89% |
False |
False |
5,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,343.6 |
|
2.618 |
1,321.5 |
|
1.618 |
1,308.0 |
|
1.000 |
1,299.7 |
|
0.618 |
1,294.5 |
|
HIGH |
1,286.2 |
|
0.618 |
1,281.0 |
|
0.500 |
1,279.5 |
|
0.382 |
1,277.9 |
|
LOW |
1,272.7 |
|
0.618 |
1,264.4 |
|
1.000 |
1,259.2 |
|
1.618 |
1,250.9 |
|
2.618 |
1,237.4 |
|
4.250 |
1,215.3 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,279.5 |
1,279.5 |
| PP |
1,279.5 |
1,279.5 |
| S1 |
1,279.5 |
1,279.5 |
|