| 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 |
2,930.0 |
2,910.0 |
-20.0 |
-0.7% |
2,979.0 |
| High |
2,934.0 |
2,946.0 |
12.0 |
0.4% |
2,985.0 |
| Low |
2,898.0 |
2,884.0 |
-14.0 |
-0.5% |
2,845.0 |
| Close |
2,914.0 |
2,892.0 |
-22.0 |
-0.8% |
2,890.0 |
| Range |
36.0 |
62.0 |
26.0 |
72.2% |
140.0 |
| ATR |
49.2 |
50.1 |
0.9 |
1.9% |
0.0 |
| Volume |
395 |
1,352 |
957 |
242.3% |
31,573 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,093.3 |
3,054.7 |
2,926.1 |
|
| R3 |
3,031.3 |
2,992.7 |
2,909.1 |
|
| R2 |
2,969.3 |
2,969.3 |
2,903.4 |
|
| R1 |
2,930.7 |
2,930.7 |
2,897.7 |
2,919.0 |
| PP |
2,907.3 |
2,907.3 |
2,907.3 |
2,901.5 |
| S1 |
2,868.7 |
2,868.7 |
2,886.3 |
2,857.0 |
| S2 |
2,845.3 |
2,845.3 |
2,880.6 |
|
| S3 |
2,783.3 |
2,806.7 |
2,875.0 |
|
| S4 |
2,721.3 |
2,744.7 |
2,857.9 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,326.7 |
3,248.3 |
2,967.0 |
|
| R3 |
3,186.7 |
3,108.3 |
2,928.5 |
|
| R2 |
3,046.7 |
3,046.7 |
2,915.7 |
|
| R1 |
2,968.3 |
2,968.3 |
2,902.8 |
2,937.5 |
| PP |
2,906.7 |
2,906.7 |
2,906.7 |
2,891.3 |
| S1 |
2,828.3 |
2,828.3 |
2,877.2 |
2,797.5 |
| S2 |
2,766.7 |
2,766.7 |
2,864.3 |
|
| S3 |
2,626.7 |
2,688.3 |
2,851.5 |
|
| S4 |
2,486.7 |
2,548.3 |
2,813.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,960.0 |
2,845.0 |
115.0 |
4.0% |
48.4 |
1.7% |
41% |
False |
False |
5,600 |
| 10 |
3,026.0 |
2,845.0 |
181.0 |
6.3% |
47.4 |
1.6% |
26% |
False |
False |
5,914 |
| 20 |
3,078.0 |
2,845.0 |
233.0 |
8.1% |
43.9 |
1.5% |
20% |
False |
False |
7,692 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.9% |
46.4 |
1.6% |
41% |
False |
False |
8,682 |
| 60 |
3,078.0 |
2,726.0 |
352.0 |
12.2% |
40.7 |
1.4% |
47% |
False |
False |
7,653 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.4% |
37.4 |
1.3% |
61% |
False |
False |
5,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,209.5 |
|
2.618 |
3,108.3 |
|
1.618 |
3,046.3 |
|
1.000 |
3,008.0 |
|
0.618 |
2,984.3 |
|
HIGH |
2,946.0 |
|
0.618 |
2,922.3 |
|
0.500 |
2,915.0 |
|
0.382 |
2,907.7 |
|
LOW |
2,884.0 |
|
0.618 |
2,845.7 |
|
1.000 |
2,822.0 |
|
1.618 |
2,783.7 |
|
2.618 |
2,721.7 |
|
4.250 |
2,620.5 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,915.0 |
2,922.0 |
| PP |
2,907.3 |
2,912.0 |
| S1 |
2,899.7 |
2,902.0 |
|