| 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 |
2,910.0 |
2,881.0 |
-29.0 |
-1.0% |
2,912.0 |
| High |
2,946.0 |
2,927.0 |
-19.0 |
-0.6% |
2,960.0 |
| Low |
2,884.0 |
2,866.0 |
-18.0 |
-0.6% |
2,866.0 |
| Close |
2,892.0 |
2,914.0 |
22.0 |
0.8% |
2,914.0 |
| Range |
62.0 |
61.0 |
-1.0 |
-1.6% |
94.0 |
| ATR |
50.1 |
50.9 |
0.8 |
1.6% |
0.0 |
| Volume |
1,352 |
561 |
-791 |
-58.5% |
27,970 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,085.3 |
3,060.7 |
2,947.6 |
|
| R3 |
3,024.3 |
2,999.7 |
2,930.8 |
|
| R2 |
2,963.3 |
2,963.3 |
2,925.2 |
|
| R1 |
2,938.7 |
2,938.7 |
2,919.6 |
2,951.0 |
| PP |
2,902.3 |
2,902.3 |
2,902.3 |
2,908.5 |
| S1 |
2,877.7 |
2,877.7 |
2,908.4 |
2,890.0 |
| S2 |
2,841.3 |
2,841.3 |
2,902.8 |
|
| S3 |
2,780.3 |
2,816.7 |
2,897.2 |
|
| S4 |
2,719.3 |
2,755.7 |
2,880.5 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,195.3 |
3,148.7 |
2,965.7 |
|
| R3 |
3,101.3 |
3,054.7 |
2,939.9 |
|
| R2 |
3,007.3 |
3,007.3 |
2,931.2 |
|
| R1 |
2,960.7 |
2,960.7 |
2,922.6 |
2,984.0 |
| PP |
2,913.3 |
2,913.3 |
2,913.3 |
2,925.0 |
| S1 |
2,866.7 |
2,866.7 |
2,905.4 |
2,890.0 |
| S2 |
2,819.3 |
2,819.3 |
2,896.8 |
|
| S3 |
2,725.3 |
2,772.7 |
2,888.2 |
|
| S4 |
2,631.3 |
2,678.7 |
2,862.3 |
|
|
| 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 |
2,866.0 |
94.0 |
3.2% |
48.8 |
1.7% |
51% |
False |
True |
5,594 |
| 10 |
2,985.0 |
2,845.0 |
140.0 |
4.8% |
46.6 |
1.6% |
49% |
False |
False |
5,954 |
| 20 |
3,078.0 |
2,845.0 |
233.0 |
8.0% |
46.3 |
1.6% |
30% |
False |
False |
7,715 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.8% |
47.1 |
1.6% |
48% |
False |
False |
8,436 |
| 60 |
3,078.0 |
2,726.0 |
352.0 |
12.1% |
41.7 |
1.4% |
53% |
False |
False |
7,662 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.3% |
38.2 |
1.3% |
65% |
False |
False |
5,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,186.3 |
|
2.618 |
3,086.7 |
|
1.618 |
3,025.7 |
|
1.000 |
2,988.0 |
|
0.618 |
2,964.7 |
|
HIGH |
2,927.0 |
|
0.618 |
2,903.7 |
|
0.500 |
2,896.5 |
|
0.382 |
2,889.3 |
|
LOW |
2,866.0 |
|
0.618 |
2,828.3 |
|
1.000 |
2,805.0 |
|
1.618 |
2,767.3 |
|
2.618 |
2,706.3 |
|
4.250 |
2,606.8 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,908.2 |
2,911.3 |
| PP |
2,902.3 |
2,908.7 |
| S1 |
2,896.5 |
2,906.0 |
|