| 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 |
2,881.0 |
2,899.0 |
18.0 |
0.6% |
2,912.0 |
| High |
2,927.0 |
2,923.0 |
-4.0 |
-0.1% |
2,960.0 |
| Low |
2,866.0 |
2,879.0 |
13.0 |
0.5% |
2,866.0 |
| Close |
2,914.0 |
2,910.0 |
-4.0 |
-0.1% |
2,914.0 |
| Range |
61.0 |
44.0 |
-17.0 |
-27.9% |
94.0 |
| ATR |
50.9 |
50.4 |
-0.5 |
-1.0% |
0.0 |
| Volume |
561 |
30,877 |
30,316 |
5,403.9% |
27,970 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,036.0 |
3,017.0 |
2,934.2 |
|
| R3 |
2,992.0 |
2,973.0 |
2,922.1 |
|
| R2 |
2,948.0 |
2,948.0 |
2,918.1 |
|
| R1 |
2,929.0 |
2,929.0 |
2,914.0 |
2,938.5 |
| PP |
2,904.0 |
2,904.0 |
2,904.0 |
2,908.8 |
| S1 |
2,885.0 |
2,885.0 |
2,906.0 |
2,894.5 |
| S2 |
2,860.0 |
2,860.0 |
2,901.9 |
|
| S3 |
2,816.0 |
2,841.0 |
2,897.9 |
|
| S4 |
2,772.0 |
2,797.0 |
2,885.8 |
|
|
| 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% |
48.4 |
1.7% |
47% |
False |
False |
11,322 |
| 10 |
2,974.0 |
2,845.0 |
129.0 |
4.4% |
48.7 |
1.7% |
50% |
False |
False |
9,000 |
| 20 |
3,078.0 |
2,845.0 |
233.0 |
8.0% |
45.3 |
1.6% |
28% |
False |
False |
9,251 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.8% |
47.1 |
1.6% |
47% |
False |
False |
8,376 |
| 60 |
3,078.0 |
2,726.0 |
352.0 |
12.1% |
42.4 |
1.5% |
52% |
False |
False |
8,177 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.3% |
37.8 |
1.3% |
65% |
False |
False |
6,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,110.0 |
|
2.618 |
3,038.2 |
|
1.618 |
2,994.2 |
|
1.000 |
2,967.0 |
|
0.618 |
2,950.2 |
|
HIGH |
2,923.0 |
|
0.618 |
2,906.2 |
|
0.500 |
2,901.0 |
|
0.382 |
2,895.8 |
|
LOW |
2,879.0 |
|
0.618 |
2,851.8 |
|
1.000 |
2,835.0 |
|
1.618 |
2,807.8 |
|
2.618 |
2,763.8 |
|
4.250 |
2,692.0 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,907.0 |
2,908.7 |
| PP |
2,904.0 |
2,907.3 |
| S1 |
2,901.0 |
2,906.0 |
|