| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,045.50 |
2,069.00 |
23.50 |
1.1% |
2,052.25 |
| High |
2,071.50 |
2,070.25 |
-1.25 |
-0.1% |
2,069.50 |
| Low |
2,040.25 |
2,049.75 |
9.50 |
0.5% |
2,023.00 |
| Close |
2,069.25 |
2,049.75 |
-19.50 |
-0.9% |
2,044.75 |
| Range |
31.25 |
20.50 |
-10.75 |
-34.4% |
46.50 |
| ATR |
22.07 |
21.96 |
-0.11 |
-0.5% |
0.00 |
| Volume |
10,845 |
6,189 |
-4,656 |
-42.9% |
35,631 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.00 |
2,104.50 |
2,061.00 |
|
| R3 |
2,097.50 |
2,084.00 |
2,055.50 |
|
| R2 |
2,077.00 |
2,077.00 |
2,053.50 |
|
| R1 |
2,063.50 |
2,063.50 |
2,051.75 |
2,060.00 |
| PP |
2,056.50 |
2,056.50 |
2,056.50 |
2,055.00 |
| S1 |
2,043.00 |
2,043.00 |
2,047.75 |
2,039.50 |
| S2 |
2,036.00 |
2,036.00 |
2,046.00 |
|
| S3 |
2,015.50 |
2,022.50 |
2,044.00 |
|
| S4 |
1,995.00 |
2,002.00 |
2,038.50 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,185.25 |
2,161.50 |
2,070.25 |
|
| R3 |
2,138.75 |
2,115.00 |
2,057.50 |
|
| R2 |
2,092.25 |
2,092.25 |
2,053.25 |
|
| R1 |
2,068.50 |
2,068.50 |
2,049.00 |
2,057.00 |
| PP |
2,045.75 |
2,045.75 |
2,045.75 |
2,040.00 |
| S1 |
2,022.00 |
2,022.00 |
2,040.50 |
2,010.50 |
| S2 |
1,999.25 |
1,999.25 |
2,036.25 |
|
| S3 |
1,952.75 |
1,975.50 |
2,032.00 |
|
| S4 |
1,906.25 |
1,929.00 |
2,019.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,071.50 |
2,023.00 |
48.50 |
2.4% |
21.25 |
1.0% |
55% |
False |
False |
6,979 |
| 10 |
2,086.50 |
2,023.00 |
63.50 |
3.1% |
23.50 |
1.1% |
42% |
False |
False |
7,326 |
| 20 |
2,097.00 |
2,023.00 |
74.00 |
3.6% |
20.50 |
1.0% |
36% |
False |
False |
4,728 |
| 40 |
2,097.00 |
1,989.75 |
107.25 |
5.2% |
21.25 |
1.0% |
56% |
False |
False |
3,394 |
| 60 |
2,097.00 |
1,865.50 |
231.50 |
11.3% |
23.50 |
1.1% |
80% |
False |
False |
2,382 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
28.50 |
1.4% |
85% |
False |
False |
1,895 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
30.50 |
1.5% |
85% |
False |
False |
1,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.50 |
|
2.618 |
2,124.00 |
|
1.618 |
2,103.50 |
|
1.000 |
2,090.75 |
|
0.618 |
2,083.00 |
|
HIGH |
2,070.25 |
|
0.618 |
2,062.50 |
|
0.500 |
2,060.00 |
|
0.382 |
2,057.50 |
|
LOW |
2,049.75 |
|
0.618 |
2,037.00 |
|
1.000 |
2,029.25 |
|
1.618 |
2,016.50 |
|
2.618 |
1,996.00 |
|
4.250 |
1,962.50 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.00 |
2,056.00 |
| PP |
2,056.50 |
2,053.75 |
| S1 |
2,053.25 |
2,051.75 |
|