| 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 |
2,069.00 |
2,050.75 |
-18.25 |
-0.9% |
2,052.25 |
| High |
2,070.25 |
2,064.25 |
-6.00 |
-0.3% |
2,069.50 |
| Low |
2,049.75 |
2,040.50 |
-9.25 |
-0.5% |
2,023.00 |
| Close |
2,049.75 |
2,050.75 |
1.00 |
0.0% |
2,044.75 |
| Range |
20.50 |
23.75 |
3.25 |
15.9% |
46.50 |
| ATR |
21.96 |
22.09 |
0.13 |
0.6% |
0.00 |
| Volume |
6,189 |
11,814 |
5,625 |
90.9% |
35,631 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.00 |
2,110.75 |
2,063.75 |
|
| R3 |
2,099.25 |
2,087.00 |
2,057.25 |
|
| R2 |
2,075.50 |
2,075.50 |
2,055.00 |
|
| R1 |
2,063.25 |
2,063.25 |
2,053.00 |
2,062.50 |
| PP |
2,051.75 |
2,051.75 |
2,051.75 |
2,051.50 |
| S1 |
2,039.50 |
2,039.50 |
2,048.50 |
2,039.00 |
| S2 |
2,028.00 |
2,028.00 |
2,046.50 |
|
| S3 |
2,004.25 |
2,015.75 |
2,044.25 |
|
| S4 |
1,980.50 |
1,992.00 |
2,037.75 |
|
|
| 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% |
22.00 |
1.1% |
57% |
False |
False |
8,931 |
| 10 |
2,071.50 |
2,023.00 |
48.50 |
2.4% |
23.00 |
1.1% |
57% |
False |
False |
7,610 |
| 20 |
2,097.00 |
2,023.00 |
74.00 |
3.6% |
21.00 |
1.0% |
38% |
False |
False |
5,264 |
| 40 |
2,097.00 |
1,998.25 |
98.75 |
4.8% |
21.25 |
1.0% |
53% |
False |
False |
3,675 |
| 60 |
2,097.00 |
1,871.00 |
226.00 |
11.0% |
23.00 |
1.1% |
80% |
False |
False |
2,570 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
28.00 |
1.4% |
85% |
False |
False |
2,037 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
30.25 |
1.5% |
85% |
False |
False |
1,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.25 |
|
2.618 |
2,126.50 |
|
1.618 |
2,102.75 |
|
1.000 |
2,088.00 |
|
0.618 |
2,079.00 |
|
HIGH |
2,064.25 |
|
0.618 |
2,055.25 |
|
0.500 |
2,052.50 |
|
0.382 |
2,049.50 |
|
LOW |
2,040.50 |
|
0.618 |
2,025.75 |
|
1.000 |
2,016.75 |
|
1.618 |
2,002.00 |
|
2.618 |
1,978.25 |
|
4.250 |
1,939.50 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.50 |
2,056.00 |
| PP |
2,051.75 |
2,054.25 |
| S1 |
2,051.25 |
2,052.50 |
|