| 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 |
2,050.75 |
2,050.50 |
-0.25 |
0.0% |
2,046.50 |
| High |
2,064.25 |
2,055.00 |
-9.25 |
-0.4% |
2,071.50 |
| Low |
2,040.50 |
2,030.50 |
-10.00 |
-0.5% |
2,030.50 |
| Close |
2,050.75 |
2,035.50 |
-15.25 |
-0.7% |
2,035.50 |
| Range |
23.75 |
24.50 |
0.75 |
3.2% |
41.00 |
| ATR |
22.09 |
22.26 |
0.17 |
0.8% |
0.00 |
| Volume |
11,814 |
2,952 |
-8,862 |
-75.0% |
35,626 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.75 |
2,099.25 |
2,049.00 |
|
| R3 |
2,089.25 |
2,074.75 |
2,042.25 |
|
| R2 |
2,064.75 |
2,064.75 |
2,040.00 |
|
| R1 |
2,050.25 |
2,050.25 |
2,037.75 |
2,045.25 |
| PP |
2,040.25 |
2,040.25 |
2,040.25 |
2,038.00 |
| S1 |
2,025.75 |
2,025.75 |
2,033.25 |
2,020.75 |
| S2 |
2,015.75 |
2,015.75 |
2,031.00 |
|
| S3 |
1,991.25 |
2,001.25 |
2,028.75 |
|
| S4 |
1,966.75 |
1,976.75 |
2,022.00 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.75 |
2,143.25 |
2,058.00 |
|
| R3 |
2,127.75 |
2,102.25 |
2,046.75 |
|
| R2 |
2,086.75 |
2,086.75 |
2,043.00 |
|
| R1 |
2,061.25 |
2,061.25 |
2,039.25 |
2,053.50 |
| PP |
2,045.75 |
2,045.75 |
2,045.75 |
2,042.00 |
| S1 |
2,020.25 |
2,020.25 |
2,031.75 |
2,012.50 |
| S2 |
2,004.75 |
2,004.75 |
2,028.00 |
|
| S3 |
1,963.75 |
1,979.25 |
2,024.25 |
|
| S4 |
1,922.75 |
1,938.25 |
2,013.00 |
|
|
| 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 |
2,030.50 |
41.00 |
2.0% |
22.25 |
1.1% |
12% |
False |
True |
7,125 |
| 10 |
2,071.50 |
2,023.00 |
48.50 |
2.4% |
22.50 |
1.1% |
26% |
False |
False |
7,125 |
| 20 |
2,097.00 |
2,023.00 |
74.00 |
3.6% |
21.75 |
1.1% |
17% |
False |
False |
5,277 |
| 40 |
2,097.00 |
2,004.50 |
92.50 |
4.5% |
21.25 |
1.0% |
34% |
False |
False |
3,724 |
| 60 |
2,097.00 |
1,871.00 |
226.00 |
11.1% |
23.00 |
1.1% |
73% |
False |
False |
2,612 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
27.50 |
1.4% |
80% |
False |
False |
2,064 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
30.25 |
1.5% |
80% |
False |
False |
1,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.00 |
|
2.618 |
2,119.25 |
|
1.618 |
2,094.75 |
|
1.000 |
2,079.50 |
|
0.618 |
2,070.25 |
|
HIGH |
2,055.00 |
|
0.618 |
2,045.75 |
|
0.500 |
2,042.75 |
|
0.382 |
2,039.75 |
|
LOW |
2,030.50 |
|
0.618 |
2,015.25 |
|
1.000 |
2,006.00 |
|
1.618 |
1,990.75 |
|
2.618 |
1,966.25 |
|
4.250 |
1,926.50 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,042.75 |
2,050.50 |
| PP |
2,040.25 |
2,045.50 |
| S1 |
2,038.00 |
2,040.50 |
|