| 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 |
2,050.50 |
2,032.75 |
-17.75 |
-0.9% |
2,046.50 |
| High |
2,055.00 |
2,060.00 |
5.00 |
0.2% |
2,071.50 |
| Low |
2,030.50 |
2,027.00 |
-3.50 |
-0.2% |
2,030.50 |
| Close |
2,035.50 |
2,054.50 |
19.00 |
0.9% |
2,035.50 |
| Range |
24.50 |
33.00 |
8.50 |
34.7% |
41.00 |
| ATR |
22.26 |
23.03 |
0.77 |
3.4% |
0.00 |
| Volume |
2,952 |
6,427 |
3,475 |
117.7% |
35,626 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.25 |
2,133.25 |
2,072.75 |
|
| R3 |
2,113.25 |
2,100.25 |
2,063.50 |
|
| R2 |
2,080.25 |
2,080.25 |
2,060.50 |
|
| R1 |
2,067.25 |
2,067.25 |
2,057.50 |
2,073.75 |
| PP |
2,047.25 |
2,047.25 |
2,047.25 |
2,050.50 |
| S1 |
2,034.25 |
2,034.25 |
2,051.50 |
2,040.75 |
| S2 |
2,014.25 |
2,014.25 |
2,048.50 |
|
| S3 |
1,981.25 |
2,001.25 |
2,045.50 |
|
| S4 |
1,948.25 |
1,968.25 |
2,036.25 |
|
|
| 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 |
2,027.00 |
44.50 |
2.2% |
26.50 |
1.3% |
62% |
False |
True |
7,645 |
| 10 |
2,071.50 |
2,023.00 |
48.50 |
2.4% |
23.50 |
1.1% |
65% |
False |
False |
7,143 |
| 20 |
2,097.00 |
2,023.00 |
74.00 |
3.6% |
21.75 |
1.1% |
43% |
False |
False |
5,477 |
| 40 |
2,097.00 |
2,004.50 |
92.50 |
4.5% |
21.50 |
1.0% |
54% |
False |
False |
3,856 |
| 60 |
2,097.00 |
1,871.00 |
226.00 |
11.0% |
23.25 |
1.1% |
81% |
False |
False |
2,716 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
27.25 |
1.3% |
86% |
False |
False |
2,132 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
30.25 |
1.5% |
86% |
False |
False |
1,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,200.25 |
|
2.618 |
2,146.50 |
|
1.618 |
2,113.50 |
|
1.000 |
2,093.00 |
|
0.618 |
2,080.50 |
|
HIGH |
2,060.00 |
|
0.618 |
2,047.50 |
|
0.500 |
2,043.50 |
|
0.382 |
2,039.50 |
|
LOW |
2,027.00 |
|
0.618 |
2,006.50 |
|
1.000 |
1,994.00 |
|
1.618 |
1,973.50 |
|
2.618 |
1,940.50 |
|
4.250 |
1,886.75 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,050.75 |
2,051.50 |
| PP |
2,047.25 |
2,048.50 |
| S1 |
2,043.50 |
2,045.50 |
|