| 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 |
1,272.1 |
1,274.2 |
2.1 |
0.2% |
1,299.8 |
| High |
1,276.5 |
1,287.3 |
10.8 |
0.8% |
1,311.5 |
| Low |
1,265.9 |
1,274.2 |
8.3 |
0.7% |
1,277.3 |
| Close |
1,271.4 |
1,282.4 |
11.0 |
0.9% |
1,300.4 |
| Range |
10.6 |
13.1 |
2.5 |
23.6% |
34.2 |
| ATR |
19.6 |
19.4 |
-0.3 |
-1.4% |
0.0 |
| Volume |
4,854 |
12,046 |
7,192 |
148.2% |
20,580 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.6 |
1,314.6 |
1,289.6 |
|
| R3 |
1,307.5 |
1,301.5 |
1,286.0 |
|
| R2 |
1,294.4 |
1,294.4 |
1,284.8 |
|
| R1 |
1,288.4 |
1,288.4 |
1,283.6 |
1,291.4 |
| PP |
1,281.3 |
1,281.3 |
1,281.3 |
1,282.8 |
| S1 |
1,275.3 |
1,275.3 |
1,281.2 |
1,278.3 |
| S2 |
1,268.2 |
1,268.2 |
1,280.0 |
|
| S3 |
1,255.1 |
1,262.2 |
1,278.8 |
|
| S4 |
1,242.0 |
1,249.1 |
1,275.2 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,399.0 |
1,383.9 |
1,319.2 |
|
| R3 |
1,364.8 |
1,349.7 |
1,309.8 |
|
| R2 |
1,330.6 |
1,330.6 |
1,306.7 |
|
| R1 |
1,315.5 |
1,315.5 |
1,303.5 |
1,323.1 |
| PP |
1,296.4 |
1,296.4 |
1,296.4 |
1,300.2 |
| S1 |
1,281.3 |
1,281.3 |
1,297.3 |
1,288.9 |
| S2 |
1,262.2 |
1,262.2 |
1,294.1 |
|
| S3 |
1,228.0 |
1,247.1 |
1,291.0 |
|
| S4 |
1,193.8 |
1,212.9 |
1,281.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,303.7 |
1,265.9 |
37.8 |
2.9% |
17.1 |
1.3% |
44% |
False |
False |
5,458 |
| 10 |
1,311.5 |
1,245.4 |
66.1 |
5.2% |
20.0 |
1.6% |
56% |
False |
False |
4,719 |
| 20 |
1,311.5 |
1,230.7 |
80.8 |
6.3% |
18.2 |
1.4% |
64% |
False |
False |
3,224 |
| 40 |
1,311.5 |
1,213.1 |
98.4 |
7.7% |
18.0 |
1.4% |
70% |
False |
False |
2,921 |
| 60 |
1,311.5 |
1,199.5 |
112.0 |
8.7% |
19.8 |
1.5% |
74% |
False |
False |
2,570 |
| 80 |
1,311.5 |
1,087.8 |
223.7 |
17.4% |
19.4 |
1.5% |
87% |
False |
False |
2,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,343.0 |
|
2.618 |
1,321.6 |
|
1.618 |
1,308.5 |
|
1.000 |
1,300.4 |
|
0.618 |
1,295.4 |
|
HIGH |
1,287.3 |
|
0.618 |
1,282.3 |
|
0.500 |
1,280.8 |
|
0.382 |
1,279.2 |
|
LOW |
1,274.2 |
|
0.618 |
1,266.1 |
|
1.000 |
1,261.1 |
|
1.618 |
1,253.0 |
|
2.618 |
1,239.9 |
|
4.250 |
1,218.5 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,281.9 |
1,281.8 |
| PP |
1,281.3 |
1,281.3 |
| S1 |
1,280.8 |
1,280.7 |
|