| 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 |
1,271.2 |
1,281.8 |
10.6 |
0.8% |
1,294.0 |
| High |
1,283.9 |
1,297.0 |
13.1 |
1.0% |
1,295.5 |
| Low |
1,271.2 |
1,278.9 |
7.7 |
0.6% |
1,265.9 |
| Close |
1,279.3 |
1,280.9 |
1.6 |
0.1% |
1,279.3 |
| Range |
12.7 |
18.1 |
5.4 |
42.5% |
29.6 |
| ATR |
18.9 |
18.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
2,744 |
4,333 |
1,589 |
57.9% |
27,521 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.9 |
1,328.5 |
1,290.9 |
|
| R3 |
1,321.8 |
1,310.4 |
1,285.9 |
|
| R2 |
1,303.7 |
1,303.7 |
1,284.2 |
|
| R1 |
1,292.3 |
1,292.3 |
1,282.6 |
1,289.0 |
| PP |
1,285.6 |
1,285.6 |
1,285.6 |
1,283.9 |
| S1 |
1,274.2 |
1,274.2 |
1,279.2 |
1,270.9 |
| S2 |
1,267.5 |
1,267.5 |
1,277.6 |
|
| S3 |
1,249.4 |
1,256.1 |
1,275.9 |
|
| S4 |
1,231.3 |
1,238.0 |
1,270.9 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,369.0 |
1,353.8 |
1,295.6 |
|
| R3 |
1,339.4 |
1,324.2 |
1,287.4 |
|
| R2 |
1,309.8 |
1,309.8 |
1,284.7 |
|
| R1 |
1,294.6 |
1,294.6 |
1,282.0 |
1,287.4 |
| PP |
1,280.2 |
1,280.2 |
1,280.2 |
1,276.7 |
| S1 |
1,265.0 |
1,265.0 |
1,276.6 |
1,257.8 |
| S2 |
1,250.6 |
1,250.6 |
1,273.9 |
|
| S3 |
1,221.0 |
1,235.4 |
1,271.2 |
|
| S4 |
1,191.4 |
1,205.8 |
1,263.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,297.0 |
1,265.9 |
31.1 |
2.4% |
14.7 |
1.1% |
48% |
True |
False |
5,495 |
| 10 |
1,309.1 |
1,265.9 |
43.2 |
3.4% |
17.2 |
1.3% |
35% |
False |
False |
4,522 |
| 20 |
1,311.5 |
1,234.2 |
77.3 |
6.0% |
18.7 |
1.5% |
60% |
False |
False |
3,562 |
| 40 |
1,311.5 |
1,213.1 |
98.4 |
7.7% |
17.5 |
1.4% |
69% |
False |
False |
3,039 |
| 60 |
1,311.5 |
1,205.5 |
106.0 |
8.3% |
19.6 |
1.5% |
71% |
False |
False |
2,608 |
| 80 |
1,311.5 |
1,097.1 |
214.4 |
16.7% |
19.6 |
1.5% |
86% |
False |
False |
2,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,373.9 |
|
2.618 |
1,344.4 |
|
1.618 |
1,326.3 |
|
1.000 |
1,315.1 |
|
0.618 |
1,308.2 |
|
HIGH |
1,297.0 |
|
0.618 |
1,290.1 |
|
0.500 |
1,288.0 |
|
0.382 |
1,285.8 |
|
LOW |
1,278.9 |
|
0.618 |
1,267.7 |
|
1.000 |
1,260.8 |
|
1.618 |
1,249.6 |
|
2.618 |
1,231.5 |
|
4.250 |
1,202.0 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,288.0 |
1,283.5 |
| PP |
1,285.6 |
1,282.6 |
| S1 |
1,283.3 |
1,281.8 |
|