| 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 |
1,279.3 |
1,264.8 |
-14.5 |
-1.1% |
1,286.7 |
| High |
1,282.5 |
1,277.7 |
-4.8 |
-0.4% |
1,289.5 |
| Low |
1,262.9 |
1,264.0 |
1.1 |
0.1% |
1,258.3 |
| Close |
1,271.2 |
1,272.7 |
1.5 |
0.1% |
1,272.7 |
| Range |
19.6 |
13.7 |
-5.9 |
-30.1% |
31.2 |
| ATR |
20.6 |
20.1 |
-0.5 |
-2.4% |
0.0 |
| Volume |
218,098 |
174,352 |
-43,746 |
-20.1% |
1,031,462 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.6 |
1,306.3 |
1,280.2 |
|
| R3 |
1,298.9 |
1,292.6 |
1,276.5 |
|
| R2 |
1,285.2 |
1,285.2 |
1,275.2 |
|
| R1 |
1,278.9 |
1,278.9 |
1,274.0 |
1,282.1 |
| PP |
1,271.5 |
1,271.5 |
1,271.5 |
1,273.0 |
| S1 |
1,265.2 |
1,265.2 |
1,271.4 |
1,268.4 |
| S2 |
1,257.8 |
1,257.8 |
1,270.2 |
|
| S3 |
1,244.1 |
1,251.5 |
1,268.9 |
|
| S4 |
1,230.4 |
1,237.8 |
1,265.2 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.1 |
1,351.1 |
1,289.9 |
|
| R3 |
1,335.9 |
1,319.9 |
1,281.3 |
|
| R2 |
1,304.7 |
1,304.7 |
1,278.4 |
|
| R1 |
1,288.7 |
1,288.7 |
1,275.6 |
1,281.1 |
| PP |
1,273.5 |
1,273.5 |
1,273.5 |
1,269.7 |
| S1 |
1,257.5 |
1,257.5 |
1,269.8 |
1,249.9 |
| S2 |
1,242.3 |
1,242.3 |
1,267.0 |
|
| S3 |
1,211.1 |
1,226.3 |
1,264.1 |
|
| S4 |
1,179.9 |
1,195.1 |
1,255.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,289.5 |
1,258.3 |
31.2 |
2.5% |
17.6 |
1.4% |
46% |
False |
False |
206,292 |
| 10 |
1,306.0 |
1,258.3 |
47.7 |
3.7% |
18.2 |
1.4% |
30% |
False |
False |
208,985 |
| 20 |
1,306.0 |
1,228.5 |
77.5 |
6.1% |
19.9 |
1.6% |
57% |
False |
False |
202,259 |
| 40 |
1,306.0 |
1,207.7 |
98.3 |
7.7% |
19.3 |
1.5% |
66% |
False |
False |
165,440 |
| 60 |
1,306.0 |
1,203.0 |
103.0 |
8.1% |
21.1 |
1.7% |
68% |
False |
False |
116,435 |
| 80 |
1,306.0 |
1,093.1 |
212.9 |
16.7% |
21.1 |
1.7% |
84% |
False |
False |
89,083 |
| 100 |
1,306.0 |
1,059.0 |
247.0 |
19.4% |
19.6 |
1.5% |
87% |
False |
False |
71,802 |
| 120 |
1,306.0 |
1,047.2 |
258.8 |
20.3% |
18.9 |
1.5% |
87% |
False |
False |
60,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,335.9 |
|
2.618 |
1,313.6 |
|
1.618 |
1,299.9 |
|
1.000 |
1,291.4 |
|
0.618 |
1,286.2 |
|
HIGH |
1,277.7 |
|
0.618 |
1,272.5 |
|
0.500 |
1,270.9 |
|
0.382 |
1,269.2 |
|
LOW |
1,264.0 |
|
0.618 |
1,255.5 |
|
1.000 |
1,250.3 |
|
1.618 |
1,241.8 |
|
2.618 |
1,228.1 |
|
4.250 |
1,205.8 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,272.1 |
1,272.7 |
| PP |
1,271.5 |
1,272.7 |
| S1 |
1,270.9 |
1,272.7 |
|