| 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 |
2,935.0 |
2,945.0 |
10.0 |
0.3% |
2,976.0 |
| High |
2,972.0 |
2,950.0 |
-22.0 |
-0.7% |
2,997.0 |
| Low |
2,930.0 |
2,907.0 |
-23.0 |
-0.8% |
2,855.0 |
| Close |
2,941.0 |
2,924.0 |
-17.0 |
-0.6% |
2,900.0 |
| Range |
42.0 |
43.0 |
1.0 |
2.4% |
142.0 |
| ATR |
54.9 |
54.0 |
-0.8 |
-1.5% |
0.0 |
| Volume |
1,215,566 |
1,492,455 |
276,889 |
22.8% |
6,669,614 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.0 |
3,033.0 |
2,947.7 |
|
| R3 |
3,013.0 |
2,990.0 |
2,935.8 |
|
| R2 |
2,970.0 |
2,970.0 |
2,931.9 |
|
| R1 |
2,947.0 |
2,947.0 |
2,927.9 |
2,937.0 |
| PP |
2,927.0 |
2,927.0 |
2,927.0 |
2,922.0 |
| S1 |
2,904.0 |
2,904.0 |
2,920.1 |
2,894.0 |
| S2 |
2,884.0 |
2,884.0 |
2,916.1 |
|
| S3 |
2,841.0 |
2,861.0 |
2,912.2 |
|
| S4 |
2,798.0 |
2,818.0 |
2,900.4 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,343.3 |
3,263.7 |
2,978.1 |
|
| R3 |
3,201.3 |
3,121.7 |
2,939.1 |
|
| R2 |
3,059.3 |
3,059.3 |
2,926.0 |
|
| R1 |
2,979.7 |
2,979.7 |
2,913.0 |
2,948.5 |
| PP |
2,917.3 |
2,917.3 |
2,917.3 |
2,901.8 |
| S1 |
2,837.7 |
2,837.7 |
2,887.0 |
2,806.5 |
| S2 |
2,775.3 |
2,775.3 |
2,874.0 |
|
| S3 |
2,633.3 |
2,695.7 |
2,861.0 |
|
| S4 |
2,491.3 |
2,553.7 |
2,821.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,972.0 |
2,855.0 |
117.0 |
4.0% |
46.0 |
1.6% |
59% |
False |
False |
1,302,053 |
| 10 |
3,069.0 |
2,855.0 |
214.0 |
7.3% |
51.3 |
1.8% |
32% |
False |
False |
1,328,640 |
| 20 |
3,094.0 |
2,855.0 |
239.0 |
8.2% |
46.9 |
1.6% |
29% |
False |
False |
1,241,644 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.9% |
51.7 |
1.8% |
47% |
False |
False |
1,277,377 |
| 60 |
3,094.0 |
2,724.0 |
370.0 |
12.7% |
55.4 |
1.9% |
54% |
False |
False |
937,042 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.1% |
61.8 |
2.1% |
66% |
False |
False |
706,952 |
| 100 |
3,260.0 |
2,594.0 |
666.0 |
22.8% |
63.2 |
2.2% |
50% |
False |
False |
566,077 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.9% |
59.7 |
2.0% |
39% |
False |
False |
471,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,132.8 |
|
2.618 |
3,062.6 |
|
1.618 |
3,019.6 |
|
1.000 |
2,993.0 |
|
0.618 |
2,976.6 |
|
HIGH |
2,950.0 |
|
0.618 |
2,933.6 |
|
0.500 |
2,928.5 |
|
0.382 |
2,923.4 |
|
LOW |
2,907.0 |
|
0.618 |
2,880.4 |
|
1.000 |
2,864.0 |
|
1.618 |
2,837.4 |
|
2.618 |
2,794.4 |
|
4.250 |
2,724.3 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,928.5 |
2,936.0 |
| PP |
2,927.0 |
2,932.0 |
| S1 |
2,925.5 |
2,928.0 |
|