| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,945.0 |
2,921.0 |
-24.0 |
-0.8% |
2,976.0 |
| High |
2,950.0 |
2,957.0 |
7.0 |
0.2% |
2,997.0 |
| Low |
2,907.0 |
2,892.0 |
-15.0 |
-0.5% |
2,855.0 |
| Close |
2,924.0 |
2,902.0 |
-22.0 |
-0.8% |
2,900.0 |
| Range |
43.0 |
65.0 |
22.0 |
51.2% |
142.0 |
| ATR |
54.0 |
54.8 |
0.8 |
1.5% |
0.0 |
| Volume |
1,492,455 |
1,387,798 |
-104,657 |
-7.0% |
6,669,614 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,112.0 |
3,072.0 |
2,937.8 |
|
| R3 |
3,047.0 |
3,007.0 |
2,919.9 |
|
| R2 |
2,982.0 |
2,982.0 |
2,913.9 |
|
| R1 |
2,942.0 |
2,942.0 |
2,908.0 |
2,929.5 |
| PP |
2,917.0 |
2,917.0 |
2,917.0 |
2,910.8 |
| S1 |
2,877.0 |
2,877.0 |
2,896.0 |
2,864.5 |
| S2 |
2,852.0 |
2,852.0 |
2,890.1 |
|
| S3 |
2,787.0 |
2,812.0 |
2,884.1 |
|
| S4 |
2,722.0 |
2,747.0 |
2,866.3 |
|
|
| 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% |
52.2 |
1.8% |
40% |
False |
False |
1,301,481 |
| 10 |
3,041.0 |
2,855.0 |
186.0 |
6.4% |
51.6 |
1.8% |
25% |
False |
False |
1,280,006 |
| 20 |
3,094.0 |
2,855.0 |
239.0 |
8.2% |
48.3 |
1.7% |
20% |
False |
False |
1,261,496 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
11.0% |
52.5 |
1.8% |
40% |
False |
False |
1,270,973 |
| 60 |
3,094.0 |
2,724.0 |
370.0 |
12.7% |
55.6 |
1.9% |
48% |
False |
False |
959,763 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.2% |
61.7 |
2.1% |
62% |
False |
False |
724,235 |
| 100 |
3,260.0 |
2,594.0 |
666.0 |
22.9% |
63.2 |
2.2% |
46% |
False |
False |
579,926 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.1% |
60.2 |
2.1% |
36% |
False |
False |
483,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,233.3 |
|
2.618 |
3,127.2 |
|
1.618 |
3,062.2 |
|
1.000 |
3,022.0 |
|
0.618 |
2,997.2 |
|
HIGH |
2,957.0 |
|
0.618 |
2,932.2 |
|
0.500 |
2,924.5 |
|
0.382 |
2,916.8 |
|
LOW |
2,892.0 |
|
0.618 |
2,851.8 |
|
1.000 |
2,827.0 |
|
1.618 |
2,786.8 |
|
2.618 |
2,721.8 |
|
4.250 |
2,615.8 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,924.5 |
2,932.0 |
| PP |
2,917.0 |
2,922.0 |
| S1 |
2,909.5 |
2,912.0 |
|