| 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 |
2,921.0 |
2,892.0 |
-29.0 |
-1.0% |
2,924.0 |
| High |
2,957.0 |
2,939.0 |
-18.0 |
-0.6% |
2,972.0 |
| Low |
2,892.0 |
2,873.0 |
-19.0 |
-0.7% |
2,873.0 |
| Close |
2,902.0 |
2,925.0 |
23.0 |
0.8% |
2,925.0 |
| Range |
65.0 |
66.0 |
1.0 |
1.5% |
99.0 |
| ATR |
54.8 |
55.6 |
0.8 |
1.5% |
0.0 |
| Volume |
1,387,798 |
439,760 |
-948,038 |
-68.3% |
5,786,914 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,110.3 |
3,083.7 |
2,961.3 |
|
| R3 |
3,044.3 |
3,017.7 |
2,943.2 |
|
| R2 |
2,978.3 |
2,978.3 |
2,937.1 |
|
| R1 |
2,951.7 |
2,951.7 |
2,931.1 |
2,965.0 |
| PP |
2,912.3 |
2,912.3 |
2,912.3 |
2,919.0 |
| S1 |
2,885.7 |
2,885.7 |
2,919.0 |
2,899.0 |
| S2 |
2,846.3 |
2,846.3 |
2,912.9 |
|
| S3 |
2,780.3 |
2,819.7 |
2,906.9 |
|
| S4 |
2,714.3 |
2,753.7 |
2,888.7 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,220.3 |
3,171.7 |
2,979.5 |
|
| R3 |
3,121.3 |
3,072.7 |
2,952.2 |
|
| R2 |
3,022.3 |
3,022.3 |
2,943.2 |
|
| R1 |
2,973.7 |
2,973.7 |
2,934.1 |
2,998.0 |
| PP |
2,923.3 |
2,923.3 |
2,923.3 |
2,935.5 |
| S1 |
2,874.7 |
2,874.7 |
2,915.9 |
2,899.0 |
| S2 |
2,824.3 |
2,824.3 |
2,906.9 |
|
| S3 |
2,725.3 |
2,775.7 |
2,897.8 |
|
| S4 |
2,626.3 |
2,676.7 |
2,870.6 |
|
|
| 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 |
2,873.0 |
99.0 |
3.4% |
53.0 |
1.8% |
53% |
False |
True |
1,157,382 |
| 10 |
2,997.0 |
2,855.0 |
142.0 |
4.9% |
50.8 |
1.7% |
49% |
False |
False |
1,245,652 |
| 20 |
3,094.0 |
2,855.0 |
239.0 |
8.2% |
50.6 |
1.7% |
29% |
False |
False |
1,231,907 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.9% |
53.1 |
1.8% |
47% |
False |
False |
1,244,205 |
| 60 |
3,094.0 |
2,724.0 |
370.0 |
12.6% |
55.4 |
1.9% |
54% |
False |
False |
966,845 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.1% |
61.6 |
2.1% |
66% |
False |
False |
729,701 |
| 100 |
3,235.0 |
2,594.0 |
641.0 |
21.9% |
63.4 |
2.2% |
52% |
False |
False |
584,299 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.9% |
60.5 |
2.1% |
39% |
False |
False |
487,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,219.5 |
|
2.618 |
3,111.8 |
|
1.618 |
3,045.8 |
|
1.000 |
3,005.0 |
|
0.618 |
2,979.8 |
|
HIGH |
2,939.0 |
|
0.618 |
2,913.8 |
|
0.500 |
2,906.0 |
|
0.382 |
2,898.2 |
|
LOW |
2,873.0 |
|
0.618 |
2,832.2 |
|
1.000 |
2,807.0 |
|
1.618 |
2,766.2 |
|
2.618 |
2,700.2 |
|
4.250 |
2,592.5 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,918.7 |
2,921.7 |
| PP |
2,912.3 |
2,918.3 |
| S1 |
2,906.0 |
2,915.0 |
|