| 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 |
2,892.0 |
2,912.0 |
20.0 |
0.7% |
2,924.0 |
| High |
2,939.0 |
2,935.0 |
-4.0 |
-0.1% |
2,972.0 |
| Low |
2,873.0 |
2,889.0 |
16.0 |
0.6% |
2,873.0 |
| Close |
2,925.0 |
2,921.0 |
-4.0 |
-0.1% |
2,925.0 |
| Range |
66.0 |
46.0 |
-20.0 |
-30.3% |
99.0 |
| ATR |
55.6 |
54.9 |
-0.7 |
-1.2% |
0.0 |
| Volume |
439,760 |
1,532,082 |
1,092,322 |
248.4% |
5,786,914 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,053.0 |
3,033.0 |
2,946.3 |
|
| R3 |
3,007.0 |
2,987.0 |
2,933.7 |
|
| R2 |
2,961.0 |
2,961.0 |
2,929.4 |
|
| R1 |
2,941.0 |
2,941.0 |
2,925.2 |
2,951.0 |
| PP |
2,915.0 |
2,915.0 |
2,915.0 |
2,920.0 |
| S1 |
2,895.0 |
2,895.0 |
2,916.8 |
2,905.0 |
| S2 |
2,869.0 |
2,869.0 |
2,912.6 |
|
| S3 |
2,823.0 |
2,849.0 |
2,908.4 |
|
| S4 |
2,777.0 |
2,803.0 |
2,895.7 |
|
|
| 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% |
52.4 |
1.8% |
48% |
False |
False |
1,213,532 |
| 10 |
2,989.0 |
2,855.0 |
134.0 |
4.6% |
52.7 |
1.8% |
49% |
False |
False |
1,240,947 |
| 20 |
3,094.0 |
2,855.0 |
239.0 |
8.2% |
49.5 |
1.7% |
28% |
False |
False |
1,239,844 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.9% |
51.6 |
1.8% |
46% |
False |
False |
1,250,116 |
| 60 |
3,094.0 |
2,724.0 |
370.0 |
12.7% |
55.3 |
1.9% |
53% |
False |
False |
992,204 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.1% |
61.0 |
2.1% |
65% |
False |
False |
748,843 |
| 100 |
3,235.0 |
2,594.0 |
641.0 |
21.9% |
63.3 |
2.2% |
51% |
False |
False |
599,618 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.9% |
60.7 |
2.1% |
39% |
False |
False |
499,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,130.5 |
|
2.618 |
3,055.4 |
|
1.618 |
3,009.4 |
|
1.000 |
2,981.0 |
|
0.618 |
2,963.4 |
|
HIGH |
2,935.0 |
|
0.618 |
2,917.4 |
|
0.500 |
2,912.0 |
|
0.382 |
2,906.6 |
|
LOW |
2,889.0 |
|
0.618 |
2,860.6 |
|
1.000 |
2,843.0 |
|
1.618 |
2,814.6 |
|
2.618 |
2,768.6 |
|
4.250 |
2,693.5 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,918.0 |
2,919.0 |
| PP |
2,915.0 |
2,917.0 |
| S1 |
2,912.0 |
2,915.0 |
|