| 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 |
5,337.0 |
5,361.0 |
24.0 |
0.4% |
5,285.0 |
| High |
5,369.0 |
5,368.0 |
-1.0 |
0.0% |
5,415.0 |
| Low |
5,328.0 |
5,302.0 |
-26.0 |
-0.5% |
5,245.0 |
| Close |
5,369.0 |
5,331.0 |
-38.0 |
-0.7% |
5,331.0 |
| Range |
41.0 |
66.0 |
25.0 |
61.0% |
170.0 |
| ATR |
73.6 |
73.2 |
-0.5 |
-0.6% |
0.0 |
| Volume |
22,802 |
24,249 |
1,447 |
6.3% |
145,114 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,531.7 |
5,497.3 |
5,367.3 |
|
| R3 |
5,465.7 |
5,431.3 |
5,349.2 |
|
| R2 |
5,399.7 |
5,399.7 |
5,343.1 |
|
| R1 |
5,365.3 |
5,365.3 |
5,337.1 |
5,349.5 |
| PP |
5,333.7 |
5,333.7 |
5,333.7 |
5,325.8 |
| S1 |
5,299.3 |
5,299.3 |
5,325.0 |
5,283.5 |
| S2 |
5,267.7 |
5,267.7 |
5,318.9 |
|
| S3 |
5,201.7 |
5,233.3 |
5,312.9 |
|
| S4 |
5,135.7 |
5,167.3 |
5,294.7 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,840.3 |
5,755.7 |
5,424.5 |
|
| R3 |
5,670.3 |
5,585.7 |
5,377.8 |
|
| R2 |
5,500.3 |
5,500.3 |
5,362.2 |
|
| R1 |
5,415.7 |
5,415.7 |
5,346.6 |
5,458.0 |
| PP |
5,330.3 |
5,330.3 |
5,330.3 |
5,351.5 |
| S1 |
5,245.7 |
5,245.7 |
5,315.4 |
5,288.0 |
| S2 |
5,160.3 |
5,160.3 |
5,299.8 |
|
| S3 |
4,990.3 |
5,075.7 |
5,284.3 |
|
| S4 |
4,820.3 |
4,905.7 |
5,237.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,415.0 |
5,245.0 |
170.0 |
3.2% |
62.8 |
1.2% |
51% |
False |
False |
29,022 |
| 10 |
5,415.0 |
5,156.0 |
259.0 |
4.9% |
77.8 |
1.5% |
68% |
False |
False |
33,538 |
| 20 |
5,415.0 |
5,085.0 |
330.0 |
6.2% |
66.1 |
1.2% |
75% |
False |
False |
32,461 |
| 40 |
5,415.0 |
4,871.0 |
544.0 |
10.2% |
63.2 |
1.2% |
85% |
False |
False |
30,094 |
| 60 |
5,415.0 |
4,790.0 |
625.0 |
11.7% |
60.4 |
1.1% |
87% |
False |
False |
23,953 |
| 80 |
5,415.0 |
4,649.0 |
766.0 |
14.4% |
56.7 |
1.1% |
89% |
False |
False |
17,982 |
| 100 |
5,415.0 |
4,649.0 |
766.0 |
14.4% |
49.5 |
0.9% |
89% |
False |
False |
14,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,648.5 |
|
2.618 |
5,540.8 |
|
1.618 |
5,474.8 |
|
1.000 |
5,434.0 |
|
0.618 |
5,408.8 |
|
HIGH |
5,368.0 |
|
0.618 |
5,342.8 |
|
0.500 |
5,335.0 |
|
0.382 |
5,327.2 |
|
LOW |
5,302.0 |
|
0.618 |
5,261.2 |
|
1.000 |
5,236.0 |
|
1.618 |
5,195.2 |
|
2.618 |
5,129.2 |
|
4.250 |
5,021.5 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,335.0 |
5,358.5 |
| PP |
5,333.7 |
5,349.3 |
| S1 |
5,332.3 |
5,340.2 |
|