| 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 |
2,054.00 |
2,077.25 |
23.25 |
1.1% |
2,060.75 |
| High |
2,079.75 |
2,078.75 |
-1.00 |
0.0% |
2,077.50 |
| Low |
2,048.00 |
2,057.50 |
9.50 |
0.5% |
2,030.50 |
| Close |
2,077.50 |
2,058.00 |
-19.50 |
-0.9% |
2,052.75 |
| Range |
31.75 |
21.25 |
-10.50 |
-33.1% |
47.00 |
| ATR |
22.53 |
22.44 |
-0.09 |
-0.4% |
0.00 |
| Volume |
1,416,966 |
1,471,852 |
54,886 |
3.9% |
7,938,452 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.50 |
2,114.50 |
2,069.75 |
|
| R3 |
2,107.25 |
2,093.25 |
2,063.75 |
|
| R2 |
2,086.00 |
2,086.00 |
2,062.00 |
|
| R1 |
2,072.00 |
2,072.00 |
2,060.00 |
2,068.50 |
| PP |
2,064.75 |
2,064.75 |
2,064.75 |
2,063.00 |
| S1 |
2,050.75 |
2,050.75 |
2,056.00 |
2,047.00 |
| S2 |
2,043.50 |
2,043.50 |
2,054.00 |
|
| S3 |
2,022.25 |
2,029.50 |
2,052.25 |
|
| S4 |
2,001.00 |
2,008.25 |
2,046.25 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.50 |
2,170.75 |
2,078.50 |
|
| R3 |
2,147.50 |
2,123.75 |
2,065.75 |
|
| R2 |
2,100.50 |
2,100.50 |
2,061.25 |
|
| R1 |
2,076.75 |
2,076.75 |
2,057.00 |
2,065.00 |
| PP |
2,053.50 |
2,053.50 |
2,053.50 |
2,047.75 |
| S1 |
2,029.75 |
2,029.75 |
2,048.50 |
2,018.00 |
| S2 |
2,006.50 |
2,006.50 |
2,044.25 |
|
| S3 |
1,959.50 |
1,982.75 |
2,039.75 |
|
| S4 |
1,912.50 |
1,935.75 |
2,027.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,079.75 |
2,030.50 |
49.25 |
2.4% |
21.75 |
1.1% |
56% |
False |
False |
1,501,192 |
| 10 |
2,094.25 |
2,030.50 |
63.75 |
3.1% |
24.00 |
1.2% |
43% |
False |
False |
1,655,610 |
| 20 |
2,105.25 |
2,030.50 |
74.75 |
3.6% |
20.75 |
1.0% |
37% |
False |
False |
1,532,186 |
| 40 |
2,105.25 |
1,997.00 |
108.25 |
5.3% |
21.75 |
1.1% |
56% |
False |
False |
1,609,967 |
| 60 |
2,105.25 |
1,873.00 |
232.25 |
11.3% |
24.00 |
1.2% |
80% |
False |
False |
1,193,445 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
29.00 |
1.4% |
85% |
False |
False |
897,098 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
31.00 |
1.5% |
85% |
False |
False |
718,286 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
30.75 |
1.5% |
85% |
False |
False |
598,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,169.00 |
|
2.618 |
2,134.50 |
|
1.618 |
2,113.25 |
|
1.000 |
2,100.00 |
|
0.618 |
2,092.00 |
|
HIGH |
2,078.75 |
|
0.618 |
2,070.75 |
|
0.500 |
2,068.00 |
|
0.382 |
2,065.50 |
|
LOW |
2,057.50 |
|
0.618 |
2,044.25 |
|
1.000 |
2,036.25 |
|
1.618 |
2,023.00 |
|
2.618 |
2,001.75 |
|
4.250 |
1,967.25 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.00 |
2,064.00 |
| PP |
2,064.75 |
2,062.00 |
| S1 |
2,061.50 |
2,060.00 |
|