| 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 |
2,077.25 |
2,059.00 |
-18.25 |
-0.9% |
2,060.75 |
| High |
2,078.75 |
2,072.75 |
-6.00 |
-0.3% |
2,077.50 |
| Low |
2,057.50 |
2,048.50 |
-9.00 |
-0.4% |
2,030.50 |
| Close |
2,058.00 |
2,058.75 |
0.75 |
0.0% |
2,052.75 |
| Range |
21.25 |
24.25 |
3.00 |
14.1% |
47.00 |
| ATR |
22.44 |
22.57 |
0.13 |
0.6% |
0.00 |
| Volume |
1,471,852 |
1,799,103 |
327,251 |
22.2% |
7,938,452 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,132.75 |
2,120.00 |
2,072.00 |
|
| R3 |
2,108.50 |
2,095.75 |
2,065.50 |
|
| R2 |
2,084.25 |
2,084.25 |
2,063.25 |
|
| R1 |
2,071.50 |
2,071.50 |
2,061.00 |
2,065.75 |
| PP |
2,060.00 |
2,060.00 |
2,060.00 |
2,057.00 |
| S1 |
2,047.25 |
2,047.25 |
2,056.50 |
2,041.50 |
| S2 |
2,035.75 |
2,035.75 |
2,054.25 |
|
| S3 |
2,011.50 |
2,023.00 |
2,052.00 |
|
| S4 |
1,987.25 |
1,998.75 |
2,045.50 |
|
|
| 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% |
22.50 |
1.1% |
57% |
False |
False |
1,574,355 |
| 10 |
2,079.75 |
2,030.50 |
49.25 |
2.4% |
23.50 |
1.1% |
57% |
False |
False |
1,641,655 |
| 20 |
2,105.25 |
2,030.50 |
74.75 |
3.6% |
21.25 |
1.0% |
38% |
False |
False |
1,553,954 |
| 40 |
2,105.25 |
2,005.75 |
99.50 |
4.8% |
21.75 |
1.1% |
53% |
False |
False |
1,603,850 |
| 60 |
2,105.25 |
1,877.25 |
228.00 |
11.1% |
23.50 |
1.1% |
80% |
False |
False |
1,223,306 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
28.75 |
1.4% |
85% |
False |
False |
919,529 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
30.75 |
1.5% |
85% |
False |
False |
736,264 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
30.50 |
1.5% |
85% |
False |
False |
613,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,175.75 |
|
2.618 |
2,136.25 |
|
1.618 |
2,112.00 |
|
1.000 |
2,097.00 |
|
0.618 |
2,087.75 |
|
HIGH |
2,072.75 |
|
0.618 |
2,063.50 |
|
0.500 |
2,060.50 |
|
0.382 |
2,057.75 |
|
LOW |
2,048.50 |
|
0.618 |
2,033.50 |
|
1.000 |
2,024.25 |
|
1.618 |
2,009.25 |
|
2.618 |
1,985.00 |
|
4.250 |
1,945.50 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.50 |
2,064.00 |
| PP |
2,060.00 |
2,062.25 |
| S1 |
2,059.50 |
2,060.50 |
|