| 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 |
2,059.00 |
2,059.25 |
0.25 |
0.0% |
2,053.00 |
| High |
2,072.75 |
2,063.50 |
-9.25 |
-0.4% |
2,079.75 |
| Low |
2,048.50 |
2,038.50 |
-10.00 |
-0.5% |
2,038.50 |
| Close |
2,058.75 |
2,043.50 |
-15.25 |
-0.7% |
2,043.50 |
| Range |
24.25 |
25.00 |
0.75 |
3.1% |
41.25 |
| ATR |
22.57 |
22.74 |
0.17 |
0.8% |
0.00 |
| Volume |
1,799,103 |
1,878,403 |
79,300 |
4.4% |
7,936,747 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.50 |
2,108.50 |
2,057.25 |
|
| R3 |
2,098.50 |
2,083.50 |
2,050.50 |
|
| R2 |
2,073.50 |
2,073.50 |
2,048.00 |
|
| R1 |
2,058.50 |
2,058.50 |
2,045.75 |
2,053.50 |
| PP |
2,048.50 |
2,048.50 |
2,048.50 |
2,046.00 |
| S1 |
2,033.50 |
2,033.50 |
2,041.25 |
2,028.50 |
| S2 |
2,023.50 |
2,023.50 |
2,039.00 |
|
| S3 |
1,998.50 |
2,008.50 |
2,036.50 |
|
| S4 |
1,973.50 |
1,983.50 |
2,029.75 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.75 |
2,151.75 |
2,066.25 |
|
| R3 |
2,136.50 |
2,110.50 |
2,054.75 |
|
| R2 |
2,095.25 |
2,095.25 |
2,051.00 |
|
| R1 |
2,069.25 |
2,069.25 |
2,047.25 |
2,061.50 |
| PP |
2,054.00 |
2,054.00 |
2,054.00 |
2,050.00 |
| S1 |
2,028.00 |
2,028.00 |
2,039.75 |
2,020.50 |
| S2 |
2,012.75 |
2,012.75 |
2,036.00 |
|
| S3 |
1,971.50 |
1,986.75 |
2,032.25 |
|
| S4 |
1,930.25 |
1,945.50 |
2,020.75 |
|
|
| 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 |
2,038.50 |
41.25 |
2.0% |
22.75 |
1.1% |
12% |
False |
True |
1,587,349 |
| 10 |
2,079.75 |
2,030.50 |
49.25 |
2.4% |
23.00 |
1.1% |
26% |
False |
False |
1,587,519 |
| 20 |
2,105.25 |
2,030.50 |
74.75 |
3.7% |
22.00 |
1.1% |
17% |
False |
False |
1,586,349 |
| 40 |
2,105.25 |
2,012.25 |
93.00 |
4.6% |
21.50 |
1.1% |
34% |
False |
False |
1,597,388 |
| 60 |
2,105.25 |
1,877.25 |
228.00 |
11.2% |
23.50 |
1.2% |
73% |
False |
False |
1,254,553 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
28.00 |
1.4% |
80% |
False |
False |
942,921 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
30.75 |
1.5% |
80% |
False |
False |
755,022 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
30.75 |
1.5% |
80% |
False |
False |
629,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,169.75 |
|
2.618 |
2,129.00 |
|
1.618 |
2,104.00 |
|
1.000 |
2,088.50 |
|
0.618 |
2,079.00 |
|
HIGH |
2,063.50 |
|
0.618 |
2,054.00 |
|
0.500 |
2,051.00 |
|
0.382 |
2,048.00 |
|
LOW |
2,038.50 |
|
0.618 |
2,023.00 |
|
1.000 |
2,013.50 |
|
1.618 |
1,998.00 |
|
2.618 |
1,973.00 |
|
4.250 |
1,932.25 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.00 |
2,058.50 |
| PP |
2,048.50 |
2,053.50 |
| S1 |
2,046.00 |
2,048.50 |
|