| 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 |
2,059.25 |
2,041.25 |
-18.00 |
-0.9% |
2,053.00 |
| High |
2,063.50 |
2,068.50 |
5.00 |
0.2% |
2,079.75 |
| Low |
2,038.50 |
2,035.00 |
-3.50 |
-0.2% |
2,038.50 |
| Close |
2,043.50 |
2,062.75 |
19.25 |
0.9% |
2,043.50 |
| Range |
25.00 |
33.50 |
8.50 |
34.0% |
41.25 |
| ATR |
22.74 |
23.51 |
0.77 |
3.4% |
0.00 |
| Volume |
1,878,403 |
1,421,736 |
-456,667 |
-24.3% |
7,936,747 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.00 |
2,142.75 |
2,081.25 |
|
| R3 |
2,122.50 |
2,109.25 |
2,072.00 |
|
| R2 |
2,089.00 |
2,089.00 |
2,069.00 |
|
| R1 |
2,075.75 |
2,075.75 |
2,065.75 |
2,082.50 |
| PP |
2,055.50 |
2,055.50 |
2,055.50 |
2,058.75 |
| S1 |
2,042.25 |
2,042.25 |
2,059.75 |
2,049.00 |
| S2 |
2,022.00 |
2,022.00 |
2,056.50 |
|
| S3 |
1,988.50 |
2,008.75 |
2,053.50 |
|
| S4 |
1,955.00 |
1,975.25 |
2,044.25 |
|
|
| 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 |
2,035.00 |
44.75 |
2.2% |
27.25 |
1.3% |
62% |
False |
True |
1,597,612 |
| 10 |
2,079.75 |
2,030.50 |
49.25 |
2.4% |
24.00 |
1.2% |
65% |
False |
False |
1,599,076 |
| 20 |
2,105.25 |
2,030.50 |
74.75 |
3.6% |
22.25 |
1.1% |
43% |
False |
False |
1,587,419 |
| 40 |
2,105.25 |
2,012.25 |
93.00 |
4.5% |
22.00 |
1.1% |
54% |
False |
False |
1,588,540 |
| 60 |
2,105.25 |
1,877.25 |
228.00 |
11.1% |
23.75 |
1.2% |
81% |
False |
False |
1,278,114 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
28.00 |
1.4% |
86% |
False |
False |
960,631 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
30.75 |
1.5% |
86% |
False |
False |
769,230 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
30.75 |
1.5% |
86% |
False |
False |
641,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,211.00 |
|
2.618 |
2,156.25 |
|
1.618 |
2,122.75 |
|
1.000 |
2,102.00 |
|
0.618 |
2,089.25 |
|
HIGH |
2,068.50 |
|
0.618 |
2,055.75 |
|
0.500 |
2,051.75 |
|
0.382 |
2,047.75 |
|
LOW |
2,035.00 |
|
0.618 |
2,014.25 |
|
1.000 |
2,001.50 |
|
1.618 |
1,980.75 |
|
2.618 |
1,947.25 |
|
4.250 |
1,892.50 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.00 |
2,059.75 |
| PP |
2,055.50 |
2,056.75 |
| S1 |
2,051.75 |
2,054.00 |
|