| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1,099.8 |
1,112.8 |
13.0 |
1.2% |
1,114.7 |
| High |
1,118.6 |
1,118.6 |
0.0 |
0.0% |
1,127.3 |
| Low |
1,096.0 |
1,090.5 |
-5.5 |
-0.5% |
1,096.6 |
| Close |
1,113.6 |
1,095.1 |
-18.5 |
-1.7% |
1,100.0 |
| Range |
22.6 |
28.1 |
5.5 |
24.3% |
30.7 |
| ATR |
17.2 |
18.0 |
0.8 |
4.5% |
0.0 |
| Volume |
85,930 |
130,244 |
44,314 |
51.6% |
444,238 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,185.8 |
1,168.5 |
1,110.5 |
|
| R3 |
1,157.5 |
1,140.5 |
1,102.8 |
|
| R2 |
1,129.5 |
1,129.5 |
1,100.3 |
|
| R1 |
1,112.3 |
1,112.3 |
1,097.8 |
1,106.8 |
| PP |
1,101.5 |
1,101.5 |
1,101.5 |
1,098.8 |
| S1 |
1,084.3 |
1,084.3 |
1,092.5 |
1,078.8 |
| S2 |
1,073.3 |
1,073.3 |
1,090.0 |
|
| S3 |
1,045.3 |
1,056.0 |
1,087.3 |
|
| S4 |
1,017.0 |
1,028.0 |
1,079.8 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,200.0 |
1,180.8 |
1,117.0 |
|
| R3 |
1,169.3 |
1,150.0 |
1,108.5 |
|
| R2 |
1,138.8 |
1,138.8 |
1,105.8 |
|
| R1 |
1,119.3 |
1,119.3 |
1,102.8 |
1,113.8 |
| PP |
1,108.0 |
1,108.0 |
1,108.0 |
1,105.0 |
| S1 |
1,088.8 |
1,088.8 |
1,097.3 |
1,083.0 |
| S2 |
1,077.3 |
1,077.3 |
1,094.3 |
|
| S3 |
1,046.5 |
1,058.0 |
1,091.5 |
|
| S4 |
1,015.8 |
1,027.3 |
1,083.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,126.5 |
1,090.5 |
36.0 |
3.3% |
20.8 |
1.9% |
13% |
False |
True |
99,523 |
| 10 |
1,127.3 |
1,090.5 |
36.8 |
3.4% |
18.0 |
1.6% |
13% |
False |
True |
93,099 |
| 20 |
1,154.4 |
1,090.5 |
63.9 |
5.8% |
17.5 |
1.6% |
7% |
False |
True |
91,535 |
| 40 |
1,154.4 |
1,059.5 |
94.9 |
8.7% |
17.3 |
1.6% |
38% |
False |
False |
88,307 |
| 60 |
1,154.4 |
997.1 |
157.3 |
14.4% |
17.3 |
1.6% |
62% |
False |
False |
76,126 |
| 80 |
1,154.4 |
945.2 |
209.2 |
19.1% |
15.5 |
1.4% |
72% |
False |
False |
57,099 |
| 100 |
1,158.6 |
945.2 |
213.4 |
19.5% |
14.0 |
1.3% |
70% |
False |
False |
45,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,238.0 |
|
2.618 |
1,192.3 |
|
1.618 |
1,164.0 |
|
1.000 |
1,146.8 |
|
0.618 |
1,136.0 |
|
HIGH |
1,118.5 |
|
0.618 |
1,107.8 |
|
0.500 |
1,104.5 |
|
0.382 |
1,101.3 |
|
LOW |
1,090.5 |
|
0.618 |
1,073.3 |
|
1.000 |
1,062.5 |
|
1.618 |
1,045.0 |
|
2.618 |
1,017.0 |
|
4.250 |
971.0 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,104.5 |
1,104.5 |
| PP |
1,101.5 |
1,101.5 |
| S1 |
1,098.3 |
1,098.3 |
|