| 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 |
1,268.4 |
1,270.0 |
1.6 |
0.1% |
1,296.6 |
| High |
1,274.2 |
1,283.3 |
9.1 |
0.7% |
1,308.0 |
| Low |
1,261.0 |
1,269.1 |
8.1 |
0.6% |
1,273.0 |
| Close |
1,267.3 |
1,278.1 |
10.8 |
0.9% |
1,296.4 |
| Range |
13.2 |
14.2 |
1.0 |
7.6% |
35.0 |
| ATR |
20.3 |
20.0 |
-0.3 |
-1.5% |
0.0 |
| Volume |
22,483 |
65,167 |
42,684 |
189.9% |
101,317 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,319.4 |
1,313.0 |
1,285.9 |
|
| R3 |
1,305.2 |
1,298.8 |
1,282.0 |
|
| R2 |
1,291.0 |
1,291.0 |
1,280.7 |
|
| R1 |
1,284.6 |
1,284.6 |
1,279.4 |
1,287.8 |
| PP |
1,276.8 |
1,276.8 |
1,276.8 |
1,278.5 |
| S1 |
1,270.4 |
1,270.4 |
1,276.8 |
1,273.6 |
| S2 |
1,262.6 |
1,262.6 |
1,275.5 |
|
| S3 |
1,248.4 |
1,256.2 |
1,274.2 |
|
| S4 |
1,234.2 |
1,242.0 |
1,270.3 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.5 |
1,381.9 |
1,315.7 |
|
| R3 |
1,362.5 |
1,346.9 |
1,306.0 |
|
| R2 |
1,327.5 |
1,327.5 |
1,302.8 |
|
| R1 |
1,311.9 |
1,311.9 |
1,299.6 |
1,302.2 |
| PP |
1,292.5 |
1,292.5 |
1,292.5 |
1,287.6 |
| S1 |
1,276.9 |
1,276.9 |
1,293.2 |
1,267.2 |
| S2 |
1,257.5 |
1,257.5 |
1,290.0 |
|
| S3 |
1,222.5 |
1,241.9 |
1,286.8 |
|
| S4 |
1,187.5 |
1,206.9 |
1,277.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,299.9 |
1,261.0 |
38.9 |
3.0% |
18.2 |
1.4% |
44% |
False |
False |
30,960 |
| 10 |
1,308.0 |
1,241.1 |
66.9 |
5.2% |
20.8 |
1.6% |
55% |
False |
False |
24,539 |
| 20 |
1,308.0 |
1,227.5 |
80.5 |
6.3% |
19.0 |
1.5% |
63% |
False |
False |
14,721 |
| 40 |
1,308.0 |
1,211.8 |
96.2 |
7.5% |
18.8 |
1.5% |
69% |
False |
False |
9,471 |
| 60 |
1,308.0 |
1,198.1 |
109.9 |
8.6% |
20.0 |
1.6% |
73% |
False |
False |
7,365 |
| 80 |
1,308.0 |
1,084.9 |
223.1 |
17.5% |
19.4 |
1.5% |
87% |
False |
False |
5,975 |
| 100 |
1,308.0 |
1,049.4 |
258.6 |
20.2% |
17.9 |
1.4% |
88% |
False |
False |
4,918 |
| 120 |
1,308.0 |
1,049.4 |
258.6 |
20.2% |
16.4 |
1.3% |
88% |
False |
False |
4,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,343.7 |
|
2.618 |
1,320.5 |
|
1.618 |
1,306.3 |
|
1.000 |
1,297.5 |
|
0.618 |
1,292.1 |
|
HIGH |
1,283.3 |
|
0.618 |
1,277.9 |
|
0.500 |
1,276.2 |
|
0.382 |
1,274.5 |
|
LOW |
1,269.1 |
|
0.618 |
1,260.3 |
|
1.000 |
1,254.9 |
|
1.618 |
1,246.1 |
|
2.618 |
1,231.9 |
|
4.250 |
1,208.8 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,277.5 |
1,277.5 |
| PP |
1,276.8 |
1,277.0 |
| S1 |
1,276.2 |
1,276.4 |
|