| 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 |
2,922.0 |
2,930.0 |
8.0 |
0.3% |
2,979.0 |
| High |
2,960.0 |
2,934.0 |
-26.0 |
-0.9% |
2,985.0 |
| Low |
2,921.0 |
2,898.0 |
-23.0 |
-0.8% |
2,845.0 |
| Close |
2,931.0 |
2,914.0 |
-17.0 |
-0.6% |
2,890.0 |
| Range |
39.0 |
36.0 |
-3.0 |
-7.7% |
140.0 |
| ATR |
50.2 |
49.2 |
-1.0 |
-2.0% |
0.0 |
| Volume |
23,428 |
395 |
-23,033 |
-98.3% |
31,573 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,023.3 |
3,004.7 |
2,933.8 |
|
| R3 |
2,987.3 |
2,968.7 |
2,923.9 |
|
| R2 |
2,951.3 |
2,951.3 |
2,920.6 |
|
| R1 |
2,932.7 |
2,932.7 |
2,917.3 |
2,924.0 |
| PP |
2,915.3 |
2,915.3 |
2,915.3 |
2,911.0 |
| S1 |
2,896.7 |
2,896.7 |
2,910.7 |
2,888.0 |
| S2 |
2,879.3 |
2,879.3 |
2,907.4 |
|
| S3 |
2,843.3 |
2,860.7 |
2,904.1 |
|
| S4 |
2,807.3 |
2,824.7 |
2,894.2 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,326.7 |
3,248.3 |
2,967.0 |
|
| R3 |
3,186.7 |
3,108.3 |
2,928.5 |
|
| R2 |
3,046.7 |
3,046.7 |
2,915.7 |
|
| R1 |
2,968.3 |
2,968.3 |
2,902.8 |
2,937.5 |
| PP |
2,906.7 |
2,906.7 |
2,906.7 |
2,891.3 |
| S1 |
2,828.3 |
2,828.3 |
2,877.2 |
2,797.5 |
| S2 |
2,766.7 |
2,766.7 |
2,864.3 |
|
| S3 |
2,626.7 |
2,688.3 |
2,851.5 |
|
| S4 |
2,486.7 |
2,548.3 |
2,813.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,960.0 |
2,845.0 |
115.0 |
3.9% |
42.4 |
1.5% |
60% |
False |
False |
10,507 |
| 10 |
3,055.0 |
2,845.0 |
210.0 |
7.2% |
47.1 |
1.6% |
33% |
False |
False |
6,129 |
| 20 |
3,078.0 |
2,845.0 |
233.0 |
8.0% |
42.4 |
1.5% |
30% |
False |
False |
7,655 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.8% |
45.0 |
1.5% |
48% |
False |
False |
8,660 |
| 60 |
3,078.0 |
2,726.0 |
352.0 |
12.1% |
39.8 |
1.4% |
53% |
False |
False |
7,633 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.3% |
37.1 |
1.3% |
65% |
False |
False |
5,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,087.0 |
|
2.618 |
3,028.2 |
|
1.618 |
2,992.2 |
|
1.000 |
2,970.0 |
|
0.618 |
2,956.2 |
|
HIGH |
2,934.0 |
|
0.618 |
2,920.2 |
|
0.500 |
2,916.0 |
|
0.382 |
2,911.8 |
|
LOW |
2,898.0 |
|
0.618 |
2,875.8 |
|
1.000 |
2,862.0 |
|
1.618 |
2,839.8 |
|
2.618 |
2,803.8 |
|
4.250 |
2,745.0 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,916.0 |
2,925.5 |
| PP |
2,915.3 |
2,921.7 |
| S1 |
2,914.7 |
2,917.8 |
|