| 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 |
2,899.0 |
2,925.0 |
26.0 |
0.9% |
2,912.0 |
| High |
2,923.0 |
2,954.0 |
31.0 |
1.1% |
2,960.0 |
| Low |
2,879.0 |
2,882.0 |
3.0 |
0.1% |
2,866.0 |
| Close |
2,910.0 |
2,895.0 |
-15.0 |
-0.5% |
2,914.0 |
| Range |
44.0 |
72.0 |
28.0 |
63.6% |
94.0 |
| ATR |
50.4 |
51.9 |
1.5 |
3.1% |
0.0 |
| Volume |
30,877 |
28,595 |
-2,282 |
-7.4% |
27,970 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,126.3 |
3,082.7 |
2,934.6 |
|
| R3 |
3,054.3 |
3,010.7 |
2,914.8 |
|
| R2 |
2,982.3 |
2,982.3 |
2,908.2 |
|
| R1 |
2,938.7 |
2,938.7 |
2,901.6 |
2,924.5 |
| PP |
2,910.3 |
2,910.3 |
2,910.3 |
2,903.3 |
| S1 |
2,866.7 |
2,866.7 |
2,888.4 |
2,852.5 |
| S2 |
2,838.3 |
2,838.3 |
2,881.8 |
|
| S3 |
2,766.3 |
2,794.7 |
2,875.2 |
|
| S4 |
2,694.3 |
2,722.7 |
2,855.4 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,195.3 |
3,148.7 |
2,965.7 |
|
| R3 |
3,101.3 |
3,054.7 |
2,939.9 |
|
| R2 |
3,007.3 |
3,007.3 |
2,931.2 |
|
| R1 |
2,960.7 |
2,960.7 |
2,922.6 |
2,984.0 |
| PP |
2,913.3 |
2,913.3 |
2,913.3 |
2,925.0 |
| S1 |
2,866.7 |
2,866.7 |
2,905.4 |
2,890.0 |
| S2 |
2,819.3 |
2,819.3 |
2,896.8 |
|
| S3 |
2,725.3 |
2,772.7 |
2,888.2 |
|
| S4 |
2,631.3 |
2,678.7 |
2,862.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,954.0 |
2,866.0 |
88.0 |
3.0% |
55.0 |
1.9% |
33% |
True |
False |
12,356 |
| 10 |
2,960.0 |
2,845.0 |
115.0 |
4.0% |
49.8 |
1.7% |
43% |
False |
False |
11,422 |
| 20 |
3,078.0 |
2,845.0 |
233.0 |
8.0% |
46.8 |
1.6% |
21% |
False |
False |
9,927 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.9% |
48.0 |
1.7% |
42% |
False |
False |
6,826 |
| 60 |
3,078.0 |
2,726.0 |
352.0 |
12.2% |
43.3 |
1.5% |
48% |
False |
False |
8,653 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.4% |
38.2 |
1.3% |
61% |
False |
False |
6,563 |
| 100 |
3,218.0 |
2,603.0 |
615.0 |
21.2% |
36.2 |
1.3% |
47% |
False |
False |
5,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,260.0 |
|
2.618 |
3,142.5 |
|
1.618 |
3,070.5 |
|
1.000 |
3,026.0 |
|
0.618 |
2,998.5 |
|
HIGH |
2,954.0 |
|
0.618 |
2,926.5 |
|
0.500 |
2,918.0 |
|
0.382 |
2,909.5 |
|
LOW |
2,882.0 |
|
0.618 |
2,837.5 |
|
1.000 |
2,810.0 |
|
1.618 |
2,765.5 |
|
2.618 |
2,693.5 |
|
4.250 |
2,576.0 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,918.0 |
2,910.0 |
| PP |
2,910.3 |
2,905.0 |
| S1 |
2,902.7 |
2,900.0 |
|