| 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 |
1,264.8 |
1,273.1 |
8.3 |
0.7% |
1,286.7 |
| High |
1,277.7 |
1,290.4 |
12.7 |
1.0% |
1,289.5 |
| Low |
1,264.0 |
1,271.6 |
7.6 |
0.6% |
1,258.3 |
| Close |
1,272.7 |
1,274.2 |
1.5 |
0.1% |
1,272.7 |
| Range |
13.7 |
18.8 |
5.1 |
37.2% |
31.2 |
| ATR |
20.1 |
20.0 |
-0.1 |
-0.5% |
0.0 |
| Volume |
174,352 |
198,783 |
24,431 |
14.0% |
1,031,462 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,335.1 |
1,323.5 |
1,284.5 |
|
| R3 |
1,316.3 |
1,304.7 |
1,279.4 |
|
| R2 |
1,297.5 |
1,297.5 |
1,277.6 |
|
| R1 |
1,285.9 |
1,285.9 |
1,275.9 |
1,291.7 |
| PP |
1,278.7 |
1,278.7 |
1,278.7 |
1,281.7 |
| S1 |
1,267.1 |
1,267.1 |
1,272.5 |
1,272.9 |
| S2 |
1,259.9 |
1,259.9 |
1,270.8 |
|
| S3 |
1,241.1 |
1,248.3 |
1,269.0 |
|
| S4 |
1,222.3 |
1,229.5 |
1,263.9 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.1 |
1,351.1 |
1,289.9 |
|
| R3 |
1,335.9 |
1,319.9 |
1,281.3 |
|
| R2 |
1,304.7 |
1,304.7 |
1,278.4 |
|
| R1 |
1,288.7 |
1,288.7 |
1,275.6 |
1,281.1 |
| PP |
1,273.5 |
1,273.5 |
1,273.5 |
1,269.7 |
| S1 |
1,257.5 |
1,257.5 |
1,269.8 |
1,249.9 |
| S2 |
1,242.3 |
1,242.3 |
1,267.0 |
|
| S3 |
1,211.1 |
1,226.3 |
1,264.1 |
|
| S4 |
1,179.9 |
1,195.1 |
1,255.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,290.4 |
1,258.3 |
32.1 |
2.5% |
16.1 |
1.3% |
50% |
True |
False |
201,003 |
| 10 |
1,303.9 |
1,258.3 |
45.6 |
3.6% |
18.4 |
1.4% |
35% |
False |
False |
209,037 |
| 20 |
1,306.0 |
1,228.5 |
77.5 |
6.1% |
20.2 |
1.6% |
59% |
False |
False |
204,765 |
| 40 |
1,306.0 |
1,207.7 |
98.3 |
7.7% |
19.3 |
1.5% |
68% |
False |
False |
169,815 |
| 60 |
1,306.0 |
1,203.0 |
103.0 |
8.1% |
21.2 |
1.7% |
69% |
False |
False |
119,695 |
| 80 |
1,306.0 |
1,094.5 |
211.5 |
16.6% |
21.2 |
1.7% |
85% |
False |
False |
91,496 |
| 100 |
1,306.0 |
1,059.0 |
247.0 |
19.4% |
19.6 |
1.5% |
87% |
False |
False |
73,781 |
| 120 |
1,306.0 |
1,047.2 |
258.8 |
20.3% |
18.9 |
1.5% |
88% |
False |
False |
61,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,370.3 |
|
2.618 |
1,339.6 |
|
1.618 |
1,320.8 |
|
1.000 |
1,309.2 |
|
0.618 |
1,302.0 |
|
HIGH |
1,290.4 |
|
0.618 |
1,283.2 |
|
0.500 |
1,281.0 |
|
0.382 |
1,278.8 |
|
LOW |
1,271.6 |
|
0.618 |
1,260.0 |
|
1.000 |
1,252.8 |
|
1.618 |
1,241.2 |
|
2.618 |
1,222.4 |
|
4.250 |
1,191.7 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,281.0 |
1,276.7 |
| PP |
1,278.7 |
1,275.8 |
| S1 |
1,276.5 |
1,275.0 |
|