| 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 |
1,273.1 |
1,274.9 |
1.8 |
0.1% |
1,286.7 |
| High |
1,290.4 |
1,283.9 |
-6.5 |
-0.5% |
1,289.5 |
| Low |
1,271.6 |
1,270.1 |
-1.5 |
-0.1% |
1,258.3 |
| Close |
1,274.2 |
1,276.9 |
2.7 |
0.2% |
1,272.7 |
| Range |
18.8 |
13.8 |
-5.0 |
-26.6% |
31.2 |
| ATR |
20.0 |
19.6 |
-0.4 |
-2.2% |
0.0 |
| Volume |
198,783 |
205,190 |
6,407 |
3.2% |
1,031,462 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.4 |
1,311.4 |
1,284.5 |
|
| R3 |
1,304.6 |
1,297.6 |
1,280.7 |
|
| R2 |
1,290.8 |
1,290.8 |
1,279.4 |
|
| R1 |
1,283.8 |
1,283.8 |
1,278.2 |
1,287.3 |
| PP |
1,277.0 |
1,277.0 |
1,277.0 |
1,278.7 |
| S1 |
1,270.0 |
1,270.0 |
1,275.6 |
1,273.5 |
| S2 |
1,263.2 |
1,263.2 |
1,274.4 |
|
| S3 |
1,249.4 |
1,256.2 |
1,273.1 |
|
| S4 |
1,235.6 |
1,242.4 |
1,269.3 |
|
|
| 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 |
1,262.9 |
27.5 |
2.2% |
16.1 |
1.3% |
51% |
False |
False |
207,224 |
| 10 |
1,297.7 |
1,258.3 |
39.4 |
3.1% |
17.8 |
1.4% |
47% |
False |
False |
208,058 |
| 20 |
1,306.0 |
1,228.5 |
77.5 |
6.1% |
19.4 |
1.5% |
62% |
False |
False |
204,155 |
| 40 |
1,306.0 |
1,207.7 |
98.3 |
7.7% |
19.2 |
1.5% |
70% |
False |
False |
173,523 |
| 60 |
1,306.0 |
1,207.7 |
98.3 |
7.7% |
21.0 |
1.6% |
70% |
False |
False |
123,079 |
| 80 |
1,306.0 |
1,098.1 |
207.9 |
16.3% |
21.2 |
1.7% |
86% |
False |
False |
93,996 |
| 100 |
1,306.0 |
1,059.0 |
247.0 |
19.3% |
19.7 |
1.5% |
88% |
False |
False |
75,823 |
| 120 |
1,306.0 |
1,047.2 |
258.8 |
20.3% |
19.0 |
1.5% |
89% |
False |
False |
63,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,342.6 |
|
2.618 |
1,320.0 |
|
1.618 |
1,306.2 |
|
1.000 |
1,297.7 |
|
0.618 |
1,292.4 |
|
HIGH |
1,283.9 |
|
0.618 |
1,278.6 |
|
0.500 |
1,277.0 |
|
0.382 |
1,275.4 |
|
LOW |
1,270.1 |
|
0.618 |
1,261.6 |
|
1.000 |
1,256.3 |
|
1.618 |
1,247.8 |
|
2.618 |
1,234.0 |
|
4.250 |
1,211.5 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,277.0 |
1,277.2 |
| PP |
1,277.0 |
1,277.1 |
| S1 |
1,276.9 |
1,277.0 |
|