| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
9,890.0 |
9,814.0 |
-76.0 |
-0.8% |
10,080.5 |
| High |
9,929.0 |
9,931.5 |
2.5 |
0.0% |
10,169.0 |
| Low |
9,805.5 |
9,736.0 |
-69.5 |
-0.7% |
9,736.0 |
| Close |
9,829.0 |
9,876.5 |
47.5 |
0.5% |
9,876.5 |
| Range |
123.5 |
195.5 |
72.0 |
58.3% |
433.0 |
| ATR |
184.2 |
185.1 |
0.8 |
0.4% |
0.0 |
| Volume |
107,477 |
111,790 |
4,313 |
4.0% |
528,058 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,434.5 |
10,351.0 |
9,984.0 |
|
| R3 |
10,239.0 |
10,155.5 |
9,930.3 |
|
| R2 |
10,043.5 |
10,043.5 |
9,912.3 |
|
| R1 |
9,960.0 |
9,960.0 |
9,894.4 |
10,001.8 |
| PP |
9,848.0 |
9,848.0 |
9,848.0 |
9,868.9 |
| S1 |
9,764.5 |
9,764.5 |
9,858.6 |
9,806.3 |
| S2 |
9,652.5 |
9,652.5 |
9,840.7 |
|
| S3 |
9,457.0 |
9,569.0 |
9,822.7 |
|
| S4 |
9,261.5 |
9,373.5 |
9,769.0 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,226.2 |
10,984.3 |
10,114.7 |
|
| R3 |
10,793.2 |
10,551.3 |
9,995.6 |
|
| R2 |
10,360.2 |
10,360.2 |
9,955.9 |
|
| R1 |
10,118.3 |
10,118.3 |
9,916.2 |
10,022.8 |
| PP |
9,927.2 |
9,927.2 |
9,927.2 |
9,879.4 |
| S1 |
9,685.3 |
9,685.3 |
9,836.8 |
9,589.8 |
| S2 |
9,494.2 |
9,494.2 |
9,797.1 |
|
| S3 |
9,061.2 |
9,252.3 |
9,757.4 |
|
| S4 |
8,628.2 |
8,819.3 |
9,638.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,169.0 |
9,736.0 |
433.0 |
4.4% |
156.7 |
1.6% |
32% |
False |
True |
105,611 |
| 10 |
10,438.0 |
9,736.0 |
702.0 |
7.1% |
170.5 |
1.7% |
20% |
False |
True |
107,345 |
| 20 |
10,522.0 |
9,551.5 |
970.5 |
9.8% |
169.8 |
1.7% |
33% |
False |
False |
106,683 |
| 40 |
10,522.0 |
9,436.5 |
1,085.5 |
11.0% |
186.0 |
1.9% |
41% |
False |
False |
97,573 |
| 60 |
10,522.0 |
8,730.0 |
1,792.0 |
18.1% |
183.9 |
1.9% |
64% |
False |
False |
65,519 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
18.1% |
199.6 |
2.0% |
64% |
False |
False |
49,377 |
| 100 |
10,920.5 |
8,730.0 |
2,190.5 |
22.2% |
207.1 |
2.1% |
52% |
False |
False |
39,666 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.6% |
197.1 |
2.0% |
42% |
False |
False |
33,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,762.4 |
|
2.618 |
10,443.3 |
|
1.618 |
10,247.8 |
|
1.000 |
10,127.0 |
|
0.618 |
10,052.3 |
|
HIGH |
9,931.5 |
|
0.618 |
9,856.8 |
|
0.500 |
9,833.8 |
|
0.382 |
9,810.7 |
|
LOW |
9,736.0 |
|
0.618 |
9,615.2 |
|
1.000 |
9,540.5 |
|
1.618 |
9,419.7 |
|
2.618 |
9,224.2 |
|
4.250 |
8,905.1 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,862.3 |
9,869.4 |
| PP |
9,848.0 |
9,862.3 |
| S1 |
9,833.8 |
9,855.3 |
|