| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
9,814.0 |
9,960.0 |
146.0 |
1.5% |
10,080.5 |
| High |
9,931.5 |
10,076.0 |
144.5 |
1.5% |
10,169.0 |
| Low |
9,736.0 |
9,879.0 |
143.0 |
1.5% |
9,736.0 |
| Close |
9,876.5 |
9,982.0 |
105.5 |
1.1% |
9,876.5 |
| Range |
195.5 |
197.0 |
1.5 |
0.8% |
433.0 |
| ATR |
185.1 |
186.1 |
1.0 |
0.6% |
0.0 |
| Volume |
111,790 |
96,224 |
-15,566 |
-13.9% |
528,058 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,570.0 |
10,473.0 |
10,090.4 |
|
| R3 |
10,373.0 |
10,276.0 |
10,036.2 |
|
| R2 |
10,176.0 |
10,176.0 |
10,018.1 |
|
| R1 |
10,079.0 |
10,079.0 |
10,000.1 |
10,127.5 |
| PP |
9,979.0 |
9,979.0 |
9,979.0 |
10,003.3 |
| S1 |
9,882.0 |
9,882.0 |
9,963.9 |
9,930.5 |
| S2 |
9,782.0 |
9,782.0 |
9,945.9 |
|
| S3 |
9,585.0 |
9,685.0 |
9,927.8 |
|
| S4 |
9,388.0 |
9,488.0 |
9,873.7 |
|
|
| 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 |
10,144.0 |
9,736.0 |
408.0 |
4.1% |
177.5 |
1.8% |
60% |
False |
False |
101,240 |
| 10 |
10,421.5 |
9,736.0 |
685.5 |
6.9% |
172.5 |
1.7% |
36% |
False |
False |
106,265 |
| 20 |
10,522.0 |
9,645.0 |
877.0 |
8.8% |
168.0 |
1.7% |
38% |
False |
False |
105,683 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.5% |
176.2 |
1.8% |
49% |
False |
False |
99,781 |
| 60 |
10,522.0 |
8,850.0 |
1,672.0 |
16.8% |
183.5 |
1.8% |
68% |
False |
False |
67,112 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
18.0% |
198.4 |
2.0% |
70% |
False |
False |
50,568 |
| 100 |
10,920.5 |
8,730.0 |
2,190.5 |
21.9% |
206.0 |
2.1% |
57% |
False |
False |
40,616 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.3% |
198.3 |
2.0% |
46% |
False |
False |
33,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,913.3 |
|
2.618 |
10,591.7 |
|
1.618 |
10,394.7 |
|
1.000 |
10,273.0 |
|
0.618 |
10,197.7 |
|
HIGH |
10,076.0 |
|
0.618 |
10,000.7 |
|
0.500 |
9,977.5 |
|
0.382 |
9,954.3 |
|
LOW |
9,879.0 |
|
0.618 |
9,757.3 |
|
1.000 |
9,682.0 |
|
1.618 |
9,560.3 |
|
2.618 |
9,363.3 |
|
4.250 |
9,041.8 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,980.5 |
9,956.7 |
| PP |
9,979.0 |
9,931.3 |
| S1 |
9,977.5 |
9,906.0 |
|