| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
9,960.0 |
10,034.0 |
74.0 |
0.7% |
10,080.5 |
| High |
10,076.0 |
10,114.5 |
38.5 |
0.4% |
10,169.0 |
| Low |
9,879.0 |
9,993.5 |
114.5 |
1.2% |
9,736.0 |
| Close |
9,982.0 |
10,037.0 |
55.0 |
0.6% |
9,876.5 |
| Range |
197.0 |
121.0 |
-76.0 |
-38.6% |
433.0 |
| ATR |
186.1 |
182.3 |
-3.8 |
-2.1% |
0.0 |
| Volume |
96,224 |
92,924 |
-3,300 |
-3.4% |
528,058 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,411.3 |
10,345.2 |
10,103.6 |
|
| R3 |
10,290.3 |
10,224.2 |
10,070.3 |
|
| R2 |
10,169.3 |
10,169.3 |
10,059.2 |
|
| R1 |
10,103.2 |
10,103.2 |
10,048.1 |
10,136.3 |
| PP |
10,048.3 |
10,048.3 |
10,048.3 |
10,064.9 |
| S1 |
9,982.2 |
9,982.2 |
10,025.9 |
10,015.3 |
| S2 |
9,927.3 |
9,927.3 |
10,014.8 |
|
| S3 |
9,806.3 |
9,861.2 |
10,003.7 |
|
| S4 |
9,685.3 |
9,740.2 |
9,970.5 |
|
|
| 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 |
10,114.5 |
9,736.0 |
378.5 |
3.8% |
158.9 |
1.6% |
80% |
True |
False |
98,867 |
| 10 |
10,378.5 |
9,736.0 |
642.5 |
6.4% |
166.8 |
1.7% |
47% |
False |
False |
105,698 |
| 20 |
10,522.0 |
9,736.0 |
786.0 |
7.8% |
164.8 |
1.6% |
38% |
False |
False |
104,558 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.5% |
172.6 |
1.7% |
54% |
False |
False |
101,286 |
| 60 |
10,522.0 |
9,087.0 |
1,435.0 |
14.3% |
182.7 |
1.8% |
66% |
False |
False |
68,638 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.9% |
194.8 |
1.9% |
73% |
False |
False |
51,720 |
| 100 |
10,920.5 |
8,730.0 |
2,190.5 |
21.8% |
204.6 |
2.0% |
60% |
False |
False |
41,541 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.1% |
196.7 |
2.0% |
48% |
False |
False |
34,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,628.8 |
|
2.618 |
10,431.3 |
|
1.618 |
10,310.3 |
|
1.000 |
10,235.5 |
|
0.618 |
10,189.3 |
|
HIGH |
10,114.5 |
|
0.618 |
10,068.3 |
|
0.500 |
10,054.0 |
|
0.382 |
10,039.7 |
|
LOW |
9,993.5 |
|
0.618 |
9,918.7 |
|
1.000 |
9,872.5 |
|
1.618 |
9,797.7 |
|
2.618 |
9,676.7 |
|
4.250 |
9,479.3 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,054.0 |
9,999.8 |
| PP |
10,048.3 |
9,962.5 |
| S1 |
10,042.7 |
9,925.3 |
|