| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
10,034.0 |
10,060.5 |
26.5 |
0.3% |
10,080.5 |
| High |
10,114.5 |
10,068.0 |
-46.5 |
-0.5% |
10,169.0 |
| Low |
9,993.5 |
9,928.0 |
-65.5 |
-0.7% |
9,736.0 |
| Close |
10,037.0 |
9,978.5 |
-58.5 |
-0.6% |
9,876.5 |
| Range |
121.0 |
140.0 |
19.0 |
15.7% |
433.0 |
| ATR |
182.3 |
179.2 |
-3.0 |
-1.7% |
0.0 |
| Volume |
92,924 |
125,024 |
32,100 |
34.5% |
528,058 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,411.5 |
10,335.0 |
10,055.5 |
|
| R3 |
10,271.5 |
10,195.0 |
10,017.0 |
|
| R2 |
10,131.5 |
10,131.5 |
10,004.2 |
|
| R1 |
10,055.0 |
10,055.0 |
9,991.3 |
10,023.3 |
| PP |
9,991.5 |
9,991.5 |
9,991.5 |
9,975.6 |
| S1 |
9,915.0 |
9,915.0 |
9,965.7 |
9,883.3 |
| S2 |
9,851.5 |
9,851.5 |
9,952.8 |
|
| S3 |
9,711.5 |
9,775.0 |
9,940.0 |
|
| S4 |
9,571.5 |
9,635.0 |
9,901.5 |
|
|
| 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% |
155.4 |
1.6% |
64% |
False |
False |
106,687 |
| 10 |
10,364.0 |
9,736.0 |
628.0 |
6.3% |
168.1 |
1.7% |
39% |
False |
False |
106,165 |
| 20 |
10,522.0 |
9,736.0 |
786.0 |
7.9% |
162.3 |
1.6% |
31% |
False |
False |
105,918 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.5% |
171.8 |
1.7% |
48% |
False |
False |
102,642 |
| 60 |
10,522.0 |
9,123.0 |
1,399.0 |
14.0% |
181.8 |
1.8% |
61% |
False |
False |
70,717 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
18.0% |
194.5 |
1.9% |
70% |
False |
False |
53,260 |
| 100 |
10,920.5 |
8,730.0 |
2,190.5 |
22.0% |
203.7 |
2.0% |
57% |
False |
False |
42,789 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.3% |
196.9 |
2.0% |
46% |
False |
False |
35,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,663.0 |
|
2.618 |
10,434.5 |
|
1.618 |
10,294.5 |
|
1.000 |
10,208.0 |
|
0.618 |
10,154.5 |
|
HIGH |
10,068.0 |
|
0.618 |
10,014.5 |
|
0.500 |
9,998.0 |
|
0.382 |
9,981.5 |
|
LOW |
9,928.0 |
|
0.618 |
9,841.5 |
|
1.000 |
9,788.0 |
|
1.618 |
9,701.5 |
|
2.618 |
9,561.5 |
|
4.250 |
9,333.0 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,998.0 |
9,996.8 |
| PP |
9,991.5 |
9,990.7 |
| S1 |
9,985.0 |
9,984.6 |
|