| 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 |
1,114.7 |
1,113.1 |
-1.6 |
-0.1% |
1,130.1 |
| High |
1,122.1 |
1,127.3 |
5.2 |
0.5% |
1,138.7 |
| Low |
1,109.2 |
1,112.9 |
3.7 |
0.3% |
1,097.5 |
| Close |
1,115.2 |
1,126.3 |
11.1 |
1.0% |
1,113.9 |
| Range |
12.9 |
14.4 |
1.5 |
11.6% |
41.2 |
| ATR |
16.7 |
16.6 |
-0.2 |
-1.0% |
0.0 |
| Volume |
84,287 |
78,506 |
-5,781 |
-6.9% |
459,899 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,165.3 |
1,160.3 |
1,134.3 |
|
| R3 |
1,151.0 |
1,145.8 |
1,130.3 |
|
| R2 |
1,136.5 |
1,136.5 |
1,129.0 |
|
| R1 |
1,131.5 |
1,131.5 |
1,127.5 |
1,134.0 |
| PP |
1,122.3 |
1,122.3 |
1,122.3 |
1,123.5 |
| S1 |
1,117.0 |
1,117.0 |
1,125.0 |
1,119.5 |
| S2 |
1,107.8 |
1,107.8 |
1,123.8 |
|
| S3 |
1,093.3 |
1,102.8 |
1,122.3 |
|
| S4 |
1,079.0 |
1,088.3 |
1,118.5 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,240.3 |
1,218.3 |
1,136.5 |
|
| R3 |
1,199.0 |
1,177.0 |
1,125.3 |
|
| R2 |
1,158.0 |
1,158.0 |
1,121.5 |
|
| R1 |
1,136.0 |
1,136.0 |
1,117.8 |
1,126.3 |
| PP |
1,116.8 |
1,116.8 |
1,116.8 |
1,112.0 |
| S1 |
1,094.8 |
1,094.8 |
1,110.0 |
1,085.0 |
| S2 |
1,075.5 |
1,075.5 |
1,106.3 |
|
| S3 |
1,034.3 |
1,053.5 |
1,102.5 |
|
| S4 |
993.0 |
1,012.3 |
1,091.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,127.3 |
1,097.5 |
29.8 |
2.6% |
15.3 |
1.4% |
97% |
True |
False |
86,674 |
| 10 |
1,154.4 |
1,097.5 |
56.9 |
5.1% |
17.0 |
1.5% |
51% |
False |
False |
92,581 |
| 20 |
1,154.4 |
1,097.5 |
56.9 |
5.1% |
16.0 |
1.4% |
51% |
False |
False |
86,243 |
| 40 |
1,154.4 |
1,054.2 |
100.2 |
8.9% |
17.0 |
1.5% |
72% |
False |
False |
90,547 |
| 60 |
1,154.4 |
973.0 |
181.4 |
16.1% |
16.5 |
1.5% |
85% |
False |
False |
67,836 |
| 80 |
1,154.4 |
945.2 |
209.2 |
18.6% |
15.3 |
1.3% |
87% |
False |
False |
50,879 |
| 100 |
1,158.6 |
945.2 |
213.4 |
18.9% |
13.3 |
1.2% |
85% |
False |
False |
40,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.5 |
|
2.618 |
1,165.0 |
|
1.618 |
1,150.5 |
|
1.000 |
1,141.8 |
|
0.618 |
1,136.3 |
|
HIGH |
1,127.3 |
|
0.618 |
1,121.8 |
|
0.500 |
1,120.0 |
|
0.382 |
1,118.5 |
|
LOW |
1,113.0 |
|
0.618 |
1,104.0 |
|
1.000 |
1,098.5 |
|
1.618 |
1,089.5 |
|
2.618 |
1,075.3 |
|
4.250 |
1,051.8 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,124.3 |
1,121.8 |
| PP |
1,122.3 |
1,117.0 |
| S1 |
1,120.0 |
1,112.5 |
|