| 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 |
15,935 |
16,110 |
175 |
1.1% |
15,955 |
| High |
16,170 |
16,310 |
140 |
0.9% |
16,310 |
| Low |
15,935 |
15,885 |
-50 |
-0.3% |
15,865 |
| Close |
16,085 |
16,110 |
25 |
0.2% |
16,110 |
| Range |
235 |
425 |
190 |
80.9% |
445 |
| ATR |
433 |
432 |
-1 |
-0.1% |
0 |
| Volume |
7,092 |
17,181 |
10,089 |
142.3% |
56,972 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,377 |
17,168 |
16,344 |
|
| R3 |
16,952 |
16,743 |
16,227 |
|
| R2 |
16,527 |
16,527 |
16,188 |
|
| R1 |
16,318 |
16,318 |
16,149 |
16,323 |
| PP |
16,102 |
16,102 |
16,102 |
16,104 |
| S1 |
15,893 |
15,893 |
16,071 |
15,898 |
| S2 |
15,677 |
15,677 |
16,032 |
|
| S3 |
15,252 |
15,468 |
15,993 |
|
| S4 |
14,827 |
15,043 |
15,876 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,430 |
17,215 |
16,355 |
|
| R3 |
16,985 |
16,770 |
16,233 |
|
| R2 |
16,540 |
16,540 |
16,192 |
|
| R1 |
16,325 |
16,325 |
16,151 |
16,433 |
| PP |
16,095 |
16,095 |
16,095 |
16,149 |
| S1 |
15,880 |
15,880 |
16,069 |
15,988 |
| S2 |
15,650 |
15,650 |
16,029 |
|
| S3 |
15,205 |
15,435 |
15,988 |
|
| S4 |
14,760 |
14,990 |
15,865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,310 |
15,865 |
445 |
2.8% |
315 |
2.0% |
55% |
True |
False |
11,394 |
| 10 |
17,825 |
15,865 |
1,960 |
12.2% |
458 |
2.8% |
13% |
False |
False |
16,481 |
| 20 |
17,825 |
15,565 |
2,260 |
14.0% |
450 |
2.8% |
24% |
False |
False |
17,626 |
| 40 |
17,825 |
15,375 |
2,450 |
15.2% |
414 |
2.6% |
30% |
False |
False |
16,081 |
| 60 |
17,825 |
14,820 |
3,005 |
18.7% |
411 |
2.5% |
43% |
False |
False |
12,031 |
| 80 |
17,870 |
14,820 |
3,050 |
18.9% |
400 |
2.5% |
42% |
False |
False |
9,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,116 |
|
2.618 |
17,423 |
|
1.618 |
16,998 |
|
1.000 |
16,735 |
|
0.618 |
16,573 |
|
HIGH |
16,310 |
|
0.618 |
16,148 |
|
0.500 |
16,098 |
|
0.382 |
16,047 |
|
LOW |
15,885 |
|
0.618 |
15,622 |
|
1.000 |
15,460 |
|
1.618 |
15,197 |
|
2.618 |
14,772 |
|
4.250 |
14,079 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,106 |
16,103 |
| PP |
16,102 |
16,095 |
| S1 |
16,098 |
16,088 |
|