| 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 |
16,110 |
16,160 |
50 |
0.3% |
15,955 |
| High |
16,310 |
16,460 |
150 |
0.9% |
16,310 |
| Low |
15,885 |
16,155 |
270 |
1.7% |
15,865 |
| Close |
16,110 |
16,300 |
190 |
1.2% |
16,110 |
| Range |
425 |
305 |
-120 |
-28.2% |
445 |
| ATR |
432 |
426 |
-6 |
-1.4% |
0 |
| Volume |
17,181 |
13,813 |
-3,368 |
-19.6% |
56,972 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,220 |
17,065 |
16,468 |
|
| R3 |
16,915 |
16,760 |
16,384 |
|
| R2 |
16,610 |
16,610 |
16,356 |
|
| R1 |
16,455 |
16,455 |
16,328 |
16,533 |
| PP |
16,305 |
16,305 |
16,305 |
16,344 |
| S1 |
16,150 |
16,150 |
16,272 |
16,228 |
| S2 |
16,000 |
16,000 |
16,244 |
|
| S3 |
15,695 |
15,845 |
16,216 |
|
| S4 |
15,390 |
15,540 |
16,132 |
|
|
| 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 |
16,460 |
15,865 |
595 |
3.7% |
313 |
1.9% |
73% |
True |
False |
10,789 |
| 10 |
17,630 |
15,865 |
1,765 |
10.8% |
445 |
2.7% |
25% |
False |
False |
16,256 |
| 20 |
17,825 |
15,705 |
2,120 |
13.0% |
446 |
2.7% |
28% |
False |
False |
17,347 |
| 40 |
17,825 |
15,375 |
2,450 |
15.0% |
405 |
2.5% |
38% |
False |
False |
16,085 |
| 60 |
17,825 |
14,820 |
3,005 |
18.4% |
408 |
2.5% |
49% |
False |
False |
12,256 |
| 80 |
17,870 |
14,820 |
3,050 |
18.7% |
404 |
2.5% |
49% |
False |
False |
9,201 |
| 100 |
19,595 |
14,820 |
4,775 |
29.3% |
345 |
2.1% |
31% |
False |
False |
7,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,756 |
|
2.618 |
17,259 |
|
1.618 |
16,954 |
|
1.000 |
16,765 |
|
0.618 |
16,649 |
|
HIGH |
16,460 |
|
0.618 |
16,344 |
|
0.500 |
16,308 |
|
0.382 |
16,272 |
|
LOW |
16,155 |
|
0.618 |
15,967 |
|
1.000 |
15,850 |
|
1.618 |
15,662 |
|
2.618 |
15,357 |
|
4.250 |
14,859 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,308 |
16,258 |
| PP |
16,305 |
16,215 |
| S1 |
16,303 |
16,173 |
|