| 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 |
16,160 |
16,295 |
135 |
0.8% |
15,955 |
| High |
16,460 |
16,830 |
370 |
2.2% |
16,310 |
| Low |
16,155 |
16,220 |
65 |
0.4% |
15,865 |
| Close |
16,300 |
16,805 |
505 |
3.1% |
16,110 |
| Range |
305 |
610 |
305 |
100.0% |
445 |
| ATR |
426 |
440 |
13 |
3.1% |
0 |
| Volume |
13,813 |
18,271 |
4,458 |
32.3% |
56,972 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,448 |
18,237 |
17,141 |
|
| R3 |
17,838 |
17,627 |
16,973 |
|
| R2 |
17,228 |
17,228 |
16,917 |
|
| R1 |
17,017 |
17,017 |
16,861 |
17,123 |
| PP |
16,618 |
16,618 |
16,618 |
16,671 |
| S1 |
16,407 |
16,407 |
16,749 |
16,513 |
| S2 |
16,008 |
16,008 |
16,693 |
|
| S3 |
15,398 |
15,797 |
16,637 |
|
| S4 |
14,788 |
15,187 |
16,470 |
|
|
| 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 |
16,830 |
15,865 |
965 |
5.7% |
368 |
2.2% |
97% |
True |
False |
12,711 |
| 10 |
17,630 |
15,865 |
1,765 |
10.5% |
474 |
2.8% |
53% |
False |
False |
16,637 |
| 20 |
17,825 |
15,865 |
1,960 |
11.7% |
452 |
2.7% |
48% |
False |
False |
17,308 |
| 40 |
17,825 |
15,375 |
2,450 |
14.6% |
416 |
2.5% |
58% |
False |
False |
16,356 |
| 60 |
17,825 |
15,375 |
2,450 |
14.6% |
407 |
2.4% |
58% |
False |
False |
12,554 |
| 80 |
17,870 |
14,820 |
3,050 |
18.1% |
405 |
2.4% |
65% |
False |
False |
9,429 |
| 100 |
19,595 |
14,820 |
4,775 |
28.4% |
349 |
2.1% |
42% |
False |
False |
7,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,423 |
|
2.618 |
18,427 |
|
1.618 |
17,817 |
|
1.000 |
17,440 |
|
0.618 |
17,207 |
|
HIGH |
16,830 |
|
0.618 |
16,597 |
|
0.500 |
16,525 |
|
0.382 |
16,453 |
|
LOW |
16,220 |
|
0.618 |
15,843 |
|
1.000 |
15,610 |
|
1.618 |
15,233 |
|
2.618 |
14,623 |
|
4.250 |
13,628 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,712 |
16,656 |
| PP |
16,618 |
16,507 |
| S1 |
16,525 |
16,358 |
|