| 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 |
16,295 |
16,805 |
510 |
3.1% |
15,955 |
| High |
16,830 |
16,845 |
15 |
0.1% |
16,310 |
| Low |
16,220 |
16,440 |
220 |
1.4% |
15,865 |
| Close |
16,805 |
16,450 |
-355 |
-2.1% |
16,110 |
| Range |
610 |
405 |
-205 |
-33.6% |
445 |
| ATR |
440 |
437 |
-2 |
-0.6% |
0 |
| Volume |
18,271 |
13,512 |
-4,759 |
-26.0% |
56,972 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,793 |
17,527 |
16,673 |
|
| R3 |
17,388 |
17,122 |
16,562 |
|
| R2 |
16,983 |
16,983 |
16,524 |
|
| R1 |
16,717 |
16,717 |
16,487 |
16,648 |
| PP |
16,578 |
16,578 |
16,578 |
16,544 |
| S1 |
16,312 |
16,312 |
16,413 |
16,243 |
| S2 |
16,173 |
16,173 |
16,376 |
|
| S3 |
15,768 |
15,907 |
16,339 |
|
| S4 |
15,363 |
15,502 |
16,227 |
|
|
| 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 |
16,845 |
15,885 |
960 |
5.8% |
396 |
2.4% |
59% |
True |
False |
13,973 |
| 10 |
17,630 |
15,865 |
1,765 |
10.7% |
487 |
3.0% |
33% |
False |
False |
16,199 |
| 20 |
17,825 |
15,865 |
1,960 |
11.9% |
443 |
2.7% |
30% |
False |
False |
17,013 |
| 40 |
17,825 |
15,375 |
2,450 |
14.9% |
415 |
2.5% |
44% |
False |
False |
16,410 |
| 60 |
17,825 |
15,375 |
2,450 |
14.9% |
404 |
2.5% |
44% |
False |
False |
12,778 |
| 80 |
17,870 |
14,820 |
3,050 |
18.5% |
401 |
2.4% |
53% |
False |
False |
9,598 |
| 100 |
19,595 |
14,820 |
4,775 |
29.0% |
353 |
2.1% |
34% |
False |
False |
7,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,566 |
|
2.618 |
17,905 |
|
1.618 |
17,500 |
|
1.000 |
17,250 |
|
0.618 |
17,095 |
|
HIGH |
16,845 |
|
0.618 |
16,690 |
|
0.500 |
16,643 |
|
0.382 |
16,595 |
|
LOW |
16,440 |
|
0.618 |
16,190 |
|
1.000 |
16,035 |
|
1.618 |
15,785 |
|
2.618 |
15,380 |
|
4.250 |
14,719 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,643 |
16,500 |
| PP |
16,578 |
16,483 |
| S1 |
16,514 |
16,467 |
|