| 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 |
1,281.5 |
1,289.6 |
8.1 |
0.6% |
1,296.6 |
| High |
1,299.9 |
1,291.8 |
-8.1 |
-0.6% |
1,308.0 |
| Low |
1,279.7 |
1,265.8 |
-13.9 |
-1.1% |
1,273.0 |
| Close |
1,296.4 |
1,269.1 |
-27.3 |
-2.1% |
1,296.4 |
| Range |
20.2 |
26.0 |
5.8 |
28.7% |
35.0 |
| ATR |
20.1 |
20.9 |
0.7 |
3.7% |
0.0 |
| Volume |
28,711 |
28,974 |
263 |
0.9% |
101,317 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,353.6 |
1,337.3 |
1,283.4 |
|
| R3 |
1,327.6 |
1,311.3 |
1,276.3 |
|
| R2 |
1,301.6 |
1,301.6 |
1,273.9 |
|
| R1 |
1,285.3 |
1,285.3 |
1,271.5 |
1,280.5 |
| PP |
1,275.6 |
1,275.6 |
1,275.6 |
1,273.1 |
| S1 |
1,259.3 |
1,259.3 |
1,266.7 |
1,254.5 |
| S2 |
1,249.6 |
1,249.6 |
1,264.3 |
|
| S3 |
1,223.6 |
1,233.3 |
1,262.0 |
|
| S4 |
1,197.6 |
1,207.3 |
1,254.8 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.5 |
1,381.9 |
1,315.7 |
|
| R3 |
1,362.5 |
1,346.9 |
1,306.0 |
|
| R2 |
1,327.5 |
1,327.5 |
1,302.8 |
|
| R1 |
1,311.9 |
1,311.9 |
1,299.6 |
1,302.2 |
| PP |
1,292.5 |
1,292.5 |
1,292.5 |
1,287.6 |
| S1 |
1,276.9 |
1,276.9 |
1,293.2 |
1,267.2 |
| S2 |
1,257.5 |
1,257.5 |
1,290.0 |
|
| S3 |
1,222.5 |
1,241.9 |
1,286.8 |
|
| S4 |
1,187.5 |
1,206.9 |
1,277.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,306.0 |
1,265.8 |
40.2 |
3.2% |
20.3 |
1.6% |
8% |
False |
True |
22,015 |
| 10 |
1,308.0 |
1,234.8 |
73.2 |
5.8% |
20.7 |
1.6% |
47% |
False |
False |
16,765 |
| 20 |
1,308.0 |
1,227.5 |
80.5 |
6.3% |
19.0 |
1.5% |
52% |
False |
False |
10,784 |
| 40 |
1,308.0 |
1,211.8 |
96.2 |
7.6% |
19.1 |
1.5% |
60% |
False |
False |
7,514 |
| 60 |
1,308.0 |
1,193.2 |
114.8 |
9.0% |
20.5 |
1.6% |
66% |
False |
False |
5,955 |
| 80 |
1,308.0 |
1,074.0 |
234.0 |
18.4% |
19.5 |
1.5% |
83% |
False |
False |
4,917 |
| 100 |
1,308.0 |
1,049.4 |
258.6 |
20.4% |
17.8 |
1.4% |
85% |
False |
False |
4,054 |
| 120 |
1,308.0 |
1,049.4 |
258.6 |
20.4% |
16.4 |
1.3% |
85% |
False |
False |
3,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,402.3 |
|
2.618 |
1,359.9 |
|
1.618 |
1,333.9 |
|
1.000 |
1,317.8 |
|
0.618 |
1,307.9 |
|
HIGH |
1,291.8 |
|
0.618 |
1,281.9 |
|
0.500 |
1,278.8 |
|
0.382 |
1,275.7 |
|
LOW |
1,265.8 |
|
0.618 |
1,249.7 |
|
1.000 |
1,239.8 |
|
1.618 |
1,223.7 |
|
2.618 |
1,197.7 |
|
4.250 |
1,155.3 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,278.8 |
1,282.9 |
| PP |
1,275.6 |
1,278.3 |
| S1 |
1,272.3 |
1,273.7 |
|