| 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 |
2,888.0 |
2,876.0 |
-12.0 |
-0.4% |
2,979.0 |
| High |
2,909.0 |
2,904.0 |
-5.0 |
-0.2% |
2,985.0 |
| Low |
2,877.0 |
2,845.0 |
-32.0 |
-1.1% |
2,845.0 |
| Close |
2,880.0 |
2,890.0 |
10.0 |
0.3% |
2,890.0 |
| Range |
32.0 |
59.0 |
27.0 |
84.4% |
140.0 |
| ATR |
49.4 |
50.1 |
0.7 |
1.4% |
0.0 |
| Volume |
25,886 |
592 |
-25,294 |
-97.7% |
31,573 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.7 |
3,032.3 |
2,922.5 |
|
| R3 |
2,997.7 |
2,973.3 |
2,906.2 |
|
| R2 |
2,938.7 |
2,938.7 |
2,900.8 |
|
| R1 |
2,914.3 |
2,914.3 |
2,895.4 |
2,926.5 |
| PP |
2,879.7 |
2,879.7 |
2,879.7 |
2,885.8 |
| S1 |
2,855.3 |
2,855.3 |
2,884.6 |
2,867.5 |
| S2 |
2,820.7 |
2,820.7 |
2,879.2 |
|
| S3 |
2,761.7 |
2,796.3 |
2,873.8 |
|
| S4 |
2,702.7 |
2,737.3 |
2,857.6 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,326.7 |
3,248.3 |
2,967.0 |
|
| R3 |
3,186.7 |
3,108.3 |
2,928.5 |
|
| R2 |
3,046.7 |
3,046.7 |
2,915.7 |
|
| R1 |
2,968.3 |
2,968.3 |
2,902.8 |
2,937.5 |
| PP |
2,906.7 |
2,906.7 |
2,906.7 |
2,891.3 |
| S1 |
2,828.3 |
2,828.3 |
2,877.2 |
2,797.5 |
| S2 |
2,766.7 |
2,766.7 |
2,864.3 |
|
| S3 |
2,626.7 |
2,688.3 |
2,851.5 |
|
| S4 |
2,486.7 |
2,548.3 |
2,813.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,985.0 |
2,845.0 |
140.0 |
4.8% |
44.4 |
1.5% |
32% |
False |
True |
6,314 |
| 10 |
3,073.0 |
2,845.0 |
228.0 |
7.9% |
45.4 |
1.6% |
20% |
False |
True |
9,010 |
| 20 |
3,078.0 |
2,802.0 |
276.0 |
9.6% |
45.3 |
1.6% |
32% |
False |
False |
6,378 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.9% |
48.3 |
1.7% |
40% |
False |
False |
8,022 |
| 60 |
3,078.0 |
2,603.0 |
475.0 |
16.4% |
38.2 |
1.3% |
60% |
False |
False |
7,199 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.4% |
36.9 |
1.3% |
60% |
False |
False |
5,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,154.8 |
|
2.618 |
3,058.5 |
|
1.618 |
2,999.5 |
|
1.000 |
2,963.0 |
|
0.618 |
2,940.5 |
|
HIGH |
2,904.0 |
|
0.618 |
2,881.5 |
|
0.500 |
2,874.5 |
|
0.382 |
2,867.5 |
|
LOW |
2,845.0 |
|
0.618 |
2,808.5 |
|
1.000 |
2,786.0 |
|
1.618 |
2,749.5 |
|
2.618 |
2,690.5 |
|
4.250 |
2,594.3 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,884.8 |
2,887.8 |
| PP |
2,879.7 |
2,885.7 |
| S1 |
2,874.5 |
2,883.5 |
|