| 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 |
2,912.0 |
2,922.0 |
10.0 |
0.3% |
2,979.0 |
| High |
2,937.0 |
2,960.0 |
23.0 |
0.8% |
2,985.0 |
| Low |
2,891.0 |
2,921.0 |
30.0 |
1.0% |
2,845.0 |
| Close |
2,906.0 |
2,931.0 |
25.0 |
0.9% |
2,890.0 |
| Range |
46.0 |
39.0 |
-7.0 |
-15.2% |
140.0 |
| ATR |
49.9 |
50.2 |
0.3 |
0.6% |
0.0 |
| Volume |
2,234 |
23,428 |
21,194 |
948.7% |
31,573 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.3 |
3,031.7 |
2,952.5 |
|
| R3 |
3,015.3 |
2,992.7 |
2,941.7 |
|
| R2 |
2,976.3 |
2,976.3 |
2,938.2 |
|
| R1 |
2,953.7 |
2,953.7 |
2,934.6 |
2,965.0 |
| PP |
2,937.3 |
2,937.3 |
2,937.3 |
2,943.0 |
| S1 |
2,914.7 |
2,914.7 |
2,927.4 |
2,926.0 |
| S2 |
2,898.3 |
2,898.3 |
2,923.9 |
|
| S3 |
2,859.3 |
2,875.7 |
2,920.3 |
|
| S4 |
2,820.3 |
2,836.7 |
2,909.6 |
|
|
| 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 |
2,960.0 |
2,845.0 |
115.0 |
3.9% |
44.6 |
1.5% |
75% |
True |
False |
10,488 |
| 10 |
3,070.0 |
2,845.0 |
225.0 |
7.7% |
46.8 |
1.6% |
38% |
False |
False |
6,248 |
| 20 |
3,078.0 |
2,845.0 |
233.0 |
7.9% |
44.3 |
1.5% |
37% |
False |
False |
7,642 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.7% |
44.7 |
1.5% |
53% |
False |
False |
8,660 |
| 60 |
3,078.0 |
2,726.0 |
352.0 |
12.0% |
39.2 |
1.3% |
58% |
False |
False |
7,627 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.2% |
36.6 |
1.2% |
69% |
False |
False |
5,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,125.8 |
|
2.618 |
3,062.1 |
|
1.618 |
3,023.1 |
|
1.000 |
2,999.0 |
|
0.618 |
2,984.1 |
|
HIGH |
2,960.0 |
|
0.618 |
2,945.1 |
|
0.500 |
2,940.5 |
|
0.382 |
2,935.9 |
|
LOW |
2,921.0 |
|
0.618 |
2,896.9 |
|
1.000 |
2,882.0 |
|
1.618 |
2,857.9 |
|
2.618 |
2,818.9 |
|
4.250 |
2,755.3 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,940.5 |
2,921.5 |
| PP |
2,937.3 |
2,912.0 |
| S1 |
2,934.2 |
2,902.5 |
|