| 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 |
16,040 |
16,345 |
305 |
1.9% |
16,245 |
| High |
16,125 |
16,350 |
225 |
1.4% |
16,350 |
| Low |
16,040 |
15,900 |
-140 |
-0.9% |
15,900 |
| Close |
16,125 |
16,150 |
25 |
0.2% |
16,150 |
| Range |
85 |
450 |
365 |
429.4% |
450 |
| ATR |
294 |
305 |
11 |
3.8% |
0 |
| Volume |
7 |
4 |
-3 |
-42.9% |
23 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,483 |
17,267 |
16,398 |
|
| R3 |
17,033 |
16,817 |
16,274 |
|
| R2 |
16,583 |
16,583 |
16,233 |
|
| R1 |
16,367 |
16,367 |
16,191 |
16,250 |
| PP |
16,133 |
16,133 |
16,133 |
16,075 |
| S1 |
15,917 |
15,917 |
16,109 |
15,800 |
| S2 |
15,683 |
15,683 |
16,068 |
|
| S3 |
15,233 |
15,467 |
16,026 |
|
| S4 |
14,783 |
15,017 |
15,903 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,483 |
17,267 |
16,398 |
|
| R3 |
17,033 |
16,817 |
16,274 |
|
| R2 |
16,583 |
16,583 |
16,233 |
|
| R1 |
16,367 |
16,367 |
16,191 |
16,250 |
| PP |
16,133 |
16,133 |
16,133 |
16,075 |
| S1 |
15,917 |
15,917 |
16,109 |
15,800 |
| S2 |
15,683 |
15,683 |
16,068 |
|
| S3 |
15,233 |
15,467 |
16,026 |
|
| S4 |
14,783 |
15,017 |
15,903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,350 |
15,900 |
450 |
2.8% |
168 |
1.0% |
56% |
True |
True |
4 |
| 10 |
17,830 |
15,900 |
1,930 |
12.0% |
270 |
1.7% |
13% |
False |
True |
6 |
| 20 |
17,830 |
15,640 |
2,190 |
13.6% |
213 |
1.3% |
23% |
False |
False |
4 |
| 40 |
17,830 |
15,505 |
2,325 |
14.4% |
129 |
0.8% |
28% |
False |
False |
2 |
| 60 |
17,830 |
15,145 |
2,685 |
16.6% |
86 |
0.5% |
37% |
False |
False |
1 |
| 80 |
17,830 |
15,145 |
2,685 |
16.6% |
65 |
0.4% |
37% |
False |
False |
1 |
| 100 |
19,265 |
15,145 |
4,120 |
25.5% |
52 |
0.3% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,263 |
|
2.618 |
17,528 |
|
1.618 |
17,078 |
|
1.000 |
16,800 |
|
0.618 |
16,628 |
|
HIGH |
16,350 |
|
0.618 |
16,178 |
|
0.500 |
16,125 |
|
0.382 |
16,072 |
|
LOW |
15,900 |
|
0.618 |
15,622 |
|
1.000 |
15,450 |
|
1.618 |
15,172 |
|
2.618 |
14,722 |
|
4.250 |
13,988 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,142 |
16,142 |
| PP |
16,133 |
16,133 |
| S1 |
16,125 |
16,125 |
|