| 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 |
16,345 |
16,215 |
-130 |
-0.8% |
16,245 |
| High |
16,350 |
16,340 |
-10 |
-0.1% |
16,350 |
| Low |
15,900 |
16,215 |
315 |
2.0% |
15,900 |
| Close |
16,150 |
16,340 |
190 |
1.2% |
16,150 |
| Range |
450 |
125 |
-325 |
-72.2% |
450 |
| ATR |
305 |
297 |
-8 |
-2.7% |
0 |
| Volume |
4 |
1 |
-3 |
-75.0% |
23 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,673 |
16,632 |
16,409 |
|
| R3 |
16,548 |
16,507 |
16,375 |
|
| R2 |
16,423 |
16,423 |
16,363 |
|
| R1 |
16,382 |
16,382 |
16,352 |
16,403 |
| PP |
16,298 |
16,298 |
16,298 |
16,309 |
| S1 |
16,257 |
16,257 |
16,329 |
16,278 |
| S2 |
16,173 |
16,173 |
16,317 |
|
| S3 |
16,048 |
16,132 |
16,306 |
|
| S4 |
15,923 |
16,007 |
16,271 |
|
|
| 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% |
184 |
1.1% |
98% |
False |
False |
4 |
| 10 |
17,595 |
15,900 |
1,695 |
10.4% |
253 |
1.5% |
26% |
False |
False |
6 |
| 20 |
17,830 |
15,900 |
1,930 |
11.8% |
213 |
1.3% |
23% |
False |
False |
4 |
| 40 |
17,830 |
15,505 |
2,325 |
14.2% |
132 |
0.8% |
36% |
False |
False |
2 |
| 60 |
17,830 |
15,370 |
2,460 |
15.1% |
88 |
0.5% |
39% |
False |
False |
1 |
| 80 |
17,830 |
15,145 |
2,685 |
16.4% |
66 |
0.4% |
45% |
False |
False |
1 |
| 100 |
19,265 |
15,145 |
4,120 |
25.2% |
53 |
0.3% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,871 |
|
2.618 |
16,667 |
|
1.618 |
16,542 |
|
1.000 |
16,465 |
|
0.618 |
16,417 |
|
HIGH |
16,340 |
|
0.618 |
16,292 |
|
0.500 |
16,278 |
|
0.382 |
16,263 |
|
LOW |
16,215 |
|
0.618 |
16,138 |
|
1.000 |
16,090 |
|
1.618 |
16,013 |
|
2.618 |
15,888 |
|
4.250 |
15,684 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,319 |
16,268 |
| PP |
16,298 |
16,197 |
| S1 |
16,278 |
16,125 |
|