| 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 |
16,215 |
16,530 |
315 |
1.9% |
16,245 |
| High |
16,340 |
16,845 |
505 |
3.1% |
16,350 |
| Low |
16,215 |
16,530 |
315 |
1.9% |
15,900 |
| Close |
16,340 |
16,845 |
505 |
3.1% |
16,150 |
| Range |
125 |
315 |
190 |
152.0% |
450 |
| ATR |
297 |
312 |
15 |
5.0% |
0 |
| Volume |
1 |
7 |
6 |
600.0% |
23 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,685 |
17,580 |
17,018 |
|
| R3 |
17,370 |
17,265 |
16,932 |
|
| R2 |
17,055 |
17,055 |
16,903 |
|
| R1 |
16,950 |
16,950 |
16,874 |
17,003 |
| PP |
16,740 |
16,740 |
16,740 |
16,766 |
| S1 |
16,635 |
16,635 |
16,816 |
16,688 |
| S2 |
16,425 |
16,425 |
16,787 |
|
| S3 |
16,110 |
16,320 |
16,759 |
|
| S4 |
15,795 |
16,005 |
16,672 |
|
|
| 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 |
16,845 |
15,900 |
945 |
5.6% |
195 |
1.2% |
100% |
True |
False |
3 |
| 10 |
17,595 |
15,900 |
1,695 |
10.1% |
284 |
1.7% |
56% |
False |
False |
6 |
| 20 |
17,830 |
15,900 |
1,930 |
11.5% |
219 |
1.3% |
49% |
False |
False |
4 |
| 40 |
17,830 |
15,505 |
2,325 |
13.8% |
140 |
0.8% |
58% |
False |
False |
2 |
| 60 |
17,830 |
15,505 |
2,325 |
13.8% |
94 |
0.6% |
58% |
False |
False |
1 |
| 80 |
17,830 |
15,145 |
2,685 |
15.9% |
70 |
0.4% |
63% |
False |
False |
1 |
| 100 |
19,265 |
15,145 |
4,120 |
24.5% |
56 |
0.3% |
41% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,184 |
|
2.618 |
17,670 |
|
1.618 |
17,355 |
|
1.000 |
17,160 |
|
0.618 |
17,040 |
|
HIGH |
16,845 |
|
0.618 |
16,725 |
|
0.500 |
16,688 |
|
0.382 |
16,650 |
|
LOW |
16,530 |
|
0.618 |
16,335 |
|
1.000 |
16,215 |
|
1.618 |
16,020 |
|
2.618 |
15,705 |
|
4.250 |
15,191 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,793 |
16,688 |
| PP |
16,740 |
16,530 |
| S1 |
16,688 |
16,373 |
|