| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
16,530 |
16,845 |
315 |
1.9% |
16,245 |
| High |
16,845 |
16,845 |
0 |
0.0% |
16,350 |
| Low |
16,530 |
16,490 |
-40 |
-0.2% |
15,900 |
| Close |
16,845 |
16,490 |
-355 |
-2.1% |
16,150 |
| Range |
315 |
355 |
40 |
12.7% |
450 |
| ATR |
312 |
315 |
3 |
1.0% |
0 |
| Volume |
7 |
16 |
9 |
128.6% |
23 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,673 |
17,437 |
16,685 |
|
| R3 |
17,318 |
17,082 |
16,588 |
|
| R2 |
16,963 |
16,963 |
16,555 |
|
| R1 |
16,727 |
16,727 |
16,523 |
16,668 |
| PP |
16,608 |
16,608 |
16,608 |
16,579 |
| S1 |
16,372 |
16,372 |
16,458 |
16,313 |
| S2 |
16,253 |
16,253 |
16,425 |
|
| S3 |
15,898 |
16,017 |
16,393 |
|
| S4 |
15,543 |
15,662 |
16,295 |
|
|
| 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 |
5.7% |
266 |
1.6% |
62% |
True |
False |
7 |
| 10 |
17,580 |
15,900 |
1,680 |
10.2% |
298 |
1.8% |
35% |
False |
False |
6 |
| 20 |
17,830 |
15,900 |
1,930 |
11.7% |
236 |
1.4% |
31% |
False |
False |
5 |
| 40 |
17,830 |
15,505 |
2,325 |
14.1% |
149 |
0.9% |
42% |
False |
False |
3 |
| 60 |
17,830 |
15,505 |
2,325 |
14.1% |
99 |
0.6% |
42% |
False |
False |
2 |
| 80 |
17,830 |
15,145 |
2,685 |
16.3% |
75 |
0.5% |
50% |
False |
False |
1 |
| 100 |
19,180 |
15,145 |
4,035 |
24.5% |
60 |
0.4% |
33% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,354 |
|
2.618 |
17,775 |
|
1.618 |
17,420 |
|
1.000 |
17,200 |
|
0.618 |
17,065 |
|
HIGH |
16,845 |
|
0.618 |
16,710 |
|
0.500 |
16,668 |
|
0.382 |
16,626 |
|
LOW |
16,490 |
|
0.618 |
16,271 |
|
1.000 |
16,135 |
|
1.618 |
15,916 |
|
2.618 |
15,561 |
|
4.250 |
14,981 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,668 |
16,530 |
| PP |
16,608 |
16,517 |
| S1 |
16,549 |
16,503 |
|