| 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 |
2,040.00 |
2,034.75 |
-5.25 |
-0.3% |
2,052.25 |
| High |
2,051.75 |
2,046.25 |
-5.50 |
-0.3% |
2,069.50 |
| Low |
2,031.75 |
2,023.00 |
-8.75 |
-0.4% |
2,023.00 |
| Close |
2,036.00 |
2,044.75 |
8.75 |
0.4% |
2,044.75 |
| Range |
20.00 |
23.25 |
3.25 |
16.3% |
46.50 |
| ATR |
22.08 |
22.16 |
0.08 |
0.4% |
0.00 |
| Volume |
2,052 |
11,985 |
9,933 |
484.1% |
35,631 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.75 |
2,099.50 |
2,057.50 |
|
| R3 |
2,084.50 |
2,076.25 |
2,051.25 |
|
| R2 |
2,061.25 |
2,061.25 |
2,049.00 |
|
| R1 |
2,053.00 |
2,053.00 |
2,047.00 |
2,057.00 |
| PP |
2,038.00 |
2,038.00 |
2,038.00 |
2,040.00 |
| S1 |
2,029.75 |
2,029.75 |
2,042.50 |
2,034.00 |
| S2 |
2,014.75 |
2,014.75 |
2,040.50 |
|
| S3 |
1,991.50 |
2,006.50 |
2,038.25 |
|
| S4 |
1,968.25 |
1,983.25 |
2,032.00 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,185.25 |
2,161.50 |
2,070.25 |
|
| R3 |
2,138.75 |
2,115.00 |
2,057.50 |
|
| R2 |
2,092.25 |
2,092.25 |
2,053.25 |
|
| R1 |
2,068.50 |
2,068.50 |
2,049.00 |
2,057.00 |
| PP |
2,045.75 |
2,045.75 |
2,045.75 |
2,040.00 |
| S1 |
2,022.00 |
2,022.00 |
2,040.50 |
2,010.50 |
| S2 |
1,999.25 |
1,999.25 |
2,036.25 |
|
| S3 |
1,952.75 |
1,975.50 |
2,032.00 |
|
| S4 |
1,906.25 |
1,929.00 |
2,019.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,069.50 |
2,023.00 |
46.50 |
2.3% |
22.75 |
1.1% |
47% |
False |
True |
7,126 |
| 10 |
2,086.50 |
2,023.00 |
63.50 |
3.1% |
22.00 |
1.1% |
34% |
False |
True |
5,759 |
| 20 |
2,097.00 |
2,021.25 |
75.75 |
3.7% |
21.00 |
1.0% |
31% |
False |
False |
4,026 |
| 40 |
2,097.00 |
1,971.25 |
125.75 |
6.1% |
21.25 |
1.0% |
58% |
False |
False |
2,906 |
| 60 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
24.00 |
1.2% |
83% |
False |
False |
2,045 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
30.00 |
1.5% |
83% |
False |
False |
1,659 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
30.75 |
1.5% |
83% |
False |
False |
1,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,145.00 |
|
2.618 |
2,107.00 |
|
1.618 |
2,083.75 |
|
1.000 |
2,069.50 |
|
0.618 |
2,060.50 |
|
HIGH |
2,046.25 |
|
0.618 |
2,037.25 |
|
0.500 |
2,034.50 |
|
0.382 |
2,032.00 |
|
LOW |
2,023.00 |
|
0.618 |
2,008.75 |
|
1.000 |
1,999.75 |
|
1.618 |
1,985.50 |
|
2.618 |
1,962.25 |
|
4.250 |
1,924.25 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.50 |
2,042.25 |
| PP |
2,038.00 |
2,040.00 |
| S1 |
2,034.50 |
2,037.50 |
|