| 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 |
1,289.4 |
1,284.9 |
-4.5 |
-0.3% |
1,299.8 |
| High |
1,293.4 |
1,303.7 |
10.3 |
0.8% |
1,311.5 |
| Low |
1,277.3 |
1,283.7 |
6.4 |
0.5% |
1,277.3 |
| Close |
1,278.3 |
1,300.4 |
22.1 |
1.7% |
1,300.4 |
| Range |
16.1 |
20.0 |
3.9 |
24.2% |
34.2 |
| ATR |
19.1 |
19.5 |
0.5 |
2.4% |
0.0 |
| Volume |
2,484 |
3,530 |
1,046 |
42.1% |
20,580 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.9 |
1,348.2 |
1,311.4 |
|
| R3 |
1,335.9 |
1,328.2 |
1,305.9 |
|
| R2 |
1,315.9 |
1,315.9 |
1,304.1 |
|
| R1 |
1,308.2 |
1,308.2 |
1,302.2 |
1,312.1 |
| PP |
1,295.9 |
1,295.9 |
1,295.9 |
1,297.9 |
| S1 |
1,288.2 |
1,288.2 |
1,298.6 |
1,292.1 |
| S2 |
1,275.9 |
1,275.9 |
1,296.7 |
|
| S3 |
1,255.9 |
1,268.2 |
1,294.9 |
|
| S4 |
1,235.9 |
1,248.2 |
1,289.4 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,399.0 |
1,383.9 |
1,319.2 |
|
| R3 |
1,364.8 |
1,349.7 |
1,309.8 |
|
| R2 |
1,330.6 |
1,330.6 |
1,306.7 |
|
| R1 |
1,315.5 |
1,315.5 |
1,303.5 |
1,323.1 |
| PP |
1,296.4 |
1,296.4 |
1,296.4 |
1,300.2 |
| S1 |
1,281.3 |
1,281.3 |
1,297.3 |
1,288.9 |
| S2 |
1,262.2 |
1,262.2 |
1,294.1 |
|
| S3 |
1,228.0 |
1,247.1 |
1,291.0 |
|
| S4 |
1,193.8 |
1,212.9 |
1,281.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,311.5 |
1,277.3 |
34.2 |
2.6% |
17.7 |
1.4% |
68% |
False |
False |
4,116 |
| 10 |
1,311.5 |
1,237.9 |
73.6 |
5.7% |
18.4 |
1.4% |
85% |
False |
False |
3,104 |
| 20 |
1,311.5 |
1,230.7 |
80.8 |
6.2% |
17.8 |
1.4% |
86% |
False |
False |
2,759 |
| 40 |
1,311.5 |
1,213.1 |
98.4 |
7.6% |
18.7 |
1.4% |
89% |
False |
False |
2,482 |
| 60 |
1,311.5 |
1,194.0 |
117.5 |
9.0% |
21.0 |
1.6% |
91% |
False |
False |
2,325 |
| 80 |
1,311.5 |
1,073.7 |
237.8 |
18.3% |
19.4 |
1.5% |
95% |
False |
False |
2,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,388.7 |
|
2.618 |
1,356.1 |
|
1.618 |
1,336.1 |
|
1.000 |
1,323.7 |
|
0.618 |
1,316.1 |
|
HIGH |
1,303.7 |
|
0.618 |
1,296.1 |
|
0.500 |
1,293.7 |
|
0.382 |
1,291.3 |
|
LOW |
1,283.7 |
|
0.618 |
1,271.3 |
|
1.000 |
1,263.7 |
|
1.618 |
1,251.3 |
|
2.618 |
1,231.3 |
|
4.250 |
1,198.7 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.2 |
1,297.1 |
| PP |
1,295.9 |
1,293.8 |
| S1 |
1,293.7 |
1,290.5 |
|