| 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 |
2,907.0 |
2,886.0 |
-21.0 |
-0.7% |
2,976.0 |
| High |
2,920.0 |
2,917.0 |
-3.0 |
-0.1% |
2,997.0 |
| Low |
2,886.0 |
2,855.0 |
-31.0 |
-1.1% |
2,855.0 |
| Close |
2,890.0 |
2,900.0 |
10.0 |
0.3% |
2,900.0 |
| Range |
34.0 |
62.0 |
28.0 |
82.4% |
142.0 |
| ATR |
54.7 |
55.2 |
0.5 |
1.0% |
0.0 |
| Volume |
1,390,660 |
1,160,251 |
-230,409 |
-16.6% |
6,669,614 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,076.7 |
3,050.3 |
2,934.1 |
|
| R3 |
3,014.7 |
2,988.3 |
2,917.1 |
|
| R2 |
2,952.7 |
2,952.7 |
2,911.4 |
|
| R1 |
2,926.3 |
2,926.3 |
2,905.7 |
2,939.5 |
| PP |
2,890.7 |
2,890.7 |
2,890.7 |
2,897.3 |
| S1 |
2,864.3 |
2,864.3 |
2,894.3 |
2,877.5 |
| S2 |
2,828.7 |
2,828.7 |
2,888.6 |
|
| S3 |
2,766.7 |
2,802.3 |
2,883.0 |
|
| S4 |
2,704.7 |
2,740.3 |
2,865.9 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,343.3 |
3,263.7 |
2,978.1 |
|
| R3 |
3,201.3 |
3,121.7 |
2,939.1 |
|
| R2 |
3,059.3 |
3,059.3 |
2,926.0 |
|
| R1 |
2,979.7 |
2,979.7 |
2,913.0 |
2,948.5 |
| PP |
2,917.3 |
2,917.3 |
2,917.3 |
2,901.8 |
| S1 |
2,837.7 |
2,837.7 |
2,887.0 |
2,806.5 |
| S2 |
2,775.3 |
2,775.3 |
2,874.0 |
|
| S3 |
2,633.3 |
2,695.7 |
2,861.0 |
|
| S4 |
2,491.3 |
2,553.7 |
2,821.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,997.0 |
2,855.0 |
142.0 |
4.9% |
48.6 |
1.7% |
32% |
False |
True |
1,333,922 |
| 10 |
3,085.0 |
2,855.0 |
230.0 |
7.9% |
50.1 |
1.7% |
20% |
False |
True |
1,272,814 |
| 20 |
3,094.0 |
2,811.0 |
283.0 |
9.8% |
49.8 |
1.7% |
31% |
False |
False |
1,265,495 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
11.0% |
55.9 |
1.9% |
39% |
False |
False |
1,273,241 |
| 60 |
3,094.0 |
2,594.0 |
500.0 |
17.2% |
56.4 |
1.9% |
61% |
False |
False |
873,728 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.2% |
63.6 |
2.2% |
61% |
False |
False |
657,515 |
| 100 |
3,260.0 |
2,594.0 |
666.0 |
23.0% |
63.8 |
2.2% |
46% |
False |
False |
526,506 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.1% |
59.1 |
2.0% |
36% |
False |
False |
438,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,180.5 |
|
2.618 |
3,079.3 |
|
1.618 |
3,017.3 |
|
1.000 |
2,979.0 |
|
0.618 |
2,955.3 |
|
HIGH |
2,917.0 |
|
0.618 |
2,893.3 |
|
0.500 |
2,886.0 |
|
0.382 |
2,878.7 |
|
LOW |
2,855.0 |
|
0.618 |
2,816.7 |
|
1.000 |
2,793.0 |
|
1.618 |
2,754.7 |
|
2.618 |
2,692.7 |
|
4.250 |
2,591.5 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,895.3 |
2,898.3 |
| PP |
2,890.7 |
2,896.7 |
| S1 |
2,886.0 |
2,895.0 |
|