| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,886.0 |
2,924.0 |
38.0 |
1.3% |
2,976.0 |
| High |
2,917.0 |
2,949.0 |
32.0 |
1.1% |
2,997.0 |
| Low |
2,855.0 |
2,900.0 |
45.0 |
1.6% |
2,855.0 |
| Close |
2,900.0 |
2,916.0 |
16.0 |
0.6% |
2,900.0 |
| Range |
62.0 |
49.0 |
-13.0 |
-21.0% |
142.0 |
| ATR |
55.2 |
54.8 |
-0.4 |
-0.8% |
0.0 |
| Volume |
1,160,251 |
1,251,335 |
91,084 |
7.9% |
6,669,614 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,068.7 |
3,041.3 |
2,943.0 |
|
| R3 |
3,019.7 |
2,992.3 |
2,929.5 |
|
| R2 |
2,970.7 |
2,970.7 |
2,925.0 |
|
| R1 |
2,943.3 |
2,943.3 |
2,920.5 |
2,932.5 |
| PP |
2,921.7 |
2,921.7 |
2,921.7 |
2,916.3 |
| S1 |
2,894.3 |
2,894.3 |
2,911.5 |
2,883.5 |
| S2 |
2,872.7 |
2,872.7 |
2,907.0 |
|
| S3 |
2,823.7 |
2,845.3 |
2,902.5 |
|
| S4 |
2,774.7 |
2,796.3 |
2,889.1 |
|
|
| 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 |
2,989.0 |
2,855.0 |
134.0 |
4.6% |
53.0 |
1.8% |
46% |
False |
False |
1,268,362 |
| 10 |
3,085.0 |
2,855.0 |
230.0 |
7.9% |
50.6 |
1.7% |
27% |
False |
False |
1,298,857 |
| 20 |
3,094.0 |
2,828.0 |
266.0 |
9.1% |
49.0 |
1.7% |
33% |
False |
False |
1,261,420 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.9% |
52.3 |
1.8% |
44% |
False |
False |
1,286,627 |
| 60 |
3,094.0 |
2,621.0 |
473.0 |
16.2% |
55.9 |
1.9% |
62% |
False |
False |
894,480 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.1% |
63.0 |
2.2% |
64% |
False |
False |
673,145 |
| 100 |
3,260.0 |
2,594.0 |
666.0 |
22.8% |
63.8 |
2.2% |
48% |
False |
False |
538,999 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.0% |
59.4 |
2.0% |
38% |
False |
False |
449,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,157.3 |
|
2.618 |
3,077.3 |
|
1.618 |
3,028.3 |
|
1.000 |
2,998.0 |
|
0.618 |
2,979.3 |
|
HIGH |
2,949.0 |
|
0.618 |
2,930.3 |
|
0.500 |
2,924.5 |
|
0.382 |
2,918.7 |
|
LOW |
2,900.0 |
|
0.618 |
2,869.7 |
|
1.000 |
2,851.0 |
|
1.618 |
2,820.7 |
|
2.618 |
2,771.7 |
|
4.250 |
2,691.8 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,924.5 |
2,911.3 |
| PP |
2,921.7 |
2,906.7 |
| S1 |
2,918.8 |
2,902.0 |
|