| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,924.0 |
2,935.0 |
11.0 |
0.4% |
2,976.0 |
| High |
2,949.0 |
2,972.0 |
23.0 |
0.8% |
2,997.0 |
| Low |
2,900.0 |
2,930.0 |
30.0 |
1.0% |
2,855.0 |
| Close |
2,916.0 |
2,941.0 |
25.0 |
0.9% |
2,900.0 |
| Range |
49.0 |
42.0 |
-7.0 |
-14.3% |
142.0 |
| ATR |
54.8 |
54.9 |
0.1 |
0.2% |
0.0 |
| Volume |
1,251,335 |
1,215,566 |
-35,769 |
-2.9% |
6,669,614 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,073.7 |
3,049.3 |
2,964.1 |
|
| R3 |
3,031.7 |
3,007.3 |
2,952.6 |
|
| R2 |
2,989.7 |
2,989.7 |
2,948.7 |
|
| R1 |
2,965.3 |
2,965.3 |
2,944.9 |
2,977.5 |
| PP |
2,947.7 |
2,947.7 |
2,947.7 |
2,953.8 |
| S1 |
2,923.3 |
2,923.3 |
2,937.2 |
2,935.5 |
| S2 |
2,905.7 |
2,905.7 |
2,933.3 |
|
| S3 |
2,863.7 |
2,881.3 |
2,929.5 |
|
| S4 |
2,821.7 |
2,839.3 |
2,917.9 |
|
|
| 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 |
2,972.0 |
2,855.0 |
117.0 |
4.0% |
48.0 |
1.6% |
74% |
True |
False |
1,209,646 |
| 10 |
3,082.0 |
2,855.0 |
227.0 |
7.7% |
50.6 |
1.7% |
38% |
False |
False |
1,321,166 |
| 20 |
3,094.0 |
2,855.0 |
239.0 |
8.1% |
48.5 |
1.6% |
36% |
False |
False |
1,234,932 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.8% |
51.6 |
1.8% |
52% |
False |
False |
1,286,495 |
| 60 |
3,094.0 |
2,717.0 |
377.0 |
12.8% |
55.6 |
1.9% |
59% |
False |
False |
914,586 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.0% |
62.1 |
2.1% |
69% |
False |
False |
688,311 |
| 100 |
3,260.0 |
2,594.0 |
666.0 |
22.6% |
63.3 |
2.2% |
52% |
False |
False |
551,153 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.7% |
59.5 |
2.0% |
41% |
False |
False |
459,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,150.5 |
|
2.618 |
3,082.0 |
|
1.618 |
3,040.0 |
|
1.000 |
3,014.0 |
|
0.618 |
2,998.0 |
|
HIGH |
2,972.0 |
|
0.618 |
2,956.0 |
|
0.500 |
2,951.0 |
|
0.382 |
2,946.0 |
|
LOW |
2,930.0 |
|
0.618 |
2,904.0 |
|
1.000 |
2,888.0 |
|
1.618 |
2,862.0 |
|
2.618 |
2,820.0 |
|
4.250 |
2,751.5 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,951.0 |
2,931.8 |
| PP |
2,947.7 |
2,922.7 |
| S1 |
2,944.3 |
2,913.5 |
|