| 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 |
2,043.50 |
2,053.00 |
9.50 |
0.5% |
2,060.75 |
| High |
2,054.50 |
2,059.75 |
5.25 |
0.3% |
2,077.50 |
| Low |
2,030.50 |
2,048.25 |
17.75 |
0.9% |
2,030.50 |
| Close |
2,052.75 |
2,054.25 |
1.50 |
0.1% |
2,052.75 |
| Range |
24.00 |
11.50 |
-12.50 |
-52.1% |
47.00 |
| ATR |
22.61 |
21.82 |
-0.79 |
-3.5% |
0.00 |
| Volume |
1,813,432 |
1,370,423 |
-443,009 |
-24.4% |
7,938,452 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.50 |
2,083.00 |
2,060.50 |
|
| R3 |
2,077.00 |
2,071.50 |
2,057.50 |
|
| R2 |
2,065.50 |
2,065.50 |
2,056.25 |
|
| R1 |
2,060.00 |
2,060.00 |
2,055.25 |
2,062.75 |
| PP |
2,054.00 |
2,054.00 |
2,054.00 |
2,055.50 |
| S1 |
2,048.50 |
2,048.50 |
2,053.25 |
2,051.25 |
| S2 |
2,042.50 |
2,042.50 |
2,052.25 |
|
| S3 |
2,031.00 |
2,037.00 |
2,051.00 |
|
| S4 |
2,019.50 |
2,025.50 |
2,048.00 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.50 |
2,170.75 |
2,078.50 |
|
| R3 |
2,147.50 |
2,123.75 |
2,065.75 |
|
| R2 |
2,100.50 |
2,100.50 |
2,061.25 |
|
| R1 |
2,076.75 |
2,076.75 |
2,057.00 |
2,065.00 |
| PP |
2,053.50 |
2,053.50 |
2,053.50 |
2,047.75 |
| S1 |
2,029.75 |
2,029.75 |
2,048.50 |
2,018.00 |
| S2 |
2,006.50 |
2,006.50 |
2,044.25 |
|
| S3 |
1,959.50 |
1,982.75 |
2,039.75 |
|
| S4 |
1,912.50 |
1,935.75 |
2,027.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,076.25 |
2,030.50 |
45.75 |
2.2% |
21.00 |
1.0% |
52% |
False |
False |
1,600,540 |
| 10 |
2,094.25 |
2,030.50 |
63.75 |
3.1% |
21.50 |
1.1% |
37% |
False |
False |
1,631,332 |
| 20 |
2,105.25 |
2,029.25 |
76.00 |
3.7% |
20.75 |
1.0% |
33% |
False |
False |
1,561,161 |
| 40 |
2,105.25 |
1,995.00 |
110.25 |
5.4% |
21.00 |
1.0% |
54% |
False |
False |
1,626,812 |
| 60 |
2,105.25 |
1,814.25 |
291.00 |
14.2% |
24.25 |
1.2% |
82% |
False |
False |
1,145,688 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
30.00 |
1.5% |
84% |
False |
False |
861,150 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
31.25 |
1.5% |
84% |
False |
False |
689,409 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
31.00 |
1.5% |
84% |
False |
False |
574,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,108.50 |
|
2.618 |
2,089.75 |
|
1.618 |
2,078.25 |
|
1.000 |
2,071.25 |
|
0.618 |
2,066.75 |
|
HIGH |
2,059.75 |
|
0.618 |
2,055.25 |
|
0.500 |
2,054.00 |
|
0.382 |
2,052.75 |
|
LOW |
2,048.25 |
|
0.618 |
2,041.25 |
|
1.000 |
2,036.75 |
|
1.618 |
2,029.75 |
|
2.618 |
2,018.25 |
|
4.250 |
1,999.50 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.25 |
2,051.25 |
| PP |
2,054.00 |
2,048.25 |
| S1 |
2,054.00 |
2,045.25 |
|