| 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 |
2,053.00 |
2,054.00 |
1.00 |
0.0% |
2,060.75 |
| High |
2,059.75 |
2,079.75 |
20.00 |
1.0% |
2,077.50 |
| Low |
2,048.25 |
2,048.00 |
-0.25 |
0.0% |
2,030.50 |
| Close |
2,054.25 |
2,077.50 |
23.25 |
1.1% |
2,052.75 |
| Range |
11.50 |
31.75 |
20.25 |
176.1% |
47.00 |
| ATR |
21.82 |
22.53 |
0.71 |
3.3% |
0.00 |
| Volume |
1,370,423 |
1,416,966 |
46,543 |
3.4% |
7,938,452 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.75 |
2,152.25 |
2,095.00 |
|
| R3 |
2,132.00 |
2,120.50 |
2,086.25 |
|
| R2 |
2,100.25 |
2,100.25 |
2,083.25 |
|
| R1 |
2,088.75 |
2,088.75 |
2,080.50 |
2,094.50 |
| PP |
2,068.50 |
2,068.50 |
2,068.50 |
2,071.25 |
| S1 |
2,057.00 |
2,057.00 |
2,074.50 |
2,062.75 |
| S2 |
2,036.75 |
2,036.75 |
2,071.75 |
|
| S3 |
2,005.00 |
2,025.25 |
2,068.75 |
|
| S4 |
1,973.25 |
1,993.50 |
2,060.00 |
|
|
| 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 |
2,079.75 |
2,030.50 |
49.25 |
2.4% |
21.75 |
1.0% |
95% |
True |
False |
1,518,418 |
| 10 |
2,094.25 |
2,030.50 |
63.75 |
3.1% |
23.50 |
1.1% |
74% |
False |
False |
1,650,445 |
| 20 |
2,105.25 |
2,030.50 |
74.75 |
3.6% |
21.00 |
1.0% |
63% |
False |
False |
1,540,445 |
| 40 |
2,105.25 |
1,995.00 |
110.25 |
5.3% |
21.50 |
1.0% |
75% |
False |
False |
1,620,942 |
| 60 |
2,105.25 |
1,855.00 |
250.25 |
12.0% |
24.00 |
1.2% |
89% |
False |
False |
1,169,055 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
29.75 |
1.4% |
91% |
False |
False |
878,771 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
31.25 |
1.5% |
91% |
False |
False |
703,573 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
30.75 |
1.5% |
91% |
False |
False |
586,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.75 |
|
2.618 |
2,162.75 |
|
1.618 |
2,131.00 |
|
1.000 |
2,111.50 |
|
0.618 |
2,099.25 |
|
HIGH |
2,079.75 |
|
0.618 |
2,067.50 |
|
0.500 |
2,064.00 |
|
0.382 |
2,060.25 |
|
LOW |
2,048.00 |
|
0.618 |
2,028.50 |
|
1.000 |
2,016.25 |
|
1.618 |
1,996.75 |
|
2.618 |
1,965.00 |
|
4.250 |
1,913.00 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.00 |
2,070.00 |
| PP |
2,068.50 |
2,062.50 |
| S1 |
2,064.00 |
2,055.00 |
|