| 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 |
4,299.25 |
4,329.75 |
30.50 |
0.7% |
4,337.00 |
| High |
4,333.75 |
4,356.50 |
22.75 |
0.5% |
4,378.50 |
| Low |
4,271.00 |
4,318.00 |
47.00 |
1.1% |
4,271.00 |
| Close |
4,328.25 |
4,335.75 |
7.50 |
0.2% |
4,328.25 |
| Range |
62.75 |
38.50 |
-24.25 |
-38.6% |
107.50 |
| ATR |
63.51 |
61.72 |
-1.79 |
-2.8% |
0.00 |
| Volume |
262,686 |
206,931 |
-55,755 |
-21.2% |
1,211,687 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,452.25 |
4,432.50 |
4,357.00 |
|
| R3 |
4,413.75 |
4,394.00 |
4,346.25 |
|
| R2 |
4,375.25 |
4,375.25 |
4,342.75 |
|
| R1 |
4,355.50 |
4,355.50 |
4,339.25 |
4,365.50 |
| PP |
4,336.75 |
4,336.75 |
4,336.75 |
4,341.75 |
| S1 |
4,317.00 |
4,317.00 |
4,332.25 |
4,327.00 |
| S2 |
4,298.25 |
4,298.25 |
4,328.75 |
|
| S3 |
4,259.75 |
4,278.50 |
4,325.25 |
|
| S4 |
4,221.25 |
4,240.00 |
4,314.50 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,648.50 |
4,595.75 |
4,387.50 |
|
| R3 |
4,541.00 |
4,488.25 |
4,357.75 |
|
| R2 |
4,433.50 |
4,433.50 |
4,348.00 |
|
| R1 |
4,380.75 |
4,380.75 |
4,338.00 |
4,353.50 |
| PP |
4,326.00 |
4,326.00 |
4,326.00 |
4,312.25 |
| S1 |
4,273.25 |
4,273.25 |
4,318.50 |
4,246.00 |
| S2 |
4,218.50 |
4,218.50 |
4,308.50 |
|
| S3 |
4,111.00 |
4,165.75 |
4,298.75 |
|
| S4 |
4,003.50 |
4,058.25 |
4,269.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,374.50 |
4,271.00 |
103.50 |
2.4% |
51.25 |
1.2% |
63% |
False |
False |
239,429 |
| 10 |
4,489.75 |
4,271.00 |
218.75 |
5.0% |
63.75 |
1.5% |
30% |
False |
False |
264,696 |
| 20 |
4,584.50 |
4,271.00 |
313.50 |
7.2% |
60.25 |
1.4% |
21% |
False |
False |
239,549 |
| 40 |
4,584.50 |
4,271.00 |
313.50 |
7.2% |
57.75 |
1.3% |
21% |
False |
False |
229,793 |
| 60 |
4,584.50 |
3,947.25 |
637.25 |
14.7% |
65.00 |
1.5% |
61% |
False |
False |
158,631 |
| 80 |
4,584.50 |
3,856.50 |
728.00 |
16.8% |
80.25 |
1.9% |
66% |
False |
False |
119,032 |
| 100 |
4,691.00 |
3,856.50 |
834.50 |
19.2% |
81.00 |
1.9% |
57% |
False |
False |
95,241 |
| 120 |
4,719.75 |
3,856.50 |
863.25 |
19.9% |
75.75 |
1.7% |
56% |
False |
False |
79,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,520.00 |
|
2.618 |
4,457.25 |
|
1.618 |
4,418.75 |
|
1.000 |
4,395.00 |
|
0.618 |
4,380.25 |
|
HIGH |
4,356.50 |
|
0.618 |
4,341.75 |
|
0.500 |
4,337.25 |
|
0.382 |
4,332.75 |
|
LOW |
4,318.00 |
|
0.618 |
4,294.25 |
|
1.000 |
4,279.50 |
|
1.618 |
4,255.75 |
|
2.618 |
4,217.25 |
|
4.250 |
4,154.50 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,337.25 |
4,328.50 |
| PP |
4,336.75 |
4,321.00 |
| S1 |
4,336.25 |
4,313.75 |
|