| 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 |
2,876.0 |
2,912.0 |
36.0 |
1.3% |
2,979.0 |
| High |
2,904.0 |
2,937.0 |
33.0 |
1.1% |
2,985.0 |
| Low |
2,845.0 |
2,891.0 |
46.0 |
1.6% |
2,845.0 |
| Close |
2,890.0 |
2,906.0 |
16.0 |
0.6% |
2,890.0 |
| Range |
59.0 |
46.0 |
-13.0 |
-22.0% |
140.0 |
| ATR |
50.1 |
49.9 |
-0.2 |
-0.4% |
0.0 |
| Volume |
592 |
2,234 |
1,642 |
277.4% |
31,573 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,049.3 |
3,023.7 |
2,931.3 |
|
| R3 |
3,003.3 |
2,977.7 |
2,918.7 |
|
| R2 |
2,957.3 |
2,957.3 |
2,914.4 |
|
| R1 |
2,931.7 |
2,931.7 |
2,910.2 |
2,921.5 |
| PP |
2,911.3 |
2,911.3 |
2,911.3 |
2,906.3 |
| S1 |
2,885.7 |
2,885.7 |
2,901.8 |
2,875.5 |
| S2 |
2,865.3 |
2,865.3 |
2,897.6 |
|
| S3 |
2,819.3 |
2,839.7 |
2,893.4 |
|
| S4 |
2,773.3 |
2,793.7 |
2,880.7 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,326.7 |
3,248.3 |
2,967.0 |
|
| R3 |
3,186.7 |
3,108.3 |
2,928.5 |
|
| R2 |
3,046.7 |
3,046.7 |
2,915.7 |
|
| R1 |
2,968.3 |
2,968.3 |
2,902.8 |
2,937.5 |
| PP |
2,906.7 |
2,906.7 |
2,906.7 |
2,891.3 |
| S1 |
2,828.3 |
2,828.3 |
2,877.2 |
2,797.5 |
| S2 |
2,766.7 |
2,766.7 |
2,864.3 |
|
| S3 |
2,626.7 |
2,688.3 |
2,851.5 |
|
| S4 |
2,486.7 |
2,548.3 |
2,813.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,974.0 |
2,845.0 |
129.0 |
4.4% |
49.0 |
1.7% |
47% |
False |
False |
6,678 |
| 10 |
3,073.0 |
2,845.0 |
228.0 |
7.8% |
46.7 |
1.6% |
27% |
False |
False |
9,160 |
| 20 |
3,078.0 |
2,823.0 |
255.0 |
8.8% |
44.5 |
1.5% |
33% |
False |
False |
6,480 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.8% |
44.9 |
1.5% |
45% |
False |
False |
8,075 |
| 60 |
3,078.0 |
2,644.0 |
434.0 |
14.9% |
38.8 |
1.3% |
60% |
False |
False |
7,236 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.3% |
37.0 |
1.3% |
64% |
False |
False |
5,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,132.5 |
|
2.618 |
3,057.4 |
|
1.618 |
3,011.4 |
|
1.000 |
2,983.0 |
|
0.618 |
2,965.4 |
|
HIGH |
2,937.0 |
|
0.618 |
2,919.4 |
|
0.500 |
2,914.0 |
|
0.382 |
2,908.6 |
|
LOW |
2,891.0 |
|
0.618 |
2,862.6 |
|
1.000 |
2,845.0 |
|
1.618 |
2,816.6 |
|
2.618 |
2,770.6 |
|
4.250 |
2,695.5 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,914.0 |
2,901.0 |
| PP |
2,911.3 |
2,896.0 |
| S1 |
2,908.7 |
2,891.0 |
|