| 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 |
2,034.75 |
2,046.50 |
11.75 |
0.6% |
2,052.25 |
| High |
2,046.25 |
2,051.50 |
5.25 |
0.3% |
2,069.50 |
| Low |
2,023.00 |
2,040.50 |
17.50 |
0.9% |
2,023.00 |
| Close |
2,044.75 |
2,046.25 |
1.50 |
0.1% |
2,044.75 |
| Range |
23.25 |
11.00 |
-12.25 |
-52.7% |
46.50 |
| ATR |
22.16 |
21.37 |
-0.80 |
-3.6% |
0.00 |
| Volume |
11,985 |
3,826 |
-8,159 |
-68.1% |
35,631 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,079.00 |
2,073.75 |
2,052.25 |
|
| R3 |
2,068.00 |
2,062.75 |
2,049.25 |
|
| R2 |
2,057.00 |
2,057.00 |
2,048.25 |
|
| R1 |
2,051.75 |
2,051.75 |
2,047.25 |
2,049.00 |
| PP |
2,046.00 |
2,046.00 |
2,046.00 |
2,044.75 |
| S1 |
2,040.75 |
2,040.75 |
2,045.25 |
2,038.00 |
| S2 |
2,035.00 |
2,035.00 |
2,044.25 |
|
| S3 |
2,024.00 |
2,029.75 |
2,043.25 |
|
| S4 |
2,013.00 |
2,018.75 |
2,040.25 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,185.25 |
2,161.50 |
2,070.25 |
|
| R3 |
2,138.75 |
2,115.00 |
2,057.50 |
|
| R2 |
2,092.25 |
2,092.25 |
2,053.25 |
|
| R1 |
2,068.50 |
2,068.50 |
2,049.00 |
2,057.00 |
| PP |
2,045.75 |
2,045.75 |
2,045.75 |
2,040.00 |
| S1 |
2,022.00 |
2,022.00 |
2,040.50 |
2,010.50 |
| S2 |
1,999.25 |
1,999.25 |
2,036.25 |
|
| S3 |
1,952.75 |
1,975.50 |
2,032.00 |
|
| S4 |
1,906.25 |
1,929.00 |
2,019.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,068.00 |
2,023.00 |
45.00 |
2.2% |
20.50 |
1.0% |
52% |
False |
False |
6,641 |
| 10 |
2,086.50 |
2,023.00 |
63.50 |
3.1% |
21.25 |
1.0% |
37% |
False |
False |
6,036 |
| 20 |
2,097.00 |
2,021.25 |
75.75 |
3.7% |
20.25 |
1.0% |
33% |
False |
False |
4,082 |
| 40 |
2,097.00 |
1,988.00 |
109.00 |
5.3% |
20.75 |
1.0% |
53% |
False |
False |
2,994 |
| 60 |
2,097.00 |
1,807.00 |
290.00 |
14.2% |
23.50 |
1.2% |
83% |
False |
False |
2,105 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
29.50 |
1.4% |
84% |
False |
False |
1,702 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
30.50 |
1.5% |
84% |
False |
False |
1,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,098.25 |
|
2.618 |
2,080.25 |
|
1.618 |
2,069.25 |
|
1.000 |
2,062.50 |
|
0.618 |
2,058.25 |
|
HIGH |
2,051.50 |
|
0.618 |
2,047.25 |
|
0.500 |
2,046.00 |
|
0.382 |
2,044.75 |
|
LOW |
2,040.50 |
|
0.618 |
2,033.75 |
|
1.000 |
2,029.50 |
|
1.618 |
2,022.75 |
|
2.618 |
2,011.75 |
|
4.250 |
1,993.75 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.25 |
2,043.25 |
| PP |
2,046.00 |
2,040.25 |
| S1 |
2,046.00 |
2,037.50 |
|