| 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 |
2,046.50 |
2,045.50 |
-1.00 |
0.0% |
2,052.25 |
| High |
2,051.50 |
2,071.50 |
20.00 |
1.0% |
2,069.50 |
| Low |
2,040.50 |
2,040.25 |
-0.25 |
0.0% |
2,023.00 |
| Close |
2,046.25 |
2,069.25 |
23.00 |
1.1% |
2,044.75 |
| Range |
11.00 |
31.25 |
20.25 |
184.1% |
46.50 |
| ATR |
21.37 |
22.07 |
0.71 |
3.3% |
0.00 |
| Volume |
3,826 |
10,845 |
7,019 |
183.5% |
35,631 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.00 |
2,143.00 |
2,086.50 |
|
| R3 |
2,122.75 |
2,111.75 |
2,077.75 |
|
| R2 |
2,091.50 |
2,091.50 |
2,075.00 |
|
| R1 |
2,080.50 |
2,080.50 |
2,072.00 |
2,086.00 |
| PP |
2,060.25 |
2,060.25 |
2,060.25 |
2,063.00 |
| S1 |
2,049.25 |
2,049.25 |
2,066.50 |
2,054.75 |
| S2 |
2,029.00 |
2,029.00 |
2,063.50 |
|
| S3 |
1,997.75 |
2,018.00 |
2,060.75 |
|
| S4 |
1,966.50 |
1,986.75 |
2,052.00 |
|
|
| 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 |
2,071.50 |
2,023.00 |
48.50 |
2.3% |
21.25 |
1.0% |
95% |
True |
False |
7,123 |
| 10 |
2,086.50 |
2,023.00 |
63.50 |
3.1% |
23.25 |
1.1% |
73% |
False |
False |
6,835 |
| 20 |
2,097.00 |
2,023.00 |
74.00 |
3.6% |
20.50 |
1.0% |
63% |
False |
False |
4,541 |
| 40 |
2,097.00 |
1,988.00 |
109.00 |
5.3% |
21.25 |
1.0% |
75% |
False |
False |
3,247 |
| 60 |
2,097.00 |
1,850.00 |
247.00 |
11.9% |
23.50 |
1.1% |
89% |
False |
False |
2,282 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.0% |
29.00 |
1.4% |
91% |
False |
False |
1,831 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.0% |
30.50 |
1.5% |
91% |
False |
False |
1,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,204.25 |
|
2.618 |
2,153.25 |
|
1.618 |
2,122.00 |
|
1.000 |
2,102.75 |
|
0.618 |
2,090.75 |
|
HIGH |
2,071.50 |
|
0.618 |
2,059.50 |
|
0.500 |
2,056.00 |
|
0.382 |
2,052.25 |
|
LOW |
2,040.25 |
|
0.618 |
2,021.00 |
|
1.000 |
2,009.00 |
|
1.618 |
1,989.75 |
|
2.618 |
1,958.50 |
|
4.250 |
1,907.50 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.75 |
2,062.00 |
| PP |
2,060.25 |
2,054.50 |
| S1 |
2,056.00 |
2,047.25 |
|