| 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 |
17,743.85 |
17,726.66 |
-17.19 |
-0.1% |
17,783.78 |
| High |
17,783.16 |
17,934.61 |
151.45 |
0.9% |
17,912.35 |
| Low |
17,668.38 |
17,726.66 |
58.28 |
0.3% |
17,580.38 |
| Close |
17,705.91 |
17,928.35 |
222.44 |
1.3% |
17,740.63 |
| Range |
114.78 |
207.95 |
93.17 |
81.2% |
331.97 |
| ATR |
155.33 |
160.57 |
5.24 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,487.06 |
18,415.65 |
18,042.72 |
|
| R3 |
18,279.11 |
18,207.70 |
17,985.54 |
|
| R2 |
18,071.16 |
18,071.16 |
17,966.47 |
|
| R1 |
17,999.75 |
17,999.75 |
17,947.41 |
18,035.46 |
| PP |
17,863.21 |
17,863.21 |
17,863.21 |
17,881.06 |
| S1 |
17,791.80 |
17,791.80 |
17,909.29 |
17,827.51 |
| S2 |
17,655.26 |
17,655.26 |
17,890.23 |
|
| S3 |
17,447.31 |
17,583.85 |
17,871.16 |
|
| S4 |
17,239.36 |
17,375.90 |
17,813.98 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,740.36 |
18,572.47 |
17,923.21 |
|
| R3 |
18,408.39 |
18,240.50 |
17,831.92 |
|
| R2 |
18,076.42 |
18,076.42 |
17,801.49 |
|
| R1 |
17,908.53 |
17,908.53 |
17,771.06 |
17,826.49 |
| PP |
17,744.45 |
17,744.45 |
17,744.45 |
17,703.44 |
| S1 |
17,576.56 |
17,576.56 |
17,710.20 |
17,494.52 |
| S2 |
17,412.48 |
17,412.48 |
17,679.77 |
|
| S3 |
17,080.51 |
17,244.59 |
17,649.34 |
|
| S4 |
16,748.54 |
16,912.62 |
17,558.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,934.61 |
17,580.38 |
354.23 |
2.0% |
147.25 |
0.8% |
98% |
True |
False |
|
| 10 |
18,084.66 |
17,580.38 |
504.28 |
2.8% |
164.12 |
0.9% |
69% |
False |
False |
|
| 20 |
18,167.63 |
17,580.38 |
587.25 |
3.3% |
144.35 |
0.8% |
59% |
False |
False |
|
| 40 |
18,167.63 |
17,120.35 |
1,047.28 |
5.8% |
147.61 |
0.8% |
77% |
False |
False |
|
| 60 |
18,167.63 |
16,012.39 |
2,155.24 |
12.0% |
163.54 |
0.9% |
89% |
False |
False |
|
| 80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
202.40 |
1.1% |
91% |
False |
False |
|
| 100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
214.52 |
1.2% |
91% |
False |
False |
|
| 120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
213.98 |
1.2% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,818.40 |
|
2.618 |
18,479.02 |
|
1.618 |
18,271.07 |
|
1.000 |
18,142.56 |
|
0.618 |
18,063.12 |
|
HIGH |
17,934.61 |
|
0.618 |
17,855.17 |
|
0.500 |
17,830.64 |
|
0.382 |
17,806.10 |
|
LOW |
17,726.66 |
|
0.618 |
17,598.15 |
|
1.000 |
17,518.71 |
|
1.618 |
17,390.20 |
|
2.618 |
17,182.25 |
|
4.250 |
16,842.87 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,895.78 |
17,871.40 |
| PP |
17,863.21 |
17,814.45 |
| S1 |
17,830.64 |
17,757.50 |
|