| 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 |
1,286.7 |
1,265.4 |
-21.3 |
-1.7% |
1,293.2 |
| High |
1,289.5 |
1,272.0 |
-17.5 |
-1.4% |
1,306.0 |
| Low |
1,262.8 |
1,258.3 |
-4.5 |
-0.4% |
1,270.6 |
| Close |
1,266.6 |
1,264.8 |
-1.8 |
-0.1% |
1,294.0 |
| Range |
26.7 |
13.7 |
-13.0 |
-48.7% |
35.4 |
| ATR |
21.6 |
21.0 |
-0.6 |
-2.6% |
0.0 |
| Volume |
225,229 |
174,083 |
-51,146 |
-22.7% |
1,058,389 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,306.1 |
1,299.2 |
1,272.3 |
|
| R3 |
1,292.4 |
1,285.5 |
1,268.6 |
|
| R2 |
1,278.7 |
1,278.7 |
1,267.3 |
|
| R1 |
1,271.8 |
1,271.8 |
1,266.1 |
1,268.4 |
| PP |
1,265.0 |
1,265.0 |
1,265.0 |
1,263.4 |
| S1 |
1,258.1 |
1,258.1 |
1,263.5 |
1,254.7 |
| S2 |
1,251.3 |
1,251.3 |
1,262.3 |
|
| S3 |
1,237.6 |
1,244.4 |
1,261.0 |
|
| S4 |
1,223.9 |
1,230.7 |
1,257.3 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.4 |
1,380.6 |
1,313.5 |
|
| R3 |
1,361.0 |
1,345.2 |
1,303.7 |
|
| R2 |
1,325.6 |
1,325.6 |
1,300.5 |
|
| R1 |
1,309.8 |
1,309.8 |
1,297.2 |
1,317.7 |
| PP |
1,290.2 |
1,290.2 |
1,290.2 |
1,294.2 |
| S1 |
1,274.4 |
1,274.4 |
1,290.8 |
1,282.3 |
| S2 |
1,254.8 |
1,254.8 |
1,287.5 |
|
| S3 |
1,219.4 |
1,239.0 |
1,284.3 |
|
| S4 |
1,184.0 |
1,203.6 |
1,274.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,297.7 |
1,258.3 |
39.4 |
3.1% |
19.6 |
1.5% |
16% |
False |
True |
208,892 |
| 10 |
1,306.0 |
1,239.1 |
66.9 |
5.3% |
21.3 |
1.7% |
38% |
False |
False |
213,041 |
| 20 |
1,306.0 |
1,225.4 |
80.6 |
6.4% |
19.9 |
1.6% |
49% |
False |
False |
194,754 |
| 40 |
1,306.0 |
1,207.7 |
98.3 |
7.8% |
19.7 |
1.6% |
58% |
False |
False |
151,252 |
| 60 |
1,306.0 |
1,192.1 |
113.9 |
9.0% |
22.0 |
1.7% |
64% |
False |
False |
106,303 |
| 80 |
1,306.0 |
1,076.9 |
229.1 |
18.1% |
21.1 |
1.7% |
82% |
False |
False |
81,297 |
| 100 |
1,306.0 |
1,048.3 |
257.7 |
20.4% |
19.7 |
1.6% |
84% |
False |
False |
65,554 |
| 120 |
1,306.0 |
1,047.2 |
258.8 |
20.5% |
18.8 |
1.5% |
84% |
False |
False |
55,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,330.2 |
|
2.618 |
1,307.9 |
|
1.618 |
1,294.2 |
|
1.000 |
1,285.7 |
|
0.618 |
1,280.5 |
|
HIGH |
1,272.0 |
|
0.618 |
1,266.8 |
|
0.500 |
1,265.2 |
|
0.382 |
1,263.5 |
|
LOW |
1,258.3 |
|
0.618 |
1,249.8 |
|
1.000 |
1,244.6 |
|
1.618 |
1,236.1 |
|
2.618 |
1,222.4 |
|
4.250 |
1,200.1 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,265.2 |
1,278.0 |
| PP |
1,265.0 |
1,273.6 |
| S1 |
1,264.9 |
1,269.2 |
|