| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,075.50 |
2,057.50 |
-18.00 |
-0.9% |
2,091.50 |
| High |
2,076.25 |
2,060.25 |
-16.00 |
-0.8% |
2,094.25 |
| Low |
2,048.00 |
2,039.00 |
-9.00 |
-0.4% |
2,045.75 |
| Close |
2,057.00 |
2,047.00 |
-10.00 |
-0.5% |
2,059.00 |
| Range |
28.25 |
21.25 |
-7.00 |
-24.8% |
48.50 |
| ATR |
22.77 |
22.66 |
-0.11 |
-0.5% |
0.00 |
| Volume |
1,827,577 |
1,557,981 |
-269,596 |
-14.8% |
8,285,335 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,112.50 |
2,101.00 |
2,058.75 |
|
| R3 |
2,091.25 |
2,079.75 |
2,052.75 |
|
| R2 |
2,070.00 |
2,070.00 |
2,051.00 |
|
| R1 |
2,058.50 |
2,058.50 |
2,049.00 |
2,053.50 |
| PP |
2,048.75 |
2,048.75 |
2,048.75 |
2,046.25 |
| S1 |
2,037.25 |
2,037.25 |
2,045.00 |
2,032.50 |
| S2 |
2,027.50 |
2,027.50 |
2,043.00 |
|
| S3 |
2,006.25 |
2,016.00 |
2,041.25 |
|
| S4 |
1,985.00 |
1,994.75 |
2,035.25 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,211.75 |
2,184.00 |
2,085.75 |
|
| R3 |
2,163.25 |
2,135.50 |
2,072.25 |
|
| R2 |
2,114.75 |
2,114.75 |
2,068.00 |
|
| R1 |
2,087.00 |
2,087.00 |
2,063.50 |
2,076.50 |
| PP |
2,066.25 |
2,066.25 |
2,066.25 |
2,061.25 |
| S1 |
2,038.50 |
2,038.50 |
2,054.50 |
2,028.00 |
| S2 |
2,017.75 |
2,017.75 |
2,050.00 |
|
| S3 |
1,969.25 |
1,990.00 |
2,045.75 |
|
| S4 |
1,920.75 |
1,941.50 |
2,032.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,094.25 |
2,039.00 |
55.25 |
2.7% |
26.25 |
1.3% |
14% |
False |
True |
1,810,028 |
| 10 |
2,104.00 |
2,039.00 |
65.00 |
3.2% |
22.00 |
1.1% |
12% |
False |
True |
1,611,333 |
| 20 |
2,105.25 |
2,026.00 |
79.25 |
3.9% |
22.25 |
1.1% |
26% |
False |
False |
1,605,322 |
| 40 |
2,105.25 |
1,958.00 |
147.25 |
7.2% |
22.00 |
1.1% |
60% |
False |
False |
1,590,791 |
| 60 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
25.25 |
1.2% |
81% |
False |
False |
1,069,429 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
31.00 |
1.5% |
81% |
False |
False |
803,567 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
31.75 |
1.6% |
81% |
False |
False |
643,252 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
31.25 |
1.5% |
81% |
False |
False |
536,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.50 |
|
2.618 |
2,116.00 |
|
1.618 |
2,094.75 |
|
1.000 |
2,081.50 |
|
0.618 |
2,073.50 |
|
HIGH |
2,060.25 |
|
0.618 |
2,052.25 |
|
0.500 |
2,049.50 |
|
0.382 |
2,047.00 |
|
LOW |
2,039.00 |
|
0.618 |
2,025.75 |
|
1.000 |
2,017.75 |
|
1.618 |
2,004.50 |
|
2.618 |
1,983.25 |
|
4.250 |
1,948.75 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.50 |
2,058.25 |
| PP |
2,048.75 |
2,054.50 |
| S1 |
2,048.00 |
2,050.75 |
|