| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,057.50 |
2,046.50 |
-11.00 |
-0.5% |
2,091.50 |
| High |
2,060.25 |
2,060.00 |
-0.25 |
0.0% |
2,094.25 |
| Low |
2,039.00 |
2,039.50 |
0.50 |
0.0% |
2,045.75 |
| Close |
2,047.00 |
2,044.00 |
-3.00 |
-0.1% |
2,059.00 |
| Range |
21.25 |
20.50 |
-0.75 |
-3.5% |
48.50 |
| ATR |
22.66 |
22.50 |
-0.15 |
-0.7% |
0.00 |
| Volume |
1,557,981 |
1,433,289 |
-124,692 |
-8.0% |
8,285,335 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.25 |
2,097.25 |
2,055.25 |
|
| R3 |
2,088.75 |
2,076.75 |
2,049.75 |
|
| R2 |
2,068.25 |
2,068.25 |
2,047.75 |
|
| R1 |
2,056.25 |
2,056.25 |
2,046.00 |
2,052.00 |
| PP |
2,047.75 |
2,047.75 |
2,047.75 |
2,045.75 |
| S1 |
2,035.75 |
2,035.75 |
2,042.00 |
2,031.50 |
| S2 |
2,027.25 |
2,027.25 |
2,040.25 |
|
| S3 |
2,006.75 |
2,015.25 |
2,038.25 |
|
| S4 |
1,986.25 |
1,994.75 |
2,032.75 |
|
|
| 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 |
2,077.50 |
2,039.00 |
38.50 |
1.9% |
24.50 |
1.2% |
13% |
False |
False |
1,708,955 |
| 10 |
2,094.25 |
2,039.00 |
55.25 |
2.7% |
21.50 |
1.1% |
9% |
False |
False |
1,590,834 |
| 20 |
2,105.25 |
2,029.25 |
76.00 |
3.7% |
21.50 |
1.0% |
19% |
False |
False |
1,574,377 |
| 40 |
2,105.25 |
1,958.00 |
147.25 |
7.2% |
22.25 |
1.1% |
58% |
False |
False |
1,619,134 |
| 60 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
25.00 |
1.2% |
80% |
False |
False |
1,093,135 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
31.00 |
1.5% |
80% |
False |
False |
821,440 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
31.75 |
1.6% |
80% |
False |
False |
657,582 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.2% |
31.25 |
1.5% |
80% |
False |
False |
548,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.00 |
|
2.618 |
2,113.75 |
|
1.618 |
2,093.25 |
|
1.000 |
2,080.50 |
|
0.618 |
2,072.75 |
|
HIGH |
2,060.00 |
|
0.618 |
2,052.25 |
|
0.500 |
2,049.75 |
|
0.382 |
2,047.25 |
|
LOW |
2,039.50 |
|
0.618 |
2,026.75 |
|
1.000 |
2,019.00 |
|
1.618 |
2,006.25 |
|
2.618 |
1,985.75 |
|
4.250 |
1,952.50 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.75 |
2,057.50 |
| PP |
2,047.75 |
2,053.00 |
| S1 |
2,046.00 |
2,048.50 |
|