| 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 |
2,972.0 |
2,916.0 |
-56.0 |
-1.9% |
3,061.0 |
| High |
2,974.0 |
2,922.0 |
-52.0 |
-1.7% |
3,073.0 |
| Low |
2,913.0 |
2,875.0 |
-38.0 |
-1.3% |
2,957.0 |
| Close |
2,920.0 |
2,875.0 |
-45.0 |
-1.5% |
2,967.0 |
| Range |
61.0 |
47.0 |
-14.0 |
-23.0% |
116.0 |
| ATR |
50.9 |
50.6 |
-0.3 |
-0.5% |
0.0 |
| Volume |
4,381 |
301 |
-4,080 |
-93.1% |
58,532 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.7 |
3,000.3 |
2,900.9 |
|
| R3 |
2,984.7 |
2,953.3 |
2,887.9 |
|
| R2 |
2,937.7 |
2,937.7 |
2,883.6 |
|
| R1 |
2,906.3 |
2,906.3 |
2,879.3 |
2,898.5 |
| PP |
2,890.7 |
2,890.7 |
2,890.7 |
2,886.8 |
| S1 |
2,859.3 |
2,859.3 |
2,870.7 |
2,851.5 |
| S2 |
2,843.7 |
2,843.7 |
2,866.4 |
|
| S3 |
2,796.7 |
2,812.3 |
2,862.1 |
|
| S4 |
2,749.7 |
2,765.3 |
2,849.2 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,347.0 |
3,273.0 |
3,030.8 |
|
| R3 |
3,231.0 |
3,157.0 |
2,998.9 |
|
| R2 |
3,115.0 |
3,115.0 |
2,988.3 |
|
| R1 |
3,041.0 |
3,041.0 |
2,977.6 |
3,020.0 |
| PP |
2,999.0 |
2,999.0 |
2,999.0 |
2,988.5 |
| S1 |
2,925.0 |
2,925.0 |
2,956.4 |
2,904.0 |
| S2 |
2,883.0 |
2,883.0 |
2,945.7 |
|
| S3 |
2,767.0 |
2,809.0 |
2,935.1 |
|
| S4 |
2,651.0 |
2,693.0 |
2,903.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,055.0 |
2,875.0 |
180.0 |
6.3% |
51.8 |
1.8% |
0% |
False |
True |
1,752 |
| 10 |
3,078.0 |
2,875.0 |
203.0 |
7.1% |
42.1 |
1.5% |
0% |
False |
True |
8,444 |
| 20 |
3,078.0 |
2,763.0 |
315.0 |
11.0% |
47.1 |
1.6% |
36% |
False |
False |
5,075 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
11.0% |
47.2 |
1.6% |
36% |
False |
False |
8,411 |
| 60 |
3,078.0 |
2,603.0 |
475.0 |
16.5% |
38.5 |
1.3% |
57% |
False |
False |
6,845 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.5% |
36.9 |
1.3% |
57% |
False |
False |
5,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,121.8 |
|
2.618 |
3,045.0 |
|
1.618 |
2,998.0 |
|
1.000 |
2,969.0 |
|
0.618 |
2,951.0 |
|
HIGH |
2,922.0 |
|
0.618 |
2,904.0 |
|
0.500 |
2,898.5 |
|
0.382 |
2,893.0 |
|
LOW |
2,875.0 |
|
0.618 |
2,846.0 |
|
1.000 |
2,828.0 |
|
1.618 |
2,799.0 |
|
2.618 |
2,752.0 |
|
4.250 |
2,675.3 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,898.5 |
2,930.0 |
| PP |
2,890.7 |
2,911.7 |
| S1 |
2,882.8 |
2,893.3 |
|