| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2,052.25 |
2,067.00 |
14.75 |
0.7% |
2,081.25 |
| High |
2,069.50 |
2,068.00 |
-1.50 |
-0.1% |
2,086.50 |
| Low |
2,047.75 |
2,040.25 |
-7.50 |
-0.4% |
2,038.00 |
| Close |
2,066.50 |
2,049.00 |
-17.50 |
-0.8% |
2,051.25 |
| Range |
21.75 |
27.75 |
6.00 |
27.6% |
48.50 |
| ATR |
21.96 |
22.37 |
0.41 |
1.9% |
0.00 |
| Volume |
6,249 |
8,436 |
2,187 |
35.0% |
21,968 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.75 |
2,120.00 |
2,064.25 |
|
| R3 |
2,108.00 |
2,092.25 |
2,056.75 |
|
| R2 |
2,080.25 |
2,080.25 |
2,054.00 |
|
| R1 |
2,064.50 |
2,064.50 |
2,051.50 |
2,058.50 |
| PP |
2,052.50 |
2,052.50 |
2,052.50 |
2,049.50 |
| S1 |
2,036.75 |
2,036.75 |
2,046.50 |
2,030.75 |
| S2 |
2,024.75 |
2,024.75 |
2,044.00 |
|
| S3 |
1,997.00 |
2,009.00 |
2,041.25 |
|
| S4 |
1,969.25 |
1,981.25 |
2,033.75 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,204.00 |
2,176.25 |
2,078.00 |
|
| R3 |
2,155.50 |
2,127.75 |
2,064.50 |
|
| R2 |
2,107.00 |
2,107.00 |
2,060.25 |
|
| R1 |
2,079.25 |
2,079.25 |
2,055.75 |
2,069.00 |
| PP |
2,058.50 |
2,058.50 |
2,058.50 |
2,053.50 |
| S1 |
2,030.75 |
2,030.75 |
2,046.75 |
2,020.50 |
| S2 |
2,010.00 |
2,010.00 |
2,042.25 |
|
| S3 |
1,961.50 |
1,982.25 |
2,038.00 |
|
| S4 |
1,913.00 |
1,933.75 |
2,024.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,086.50 |
2,038.00 |
48.50 |
2.4% |
25.00 |
1.2% |
23% |
False |
False |
6,547 |
| 10 |
2,097.00 |
2,038.00 |
59.00 |
2.9% |
21.50 |
1.0% |
19% |
False |
False |
4,243 |
| 20 |
2,097.00 |
2,018.00 |
79.00 |
3.9% |
22.00 |
1.1% |
39% |
False |
False |
3,405 |
| 40 |
2,097.00 |
1,950.50 |
146.50 |
7.1% |
21.75 |
1.1% |
67% |
False |
False |
2,415 |
| 60 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
25.25 |
1.2% |
84% |
False |
False |
1,712 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
31.00 |
1.5% |
84% |
False |
False |
1,436 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.1% |
31.25 |
1.5% |
84% |
False |
False |
1,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,186.00 |
|
2.618 |
2,140.75 |
|
1.618 |
2,113.00 |
|
1.000 |
2,095.75 |
|
0.618 |
2,085.25 |
|
HIGH |
2,068.00 |
|
0.618 |
2,057.50 |
|
0.500 |
2,054.00 |
|
0.382 |
2,050.75 |
|
LOW |
2,040.25 |
|
0.618 |
2,023.00 |
|
1.000 |
2,012.50 |
|
1.618 |
1,995.25 |
|
2.618 |
1,967.50 |
|
4.250 |
1,922.25 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.00 |
2,053.75 |
| PP |
2,052.50 |
2,052.25 |
| S1 |
2,050.75 |
2,050.50 |
|