| 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 |
2,067.00 |
2,049.75 |
-17.25 |
-0.8% |
2,081.25 |
| High |
2,068.00 |
2,052.00 |
-16.00 |
-0.8% |
2,086.50 |
| Low |
2,040.25 |
2,031.50 |
-8.75 |
-0.4% |
2,038.00 |
| Close |
2,049.00 |
2,039.00 |
-10.00 |
-0.5% |
2,051.25 |
| Range |
27.75 |
20.50 |
-7.25 |
-26.1% |
48.50 |
| ATR |
22.37 |
22.24 |
-0.13 |
-0.6% |
0.00 |
| Volume |
8,436 |
6,909 |
-1,527 |
-18.1% |
21,968 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.25 |
2,091.25 |
2,050.25 |
|
| R3 |
2,081.75 |
2,070.75 |
2,044.75 |
|
| R2 |
2,061.25 |
2,061.25 |
2,042.75 |
|
| R1 |
2,050.25 |
2,050.25 |
2,041.00 |
2,045.50 |
| PP |
2,040.75 |
2,040.75 |
2,040.75 |
2,038.50 |
| S1 |
2,029.75 |
2,029.75 |
2,037.00 |
2,025.00 |
| S2 |
2,020.25 |
2,020.25 |
2,035.25 |
|
| S3 |
1,999.75 |
2,009.25 |
2,033.25 |
|
| S4 |
1,979.25 |
1,988.75 |
2,027.75 |
|
|
| 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 |
2,031.50 |
55.00 |
2.7% |
25.75 |
1.3% |
14% |
False |
True |
7,673 |
| 10 |
2,095.50 |
2,031.50 |
64.00 |
3.1% |
21.50 |
1.1% |
12% |
False |
True |
4,786 |
| 20 |
2,097.00 |
2,018.00 |
79.00 |
3.9% |
21.75 |
1.1% |
27% |
False |
False |
3,594 |
| 40 |
2,097.00 |
1,950.50 |
146.50 |
7.2% |
21.50 |
1.1% |
60% |
False |
False |
2,585 |
| 60 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
24.50 |
1.2% |
81% |
False |
False |
1,823 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
30.50 |
1.5% |
81% |
False |
False |
1,508 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
31.00 |
1.5% |
81% |
False |
False |
1,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,139.00 |
|
2.618 |
2,105.75 |
|
1.618 |
2,085.25 |
|
1.000 |
2,072.50 |
|
0.618 |
2,064.75 |
|
HIGH |
2,052.00 |
|
0.618 |
2,044.25 |
|
0.500 |
2,041.75 |
|
0.382 |
2,039.25 |
|
LOW |
2,031.50 |
|
0.618 |
2,018.75 |
|
1.000 |
2,011.00 |
|
1.618 |
1,998.25 |
|
2.618 |
1,977.75 |
|
4.250 |
1,944.50 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.75 |
2,050.50 |
| PP |
2,040.75 |
2,046.75 |
| S1 |
2,040.00 |
2,042.75 |
|