| 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 |
1,293.1 |
1,289.4 |
-3.7 |
-0.3% |
1,239.0 |
| High |
1,297.6 |
1,293.4 |
-4.2 |
-0.3% |
1,303.7 |
| Low |
1,279.9 |
1,277.3 |
-2.6 |
-0.2% |
1,237.9 |
| Close |
1,280.4 |
1,278.3 |
-2.1 |
-0.2% |
1,296.3 |
| Range |
17.7 |
16.1 |
-1.6 |
-9.0% |
65.8 |
| ATR |
19.3 |
19.1 |
-0.2 |
-1.2% |
0.0 |
| Volume |
3,402 |
2,484 |
-918 |
-27.0% |
10,463 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,331.3 |
1,320.9 |
1,287.2 |
|
| R3 |
1,315.2 |
1,304.8 |
1,282.7 |
|
| R2 |
1,299.1 |
1,299.1 |
1,281.3 |
|
| R1 |
1,288.7 |
1,288.7 |
1,279.8 |
1,285.9 |
| PP |
1,283.0 |
1,283.0 |
1,283.0 |
1,281.6 |
| S1 |
1,272.6 |
1,272.6 |
1,276.8 |
1,269.8 |
| S2 |
1,266.9 |
1,266.9 |
1,275.3 |
|
| S3 |
1,250.8 |
1,256.5 |
1,273.9 |
|
| S4 |
1,234.7 |
1,240.4 |
1,269.4 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.7 |
1,452.3 |
1,332.5 |
|
| R3 |
1,410.9 |
1,386.5 |
1,314.4 |
|
| R2 |
1,345.1 |
1,345.1 |
1,308.4 |
|
| R1 |
1,320.7 |
1,320.7 |
1,302.3 |
1,332.9 |
| PP |
1,279.3 |
1,279.3 |
1,279.3 |
1,285.4 |
| S1 |
1,254.9 |
1,254.9 |
1,290.3 |
1,267.1 |
| S2 |
1,213.5 |
1,213.5 |
1,284.2 |
|
| S3 |
1,147.7 |
1,189.1 |
1,278.2 |
|
| S4 |
1,081.9 |
1,123.3 |
1,260.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,311.5 |
1,272.5 |
39.0 |
3.1% |
20.0 |
1.6% |
15% |
False |
False |
4,054 |
| 10 |
1,311.5 |
1,234.2 |
77.3 |
6.0% |
18.7 |
1.5% |
57% |
False |
False |
2,928 |
| 20 |
1,311.5 |
1,230.7 |
80.8 |
6.3% |
17.4 |
1.4% |
59% |
False |
False |
2,777 |
| 40 |
1,311.5 |
1,213.1 |
98.4 |
7.7% |
19.1 |
1.5% |
66% |
False |
False |
2,432 |
| 60 |
1,311.5 |
1,184.5 |
127.0 |
9.9% |
20.9 |
1.6% |
74% |
False |
False |
2,280 |
| 80 |
1,311.5 |
1,073.7 |
237.8 |
18.6% |
19.3 |
1.5% |
86% |
False |
False |
2,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,361.8 |
|
2.618 |
1,335.5 |
|
1.618 |
1,319.4 |
|
1.000 |
1,309.5 |
|
0.618 |
1,303.3 |
|
HIGH |
1,293.4 |
|
0.618 |
1,287.2 |
|
0.500 |
1,285.4 |
|
0.382 |
1,283.5 |
|
LOW |
1,277.3 |
|
0.618 |
1,267.4 |
|
1.000 |
1,261.2 |
|
1.618 |
1,251.3 |
|
2.618 |
1,235.2 |
|
4.250 |
1,208.9 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,285.4 |
1,293.2 |
| PP |
1,283.0 |
1,288.2 |
| S1 |
1,280.7 |
1,283.3 |
|