| 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 |
2,928.0 |
2,907.0 |
-21.0 |
-0.7% |
3,069.0 |
| High |
2,935.0 |
2,920.0 |
-15.0 |
-0.5% |
3,085.0 |
| Low |
2,882.0 |
2,886.0 |
4.0 |
0.1% |
2,967.0 |
| Close |
2,885.0 |
2,890.0 |
5.0 |
0.2% |
2,977.0 |
| Range |
53.0 |
34.0 |
-19.0 |
-35.8% |
118.0 |
| ATR |
56.2 |
54.7 |
-1.5 |
-2.7% |
0.0 |
| Volume |
1,030,418 |
1,390,660 |
360,242 |
35.0% |
6,058,532 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.7 |
2,979.3 |
2,908.7 |
|
| R3 |
2,966.7 |
2,945.3 |
2,899.4 |
|
| R2 |
2,932.7 |
2,932.7 |
2,896.2 |
|
| R1 |
2,911.3 |
2,911.3 |
2,893.1 |
2,905.0 |
| PP |
2,898.7 |
2,898.7 |
2,898.7 |
2,895.5 |
| S1 |
2,877.3 |
2,877.3 |
2,886.9 |
2,871.0 |
| S2 |
2,864.7 |
2,864.7 |
2,883.8 |
|
| S3 |
2,830.7 |
2,843.3 |
2,880.7 |
|
| S4 |
2,796.7 |
2,809.3 |
2,871.3 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,363.7 |
3,288.3 |
3,041.9 |
|
| R3 |
3,245.7 |
3,170.3 |
3,009.5 |
|
| R2 |
3,127.7 |
3,127.7 |
2,998.6 |
|
| R1 |
3,052.3 |
3,052.3 |
2,987.8 |
3,031.0 |
| PP |
3,009.7 |
3,009.7 |
3,009.7 |
2,999.0 |
| S1 |
2,934.3 |
2,934.3 |
2,966.2 |
2,913.0 |
| S2 |
2,891.7 |
2,891.7 |
2,955.4 |
|
| S3 |
2,773.7 |
2,816.3 |
2,944.6 |
|
| S4 |
2,655.7 |
2,698.3 |
2,912.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,041.0 |
2,882.0 |
159.0 |
5.5% |
51.0 |
1.8% |
5% |
False |
False |
1,258,531 |
| 10 |
3,087.0 |
2,882.0 |
205.0 |
7.1% |
46.7 |
1.6% |
4% |
False |
False |
1,258,040 |
| 20 |
3,094.0 |
2,800.0 |
294.0 |
10.2% |
49.2 |
1.7% |
31% |
False |
False |
1,266,874 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
11.0% |
55.5 |
1.9% |
36% |
False |
False |
1,255,943 |
| 60 |
3,094.0 |
2,594.0 |
500.0 |
17.3% |
56.9 |
2.0% |
59% |
False |
False |
854,480 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.3% |
64.3 |
2.2% |
59% |
False |
False |
643,042 |
| 100 |
3,260.0 |
2,594.0 |
666.0 |
23.0% |
63.3 |
2.2% |
44% |
False |
False |
514,904 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.2% |
59.0 |
2.0% |
35% |
False |
False |
429,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,064.5 |
|
2.618 |
3,009.0 |
|
1.618 |
2,975.0 |
|
1.000 |
2,954.0 |
|
0.618 |
2,941.0 |
|
HIGH |
2,920.0 |
|
0.618 |
2,907.0 |
|
0.500 |
2,903.0 |
|
0.382 |
2,899.0 |
|
LOW |
2,886.0 |
|
0.618 |
2,865.0 |
|
1.000 |
2,852.0 |
|
1.618 |
2,831.0 |
|
2.618 |
2,797.0 |
|
4.250 |
2,741.5 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,903.0 |
2,935.5 |
| PP |
2,898.7 |
2,920.3 |
| S1 |
2,894.3 |
2,905.2 |
|