Trading Metrics calculated at close of trading on 02-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,200.0 |
5,202.0 |
2.0 |
0.0% |
5,194.0 |
High |
5,237.0 |
5,227.0 |
-10.0 |
-0.2% |
5,265.0 |
Low |
5,187.0 |
5,156.0 |
-31.0 |
-0.6% |
5,151.0 |
Close |
5,231.0 |
5,223.0 |
-8.0 |
-0.2% |
5,231.0 |
Range |
50.0 |
71.0 |
21.0 |
42.0% |
114.0 |
ATR |
66.1 |
66.7 |
0.6 |
1.0% |
0.0 |
Volume |
24,316 |
31,694 |
7,378 |
30.3% |
127,485 |
|
Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,415.0 |
5,390.0 |
5,262.1 |
|
R3 |
5,344.0 |
5,319.0 |
5,242.5 |
|
R2 |
5,273.0 |
5,273.0 |
5,236.0 |
|
R1 |
5,248.0 |
5,248.0 |
5,229.5 |
5,260.5 |
PP |
5,202.0 |
5,202.0 |
5,202.0 |
5,208.3 |
S1 |
5,177.0 |
5,177.0 |
5,216.5 |
5,189.5 |
S2 |
5,131.0 |
5,131.0 |
5,210.0 |
|
S3 |
5,060.0 |
5,106.0 |
5,203.5 |
|
S4 |
4,989.0 |
5,035.0 |
5,184.0 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,557.7 |
5,508.3 |
5,293.7 |
|
R3 |
5,443.7 |
5,394.3 |
5,262.4 |
|
R2 |
5,329.7 |
5,329.7 |
5,251.9 |
|
R1 |
5,280.3 |
5,280.3 |
5,241.5 |
5,305.0 |
PP |
5,215.7 |
5,215.7 |
5,215.7 |
5,228.0 |
S1 |
5,166.3 |
5,166.3 |
5,220.6 |
5,191.0 |
S2 |
5,101.7 |
5,101.7 |
5,210.1 |
|
S3 |
4,987.7 |
5,052.3 |
5,199.7 |
|
S4 |
4,873.7 |
4,938.3 |
5,168.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,265.0 |
5,151.0 |
114.0 |
2.2% |
65.4 |
1.3% |
63% |
False |
False |
31,835 |
10 |
5,271.0 |
5,085.0 |
186.0 |
3.6% |
55.6 |
1.1% |
74% |
False |
False |
31,429 |
20 |
5,271.0 |
4,871.0 |
400.0 |
7.7% |
57.2 |
1.1% |
88% |
False |
False |
28,235 |
40 |
5,271.0 |
4,871.0 |
400.0 |
7.7% |
57.3 |
1.1% |
88% |
False |
False |
28,232 |
60 |
5,271.0 |
4,649.0 |
622.0 |
11.9% |
58.2 |
1.1% |
92% |
False |
False |
18,904 |
80 |
5,271.0 |
4,649.0 |
622.0 |
11.9% |
49.8 |
1.0% |
92% |
False |
False |
14,186 |
100 |
5,282.0 |
4,649.0 |
633.0 |
12.1% |
42.5 |
0.8% |
91% |
False |
False |
11,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,528.8 |
2.618 |
5,412.9 |
1.618 |
5,341.9 |
1.000 |
5,298.0 |
0.618 |
5,270.9 |
HIGH |
5,227.0 |
0.618 |
5,199.9 |
0.500 |
5,191.5 |
0.382 |
5,183.1 |
LOW |
5,156.0 |
0.618 |
5,112.1 |
1.000 |
5,085.0 |
1.618 |
5,041.1 |
2.618 |
4,970.1 |
4.250 |
4,854.3 |
|
|
Fisher Pivots for day following 02-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,212.5 |
5,214.2 |
PP |
5,202.0 |
5,205.3 |
S1 |
5,191.5 |
5,196.5 |
|