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 |
5,202.0 |
5,220.0 |
18.0 |
0.3% |
5,194.0 |
High |
5,227.0 |
5,356.0 |
129.0 |
2.5% |
5,265.0 |
Low |
5,156.0 |
5,183.0 |
27.0 |
0.5% |
5,151.0 |
Close |
5,223.0 |
5,355.0 |
132.0 |
2.5% |
5,231.0 |
Range |
71.0 |
173.0 |
102.0 |
143.7% |
114.0 |
ATR |
66.7 |
74.3 |
7.6 |
11.4% |
0.0 |
Volume |
31,694 |
52,332 |
20,638 |
65.1% |
127,485 |
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,817.0 |
5,759.0 |
5,450.2 |
|
R3 |
5,644.0 |
5,586.0 |
5,402.6 |
|
R2 |
5,471.0 |
5,471.0 |
5,386.7 |
|
R1 |
5,413.0 |
5,413.0 |
5,370.9 |
5,442.0 |
PP |
5,298.0 |
5,298.0 |
5,298.0 |
5,312.5 |
S1 |
5,240.0 |
5,240.0 |
5,339.1 |
5,269.0 |
S2 |
5,125.0 |
5,125.0 |
5,323.3 |
|
S3 |
4,952.0 |
5,067.0 |
5,307.4 |
|
S4 |
4,779.0 |
4,894.0 |
5,259.9 |
|
|
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 |
5,356.0 |
5,151.0 |
205.0 |
3.8% |
90.8 |
1.7% |
100% |
True |
False |
35,864 |
10 |
5,356.0 |
5,151.0 |
205.0 |
3.8% |
67.4 |
1.3% |
100% |
True |
False |
33,953 |
20 |
5,356.0 |
4,871.0 |
485.0 |
9.1% |
62.9 |
1.2% |
100% |
True |
False |
29,774 |
40 |
5,356.0 |
4,871.0 |
485.0 |
9.1% |
59.9 |
1.1% |
100% |
True |
False |
29,526 |
60 |
5,356.0 |
4,649.0 |
707.0 |
13.2% |
61.1 |
1.1% |
100% |
True |
False |
19,775 |
80 |
5,356.0 |
4,649.0 |
707.0 |
13.2% |
52.0 |
1.0% |
100% |
True |
False |
14,840 |
100 |
5,356.0 |
4,649.0 |
707.0 |
13.2% |
44.2 |
0.8% |
100% |
True |
False |
11,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,091.3 |
2.618 |
5,808.9 |
1.618 |
5,635.9 |
1.000 |
5,529.0 |
0.618 |
5,462.9 |
HIGH |
5,356.0 |
0.618 |
5,289.9 |
0.500 |
5,269.5 |
0.382 |
5,249.1 |
LOW |
5,183.0 |
0.618 |
5,076.1 |
1.000 |
5,010.0 |
1.618 |
4,903.1 |
2.618 |
4,730.1 |
4.250 |
4,447.8 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,326.5 |
5,322.0 |
PP |
5,298.0 |
5,289.0 |
S1 |
5,269.5 |
5,256.0 |
|