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 |
5,220.0 |
5,295.0 |
75.0 |
1.4% |
5,194.0 |
High |
5,356.0 |
5,316.0 |
-40.0 |
-0.7% |
5,265.0 |
Low |
5,183.0 |
5,241.0 |
58.0 |
1.1% |
5,151.0 |
Close |
5,355.0 |
5,250.0 |
-105.0 |
-2.0% |
5,231.0 |
Range |
173.0 |
75.0 |
-98.0 |
-56.6% |
114.0 |
ATR |
74.3 |
77.1 |
2.8 |
3.8% |
0.0 |
Volume |
52,332 |
33,052 |
-19,280 |
-36.8% |
127,485 |
|
Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,494.0 |
5,447.0 |
5,291.3 |
|
R3 |
5,419.0 |
5,372.0 |
5,270.6 |
|
R2 |
5,344.0 |
5,344.0 |
5,263.8 |
|
R1 |
5,297.0 |
5,297.0 |
5,256.9 |
5,283.0 |
PP |
5,269.0 |
5,269.0 |
5,269.0 |
5,262.0 |
S1 |
5,222.0 |
5,222.0 |
5,243.1 |
5,208.0 |
S2 |
5,194.0 |
5,194.0 |
5,236.3 |
|
S3 |
5,119.0 |
5,147.0 |
5,229.4 |
|
S4 |
5,044.0 |
5,072.0 |
5,208.8 |
|
|
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 |
5,156.0 |
200.0 |
3.8% |
83.0 |
1.6% |
47% |
False |
False |
34,871 |
10 |
5,356.0 |
5,151.0 |
205.0 |
3.9% |
71.1 |
1.4% |
48% |
False |
False |
33,751 |
20 |
5,356.0 |
4,871.0 |
485.0 |
9.2% |
62.1 |
1.2% |
78% |
False |
False |
29,768 |
40 |
5,356.0 |
4,871.0 |
485.0 |
9.2% |
61.4 |
1.2% |
78% |
False |
False |
30,339 |
60 |
5,356.0 |
4,649.0 |
707.0 |
13.5% |
62.4 |
1.2% |
85% |
False |
False |
20,325 |
80 |
5,356.0 |
4,649.0 |
707.0 |
13.5% |
52.6 |
1.0% |
85% |
False |
False |
15,253 |
100 |
5,356.0 |
4,649.0 |
707.0 |
13.5% |
45.0 |
0.9% |
85% |
False |
False |
12,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,634.8 |
2.618 |
5,512.4 |
1.618 |
5,437.4 |
1.000 |
5,391.0 |
0.618 |
5,362.4 |
HIGH |
5,316.0 |
0.618 |
5,287.4 |
0.500 |
5,278.5 |
0.382 |
5,269.7 |
LOW |
5,241.0 |
0.618 |
5,194.7 |
1.000 |
5,166.0 |
1.618 |
5,119.7 |
2.618 |
5,044.7 |
4.250 |
4,922.3 |
|
|
Fisher Pivots for day following 04-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,278.5 |
5,256.0 |
PP |
5,269.0 |
5,254.0 |
S1 |
5,259.5 |
5,252.0 |
|