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 |
5,295.0 |
5,235.0 |
-60.0 |
-1.1% |
5,194.0 |
High |
5,316.0 |
5,271.0 |
-45.0 |
-0.8% |
5,265.0 |
Low |
5,241.0 |
5,224.0 |
-17.0 |
-0.3% |
5,151.0 |
Close |
5,250.0 |
5,266.0 |
16.0 |
0.3% |
5,231.0 |
Range |
75.0 |
47.0 |
-28.0 |
-37.3% |
114.0 |
ATR |
77.1 |
75.0 |
-2.2 |
-2.8% |
0.0 |
Volume |
33,052 |
24,989 |
-8,063 |
-24.4% |
127,485 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,394.7 |
5,377.3 |
5,291.9 |
|
R3 |
5,347.7 |
5,330.3 |
5,278.9 |
|
R2 |
5,300.7 |
5,300.7 |
5,274.6 |
|
R1 |
5,283.3 |
5,283.3 |
5,270.3 |
5,292.0 |
PP |
5,253.7 |
5,253.7 |
5,253.7 |
5,258.0 |
S1 |
5,236.3 |
5,236.3 |
5,261.7 |
5,245.0 |
S2 |
5,206.7 |
5,206.7 |
5,257.4 |
|
S3 |
5,159.7 |
5,189.3 |
5,253.1 |
|
S4 |
5,112.7 |
5,142.3 |
5,240.2 |
|
|
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% |
83.2 |
1.6% |
55% |
False |
False |
33,276 |
10 |
5,356.0 |
5,151.0 |
205.0 |
3.9% |
71.0 |
1.3% |
56% |
False |
False |
33,353 |
20 |
5,356.0 |
4,871.0 |
485.0 |
9.2% |
61.6 |
1.2% |
81% |
False |
False |
29,652 |
40 |
5,356.0 |
4,871.0 |
485.0 |
9.2% |
62.3 |
1.2% |
81% |
False |
False |
30,956 |
60 |
5,356.0 |
4,649.0 |
707.0 |
13.4% |
62.4 |
1.2% |
87% |
False |
False |
20,741 |
80 |
5,356.0 |
4,649.0 |
707.0 |
13.4% |
53.2 |
1.0% |
87% |
False |
False |
15,565 |
100 |
5,356.0 |
4,649.0 |
707.0 |
13.4% |
45.4 |
0.9% |
87% |
False |
False |
12,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,470.8 |
2.618 |
5,394.0 |
1.618 |
5,347.0 |
1.000 |
5,318.0 |
0.618 |
5,300.0 |
HIGH |
5,271.0 |
0.618 |
5,253.0 |
0.500 |
5,247.5 |
0.382 |
5,242.0 |
LOW |
5,224.0 |
0.618 |
5,195.0 |
1.000 |
5,177.0 |
1.618 |
5,148.0 |
2.618 |
5,101.0 |
4.250 |
5,024.3 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,259.8 |
5,269.5 |
PP |
5,253.7 |
5,268.3 |
S1 |
5,247.5 |
5,267.2 |
|