| 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 |
10,229.0 |
10,080.5 |
-148.5 |
-1.5% |
10,398.0 |
| High |
10,282.5 |
10,169.0 |
-113.5 |
-1.1% |
10,438.0 |
| Low |
10,054.5 |
10,076.0 |
21.5 |
0.2% |
10,054.5 |
| Close |
10,085.5 |
10,122.0 |
36.5 |
0.4% |
10,085.5 |
| Range |
228.0 |
93.0 |
-135.0 |
-59.2% |
383.5 |
| ATR |
197.0 |
189.6 |
-7.4 |
-3.8% |
0.0 |
| Volume |
89,991 |
118,079 |
28,088 |
31.2% |
545,398 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,401.3 |
10,354.7 |
10,173.2 |
|
| R3 |
10,308.3 |
10,261.7 |
10,147.6 |
|
| R2 |
10,215.3 |
10,215.3 |
10,139.1 |
|
| R1 |
10,168.7 |
10,168.7 |
10,130.5 |
10,192.0 |
| PP |
10,122.3 |
10,122.3 |
10,122.3 |
10,134.0 |
| S1 |
10,075.7 |
10,075.7 |
10,113.5 |
10,099.0 |
| S2 |
10,029.3 |
10,029.3 |
10,105.0 |
|
| S3 |
9,936.3 |
9,982.7 |
10,096.4 |
|
| S4 |
9,843.3 |
9,889.7 |
10,070.9 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,343.2 |
11,097.8 |
10,296.4 |
|
| R3 |
10,959.7 |
10,714.3 |
10,191.0 |
|
| R2 |
10,576.2 |
10,576.2 |
10,155.8 |
|
| R1 |
10,330.8 |
10,330.8 |
10,120.7 |
10,261.8 |
| PP |
10,192.7 |
10,192.7 |
10,192.7 |
10,158.1 |
| S1 |
9,947.3 |
9,947.3 |
10,050.3 |
9,878.3 |
| S2 |
9,809.2 |
9,809.2 |
10,015.2 |
|
| S3 |
9,425.7 |
9,563.8 |
9,980.0 |
|
| S4 |
9,042.2 |
9,180.3 |
9,874.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,421.5 |
10,054.5 |
367.0 |
3.6% |
167.5 |
1.7% |
18% |
False |
False |
111,291 |
| 10 |
10,522.0 |
10,054.5 |
467.5 |
4.6% |
167.8 |
1.7% |
14% |
False |
False |
107,981 |
| 20 |
10,522.0 |
9,472.5 |
1,049.5 |
10.4% |
173.6 |
1.7% |
62% |
False |
False |
108,217 |
| 40 |
10,522.0 |
9,436.5 |
1,085.5 |
10.7% |
183.4 |
1.8% |
63% |
False |
False |
87,653 |
| 60 |
10,522.0 |
8,730.0 |
1,792.0 |
17.7% |
191.2 |
1.9% |
78% |
False |
False |
58,735 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.7% |
208.0 |
2.1% |
78% |
False |
False |
44,288 |
| 100 |
11,026.0 |
8,730.0 |
2,296.0 |
22.7% |
204.6 |
2.0% |
61% |
False |
False |
35,568 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
26.9% |
192.9 |
1.9% |
51% |
False |
False |
29,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,564.3 |
|
2.618 |
10,412.5 |
|
1.618 |
10,319.5 |
|
1.000 |
10,262.0 |
|
0.618 |
10,226.5 |
|
HIGH |
10,169.0 |
|
0.618 |
10,133.5 |
|
0.500 |
10,122.5 |
|
0.382 |
10,111.5 |
|
LOW |
10,076.0 |
|
0.618 |
10,018.5 |
|
1.000 |
9,983.0 |
|
1.618 |
9,925.5 |
|
2.618 |
9,832.5 |
|
4.250 |
9,680.8 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,122.5 |
10,209.3 |
| PP |
10,122.3 |
10,180.2 |
| S1 |
10,122.2 |
10,151.1 |
|