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 |
10,080.5 |
10,135.0 |
54.5 |
0.5% |
10,398.0 |
High |
10,169.0 |
10,144.0 |
-25.0 |
-0.2% |
10,438.0 |
Low |
10,076.0 |
9,930.0 |
-146.0 |
-1.4% |
10,054.5 |
Close |
10,122.0 |
9,956.5 |
-165.5 |
-1.6% |
10,085.5 |
Range |
93.0 |
214.0 |
121.0 |
130.1% |
383.5 |
ATR |
189.6 |
191.3 |
1.7 |
0.9% |
0.0 |
Volume |
118,079 |
104,791 |
-13,288 |
-11.3% |
545,398 |
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,652.2 |
10,518.3 |
10,074.2 |
|
R3 |
10,438.2 |
10,304.3 |
10,015.4 |
|
R2 |
10,224.2 |
10,224.2 |
9,995.7 |
|
R1 |
10,090.3 |
10,090.3 |
9,976.1 |
10,050.3 |
PP |
10,010.2 |
10,010.2 |
10,010.2 |
9,990.1 |
S1 |
9,876.3 |
9,876.3 |
9,936.9 |
9,836.3 |
S2 |
9,796.2 |
9,796.2 |
9,917.3 |
|
S3 |
9,582.2 |
9,662.3 |
9,897.7 |
|
S4 |
9,368.2 |
9,448.3 |
9,838.8 |
|
|
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 |
10,378.5 |
9,930.0 |
448.5 |
4.5% |
174.6 |
1.8% |
6% |
False |
True |
112,530 |
10 |
10,522.0 |
9,930.0 |
592.0 |
5.9% |
166.6 |
1.7% |
4% |
False |
True |
107,973 |
20 |
10,522.0 |
9,472.5 |
1,049.5 |
10.5% |
174.1 |
1.7% |
46% |
False |
False |
107,783 |
40 |
10,522.0 |
9,436.5 |
1,085.5 |
10.9% |
184.9 |
1.9% |
48% |
False |
False |
90,252 |
60 |
10,522.0 |
8,730.0 |
1,792.0 |
18.0% |
191.0 |
1.9% |
68% |
False |
False |
60,461 |
80 |
10,522.0 |
8,730.0 |
1,792.0 |
18.0% |
206.2 |
2.1% |
68% |
False |
False |
45,592 |
100 |
10,920.5 |
8,730.0 |
2,190.5 |
22.0% |
205.6 |
2.1% |
56% |
False |
False |
36,615 |
120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.4% |
194.7 |
2.0% |
45% |
False |
False |
30,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,053.5 |
2.618 |
10,704.3 |
1.618 |
10,490.3 |
1.000 |
10,358.0 |
0.618 |
10,276.3 |
HIGH |
10,144.0 |
0.618 |
10,062.3 |
0.500 |
10,037.0 |
0.382 |
10,011.7 |
LOW |
9,930.0 |
0.618 |
9,797.7 |
1.000 |
9,716.0 |
1.618 |
9,583.7 |
2.618 |
9,369.7 |
4.250 |
9,020.5 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
10,037.0 |
10,106.3 |
PP |
10,010.2 |
10,056.3 |
S1 |
9,983.3 |
10,006.4 |
|