| 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 |
10,135.0 |
9,955.0 |
-180.0 |
-1.8% |
10,398.0 |
| High |
10,144.0 |
9,974.5 |
-169.5 |
-1.7% |
10,438.0 |
| Low |
9,930.0 |
9,817.0 |
-113.0 |
-1.1% |
10,054.5 |
| Close |
9,956.5 |
9,828.0 |
-128.5 |
-1.3% |
10,085.5 |
| Range |
214.0 |
157.5 |
-56.5 |
-26.4% |
383.5 |
| ATR |
191.3 |
188.9 |
-2.4 |
-1.3% |
0.0 |
| Volume |
104,791 |
85,921 |
-18,870 |
-18.0% |
545,398 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,345.7 |
10,244.3 |
9,914.6 |
|
| R3 |
10,188.2 |
10,086.8 |
9,871.3 |
|
| R2 |
10,030.7 |
10,030.7 |
9,856.9 |
|
| R1 |
9,929.3 |
9,929.3 |
9,842.4 |
9,901.3 |
| PP |
9,873.2 |
9,873.2 |
9,873.2 |
9,859.1 |
| S1 |
9,771.8 |
9,771.8 |
9,813.6 |
9,743.8 |
| S2 |
9,715.7 |
9,715.7 |
9,799.1 |
|
| S3 |
9,558.2 |
9,614.3 |
9,784.7 |
|
| S4 |
9,400.7 |
9,456.8 |
9,741.4 |
|
|
| 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 |
10,364.0 |
9,817.0 |
547.0 |
5.6% |
180.8 |
1.8% |
2% |
False |
True |
105,642 |
| 10 |
10,522.0 |
9,817.0 |
705.0 |
7.2% |
164.2 |
1.7% |
2% |
False |
True |
105,746 |
| 20 |
10,522.0 |
9,472.5 |
1,049.5 |
10.7% |
173.9 |
1.8% |
34% |
False |
False |
106,306 |
| 40 |
10,522.0 |
9,436.5 |
1,085.5 |
11.0% |
186.1 |
1.9% |
36% |
False |
False |
92,343 |
| 60 |
10,522.0 |
8,730.0 |
1,792.0 |
18.2% |
186.9 |
1.9% |
61% |
False |
False |
61,883 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
18.2% |
204.6 |
2.1% |
61% |
False |
False |
46,659 |
| 100 |
10,920.5 |
8,730.0 |
2,190.5 |
22.3% |
205.6 |
2.1% |
50% |
False |
False |
37,474 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.7% |
195.5 |
2.0% |
40% |
False |
False |
31,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,643.9 |
|
2.618 |
10,386.8 |
|
1.618 |
10,229.3 |
|
1.000 |
10,132.0 |
|
0.618 |
10,071.8 |
|
HIGH |
9,974.5 |
|
0.618 |
9,914.3 |
|
0.500 |
9,895.8 |
|
0.382 |
9,877.2 |
|
LOW |
9,817.0 |
|
0.618 |
9,719.7 |
|
1.000 |
9,659.5 |
|
1.618 |
9,562.2 |
|
2.618 |
9,404.7 |
|
4.250 |
9,147.6 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,895.8 |
9,993.0 |
| PP |
9,873.2 |
9,938.0 |
| S1 |
9,850.6 |
9,883.0 |
|