| 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 |
9,955.0 |
9,890.0 |
-65.0 |
-0.7% |
10,398.0 |
| High |
9,974.5 |
9,929.0 |
-45.5 |
-0.5% |
10,438.0 |
| Low |
9,817.0 |
9,805.5 |
-11.5 |
-0.1% |
10,054.5 |
| Close |
9,828.0 |
9,829.0 |
1.0 |
0.0% |
10,085.5 |
| Range |
157.5 |
123.5 |
-34.0 |
-21.6% |
383.5 |
| ATR |
188.9 |
184.2 |
-4.7 |
-2.5% |
0.0 |
| Volume |
85,921 |
107,477 |
21,556 |
25.1% |
545,398 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,225.0 |
10,150.5 |
9,896.9 |
|
| R3 |
10,101.5 |
10,027.0 |
9,863.0 |
|
| R2 |
9,978.0 |
9,978.0 |
9,851.6 |
|
| R1 |
9,903.5 |
9,903.5 |
9,840.3 |
9,879.0 |
| PP |
9,854.5 |
9,854.5 |
9,854.5 |
9,842.3 |
| S1 |
9,780.0 |
9,780.0 |
9,817.7 |
9,755.5 |
| S2 |
9,731.0 |
9,731.0 |
9,806.4 |
|
| S3 |
9,607.5 |
9,656.5 |
9,795.0 |
|
| S4 |
9,484.0 |
9,533.0 |
9,761.1 |
|
|
| 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 |
10,282.5 |
9,805.5 |
477.0 |
4.9% |
163.2 |
1.7% |
5% |
False |
True |
101,251 |
| 10 |
10,462.0 |
9,805.5 |
656.5 |
6.7% |
161.4 |
1.6% |
4% |
False |
True |
107,318 |
| 20 |
10,522.0 |
9,551.5 |
970.5 |
9.9% |
166.9 |
1.7% |
29% |
False |
False |
106,848 |
| 40 |
10,522.0 |
9,436.5 |
1,085.5 |
11.0% |
184.9 |
1.9% |
36% |
False |
False |
94,972 |
| 60 |
10,522.0 |
8,730.0 |
1,792.0 |
18.2% |
184.7 |
1.9% |
61% |
False |
False |
63,668 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
18.2% |
202.4 |
2.1% |
61% |
False |
False |
47,991 |
| 100 |
10,920.5 |
8,730.0 |
2,190.5 |
22.3% |
205.8 |
2.1% |
50% |
False |
False |
38,549 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.7% |
195.5 |
2.0% |
40% |
False |
False |
32,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,453.9 |
|
2.618 |
10,252.3 |
|
1.618 |
10,128.8 |
|
1.000 |
10,052.5 |
|
0.618 |
10,005.3 |
|
HIGH |
9,929.0 |
|
0.618 |
9,881.8 |
|
0.500 |
9,867.3 |
|
0.382 |
9,852.7 |
|
LOW |
9,805.5 |
|
0.618 |
9,729.2 |
|
1.000 |
9,682.0 |
|
1.618 |
9,605.7 |
|
2.618 |
9,482.2 |
|
4.250 |
9,280.6 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,867.3 |
9,974.8 |
| PP |
9,854.5 |
9,926.2 |
| S1 |
9,841.8 |
9,877.6 |
|