| 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 |
2,073.75 |
2,060.75 |
-13.00 |
-0.6% |
2,091.50 |
| High |
2,076.00 |
2,077.50 |
1.50 |
0.1% |
2,094.25 |
| Low |
2,045.75 |
2,055.50 |
9.75 |
0.5% |
2,045.75 |
| Close |
2,059.00 |
2,074.25 |
15.25 |
0.7% |
2,059.00 |
| Range |
30.25 |
22.00 |
-8.25 |
-27.3% |
48.50 |
| ATR |
22.37 |
22.34 |
-0.03 |
-0.1% |
0.00 |
| Volume |
2,419,757 |
1,306,173 |
-1,113,584 |
-46.0% |
8,285,335 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.00 |
2,126.75 |
2,086.25 |
|
| R3 |
2,113.00 |
2,104.75 |
2,080.25 |
|
| R2 |
2,091.00 |
2,091.00 |
2,078.25 |
|
| R1 |
2,082.75 |
2,082.75 |
2,076.25 |
2,087.00 |
| PP |
2,069.00 |
2,069.00 |
2,069.00 |
2,071.25 |
| S1 |
2,060.75 |
2,060.75 |
2,072.25 |
2,065.00 |
| S2 |
2,047.00 |
2,047.00 |
2,070.25 |
|
| S3 |
2,025.00 |
2,038.75 |
2,068.25 |
|
| S4 |
2,003.00 |
2,016.75 |
2,062.25 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,211.75 |
2,184.00 |
2,085.75 |
|
| R3 |
2,163.25 |
2,135.50 |
2,072.25 |
|
| R2 |
2,114.75 |
2,114.75 |
2,068.00 |
|
| R1 |
2,087.00 |
2,087.00 |
2,063.50 |
2,076.50 |
| PP |
2,066.25 |
2,066.25 |
2,066.25 |
2,061.25 |
| S1 |
2,038.50 |
2,038.50 |
2,054.50 |
2,028.00 |
| S2 |
2,017.75 |
2,017.75 |
2,050.00 |
|
| S3 |
1,969.25 |
1,990.00 |
2,045.75 |
|
| S4 |
1,920.75 |
1,941.50 |
2,032.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,094.25 |
2,045.75 |
48.50 |
2.3% |
22.25 |
1.1% |
59% |
False |
False |
1,662,124 |
| 10 |
2,105.25 |
2,045.75 |
59.50 |
2.9% |
20.50 |
1.0% |
48% |
False |
False |
1,575,762 |
| 20 |
2,105.25 |
2,026.00 |
79.25 |
3.8% |
22.00 |
1.1% |
61% |
False |
False |
1,622,149 |
| 40 |
2,105.25 |
1,958.00 |
147.25 |
7.1% |
22.00 |
1.1% |
79% |
False |
False |
1,512,003 |
| 60 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
26.25 |
1.3% |
90% |
False |
False |
1,013,257 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
32.00 |
1.5% |
90% |
False |
False |
761,376 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
32.00 |
1.5% |
90% |
False |
False |
609,409 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.0% |
31.25 |
1.5% |
90% |
False |
False |
507,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.00 |
|
2.618 |
2,135.00 |
|
1.618 |
2,113.00 |
|
1.000 |
2,099.50 |
|
0.618 |
2,091.00 |
|
HIGH |
2,077.50 |
|
0.618 |
2,069.00 |
|
0.500 |
2,066.50 |
|
0.382 |
2,064.00 |
|
LOW |
2,055.50 |
|
0.618 |
2,042.00 |
|
1.000 |
2,033.50 |
|
1.618 |
2,020.00 |
|
2.618 |
1,998.00 |
|
4.250 |
1,962.00 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,071.75 |
2,072.75 |
| PP |
2,069.00 |
2,071.50 |
| S1 |
2,066.50 |
2,070.00 |
|