| 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 |
2,060.75 |
2,075.50 |
14.75 |
0.7% |
2,091.50 |
| High |
2,077.50 |
2,076.25 |
-1.25 |
-0.1% |
2,094.25 |
| Low |
2,055.50 |
2,048.00 |
-7.50 |
-0.4% |
2,045.75 |
| Close |
2,074.25 |
2,057.00 |
-17.25 |
-0.8% |
2,059.00 |
| Range |
22.00 |
28.25 |
6.25 |
28.4% |
48.50 |
| ATR |
22.34 |
22.77 |
0.42 |
1.9% |
0.00 |
| Volume |
1,306,173 |
1,827,577 |
521,404 |
39.9% |
8,285,335 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.25 |
2,129.25 |
2,072.50 |
|
| R3 |
2,117.00 |
2,101.00 |
2,064.75 |
|
| R2 |
2,088.75 |
2,088.75 |
2,062.25 |
|
| R1 |
2,072.75 |
2,072.75 |
2,059.50 |
2,066.50 |
| PP |
2,060.50 |
2,060.50 |
2,060.50 |
2,057.25 |
| S1 |
2,044.50 |
2,044.50 |
2,054.50 |
2,038.50 |
| S2 |
2,032.25 |
2,032.25 |
2,051.75 |
|
| S3 |
2,004.00 |
2,016.25 |
2,049.25 |
|
| S4 |
1,975.75 |
1,988.00 |
2,041.50 |
|
|
| 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 |
2.4% |
25.50 |
1.2% |
23% |
False |
False |
1,782,472 |
| 10 |
2,105.25 |
2,045.75 |
59.50 |
2.9% |
21.75 |
1.1% |
19% |
False |
False |
1,602,003 |
| 20 |
2,105.25 |
2,026.00 |
79.25 |
3.9% |
22.50 |
1.1% |
39% |
False |
False |
1,622,153 |
| 40 |
2,105.25 |
1,958.00 |
147.25 |
7.2% |
22.00 |
1.1% |
67% |
False |
False |
1,555,668 |
| 60 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
26.00 |
1.3% |
84% |
False |
False |
1,043,591 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
31.50 |
1.5% |
84% |
False |
False |
784,135 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
32.00 |
1.6% |
84% |
False |
False |
627,680 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
15.1% |
31.00 |
1.5% |
84% |
False |
False |
523,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,196.25 |
|
2.618 |
2,150.25 |
|
1.618 |
2,122.00 |
|
1.000 |
2,104.50 |
|
0.618 |
2,093.75 |
|
HIGH |
2,076.25 |
|
0.618 |
2,065.50 |
|
0.500 |
2,062.00 |
|
0.382 |
2,058.75 |
|
LOW |
2,048.00 |
|
0.618 |
2,030.50 |
|
1.000 |
2,019.75 |
|
1.618 |
2,002.25 |
|
2.618 |
1,974.00 |
|
4.250 |
1,928.00 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,062.00 |
2,061.50 |
| PP |
2,060.50 |
2,060.00 |
| S1 |
2,058.75 |
2,058.50 |
|