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 |
4,383.50 |
4,337.00 |
-46.50 |
-1.1% |
4,477.00 |
High |
4,391.25 |
4,378.50 |
-12.75 |
-0.3% |
4,489.75 |
Low |
4,296.75 |
4,318.00 |
21.25 |
0.5% |
4,296.75 |
Close |
4,331.50 |
4,369.00 |
37.50 |
0.9% |
4,331.50 |
Range |
94.50 |
60.50 |
-34.00 |
-36.0% |
193.00 |
ATR |
67.05 |
66.58 |
-0.47 |
-0.7% |
0.00 |
Volume |
402,426 |
221,470 |
-180,956 |
-45.0% |
1,400,820 |
|
Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,536.75 |
4,513.25 |
4,402.25 |
|
R3 |
4,476.25 |
4,452.75 |
4,385.75 |
|
R2 |
4,415.75 |
4,415.75 |
4,380.00 |
|
R1 |
4,392.25 |
4,392.25 |
4,374.50 |
4,404.00 |
PP |
4,355.25 |
4,355.25 |
4,355.25 |
4,361.00 |
S1 |
4,331.75 |
4,331.75 |
4,363.50 |
4,343.50 |
S2 |
4,294.75 |
4,294.75 |
4,358.00 |
|
S3 |
4,234.25 |
4,271.25 |
4,352.25 |
|
S4 |
4,173.75 |
4,210.75 |
4,335.75 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,951.75 |
4,834.50 |
4,437.75 |
|
R3 |
4,758.75 |
4,641.50 |
4,384.50 |
|
R2 |
4,565.75 |
4,565.75 |
4,367.00 |
|
R1 |
4,448.50 |
4,448.50 |
4,349.25 |
4,410.50 |
PP |
4,372.75 |
4,372.75 |
4,372.75 |
4,353.75 |
S1 |
4,255.50 |
4,255.50 |
4,313.75 |
4,217.50 |
S2 |
4,179.75 |
4,179.75 |
4,296.00 |
|
S3 |
3,986.75 |
4,062.50 |
4,278.50 |
|
S4 |
3,793.75 |
3,869.50 |
4,225.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,489.75 |
4,296.75 |
193.00 |
4.4% |
76.50 |
1.7% |
37% |
False |
False |
289,963 |
10 |
4,584.50 |
4,296.75 |
287.75 |
6.6% |
68.50 |
1.6% |
25% |
False |
False |
259,744 |
20 |
4,584.50 |
4,296.75 |
287.75 |
6.6% |
63.75 |
1.5% |
25% |
False |
False |
239,571 |
40 |
4,584.50 |
4,220.25 |
364.25 |
8.3% |
60.25 |
1.4% |
41% |
False |
False |
207,734 |
60 |
4,584.50 |
3,856.50 |
728.00 |
16.7% |
71.75 |
1.6% |
70% |
False |
False |
138,703 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.7% |
85.25 |
2.0% |
70% |
False |
False |
104,077 |
100 |
4,692.25 |
3,856.50 |
835.75 |
19.1% |
82.25 |
1.9% |
61% |
False |
False |
83,270 |
120 |
4,719.75 |
3,856.50 |
863.25 |
19.8% |
75.25 |
1.7% |
59% |
False |
False |
69,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,635.50 |
2.618 |
4,537.00 |
1.618 |
4,476.50 |
1.000 |
4,439.00 |
0.618 |
4,416.00 |
HIGH |
4,378.50 |
0.618 |
4,355.50 |
0.500 |
4,348.25 |
0.382 |
4,341.00 |
LOW |
4,318.00 |
0.618 |
4,280.50 |
1.000 |
4,257.50 |
1.618 |
4,220.00 |
2.618 |
4,159.50 |
4.250 |
4,061.00 |
|
|
Fisher Pivots for day following 02-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,362.00 |
4,369.50 |
PP |
4,355.25 |
4,369.25 |
S1 |
4,348.25 |
4,369.25 |
|