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 |
4,337.00 |
4,372.00 |
35.00 |
0.8% |
4,477.00 |
High |
4,378.50 |
4,374.50 |
-4.00 |
-0.1% |
4,489.75 |
Low |
4,318.00 |
4,319.50 |
1.50 |
0.0% |
4,296.75 |
Close |
4,369.00 |
4,334.50 |
-34.50 |
-0.8% |
4,331.50 |
Range |
60.50 |
55.00 |
-5.50 |
-9.1% |
193.00 |
ATR |
66.58 |
65.76 |
-0.83 |
-1.2% |
0.00 |
Volume |
221,470 |
270,601 |
49,131 |
22.2% |
1,400,820 |
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,507.75 |
4,476.25 |
4,364.75 |
|
R3 |
4,452.75 |
4,421.25 |
4,349.50 |
|
R2 |
4,397.75 |
4,397.75 |
4,344.50 |
|
R1 |
4,366.25 |
4,366.25 |
4,339.50 |
4,354.50 |
PP |
4,342.75 |
4,342.75 |
4,342.75 |
4,337.00 |
S1 |
4,311.25 |
4,311.25 |
4,329.50 |
4,299.50 |
S2 |
4,287.75 |
4,287.75 |
4,324.50 |
|
S3 |
4,232.75 |
4,256.25 |
4,319.50 |
|
S4 |
4,177.75 |
4,201.25 |
4,304.25 |
|
|
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 |
4,442.25 |
4,296.75 |
145.50 |
3.4% |
73.50 |
1.7% |
26% |
False |
False |
301,528 |
10 |
4,556.00 |
4,296.75 |
259.25 |
6.0% |
66.25 |
1.5% |
15% |
False |
False |
261,115 |
20 |
4,584.50 |
4,296.75 |
287.75 |
6.6% |
64.25 |
1.5% |
13% |
False |
False |
242,154 |
40 |
4,584.50 |
4,220.25 |
364.25 |
8.4% |
60.25 |
1.4% |
31% |
False |
False |
214,379 |
60 |
4,584.50 |
3,856.50 |
728.00 |
16.8% |
70.00 |
1.6% |
66% |
False |
False |
143,207 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.8% |
84.00 |
1.9% |
66% |
False |
False |
107,457 |
100 |
4,691.00 |
3,856.50 |
834.50 |
19.3% |
82.25 |
1.9% |
57% |
False |
False |
85,976 |
120 |
4,719.75 |
3,856.50 |
863.25 |
19.9% |
75.50 |
1.7% |
55% |
False |
False |
71,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,608.25 |
2.618 |
4,518.50 |
1.618 |
4,463.50 |
1.000 |
4,429.50 |
0.618 |
4,408.50 |
HIGH |
4,374.50 |
0.618 |
4,353.50 |
0.500 |
4,347.00 |
0.382 |
4,340.50 |
LOW |
4,319.50 |
0.618 |
4,285.50 |
1.000 |
4,264.50 |
1.618 |
4,230.50 |
2.618 |
4,175.50 |
4.250 |
4,085.75 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,347.00 |
4,344.00 |
PP |
4,342.75 |
4,340.75 |
S1 |
4,338.75 |
4,337.75 |
|