Trading Metrics calculated at close of trading on 04-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,372.00 |
4,335.50 |
-36.50 |
-0.8% |
4,477.00 |
High |
4,374.50 |
4,342.00 |
-32.50 |
-0.7% |
4,489.75 |
Low |
4,319.50 |
4,292.25 |
-27.25 |
-0.6% |
4,296.75 |
Close |
4,334.50 |
4,309.75 |
-24.75 |
-0.6% |
4,331.50 |
Range |
55.00 |
49.75 |
-5.25 |
-9.5% |
193.00 |
ATR |
65.76 |
64.61 |
-1.14 |
-1.7% |
0.00 |
Volume |
270,601 |
235,256 |
-35,345 |
-13.1% |
1,400,820 |
|
Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,464.00 |
4,436.50 |
4,337.00 |
|
R3 |
4,414.25 |
4,386.75 |
4,323.50 |
|
R2 |
4,364.50 |
4,364.50 |
4,318.75 |
|
R1 |
4,337.00 |
4,337.00 |
4,314.25 |
4,326.00 |
PP |
4,314.75 |
4,314.75 |
4,314.75 |
4,309.00 |
S1 |
4,287.25 |
4,287.25 |
4,305.25 |
4,276.00 |
S2 |
4,265.00 |
4,265.00 |
4,300.75 |
|
S3 |
4,215.25 |
4,237.50 |
4,296.00 |
|
S4 |
4,165.50 |
4,187.75 |
4,282.50 |
|
|
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 |
4,292.25 |
150.00 |
3.5% |
71.25 |
1.7% |
12% |
False |
True |
287,303 |
10 |
4,551.75 |
4,292.25 |
259.50 |
6.0% |
66.50 |
1.5% |
7% |
False |
True |
265,334 |
20 |
4,584.50 |
4,292.25 |
292.25 |
6.8% |
63.25 |
1.5% |
6% |
False |
True |
241,819 |
40 |
4,584.50 |
4,220.25 |
364.25 |
8.5% |
60.00 |
1.4% |
25% |
False |
False |
220,059 |
60 |
4,584.50 |
3,856.50 |
728.00 |
16.9% |
68.00 |
1.6% |
62% |
False |
False |
147,120 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.9% |
83.25 |
1.9% |
62% |
False |
False |
110,395 |
100 |
4,691.00 |
3,856.50 |
834.50 |
19.4% |
81.75 |
1.9% |
54% |
False |
False |
88,329 |
120 |
4,719.75 |
3,856.50 |
863.25 |
20.0% |
75.75 |
1.8% |
53% |
False |
False |
73,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,553.50 |
2.618 |
4,472.25 |
1.618 |
4,422.50 |
1.000 |
4,391.75 |
0.618 |
4,372.75 |
HIGH |
4,342.00 |
0.618 |
4,323.00 |
0.500 |
4,317.00 |
0.382 |
4,311.25 |
LOW |
4,292.25 |
0.618 |
4,261.50 |
1.000 |
4,242.50 |
1.618 |
4,211.75 |
2.618 |
4,162.00 |
4.250 |
4,080.75 |
|
|
Fisher Pivots for day following 04-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,317.00 |
4,335.50 |
PP |
4,314.75 |
4,326.75 |
S1 |
4,312.25 |
4,318.25 |
|