Trading Metrics calculated at close of trading on 05-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
Open |
4,335.50 |
4,308.25 |
-27.25 |
-0.6% |
4,477.00 |
High |
4,342.00 |
4,342.50 |
0.50 |
0.0% |
4,489.75 |
Low |
4,292.25 |
4,292.50 |
0.25 |
0.0% |
4,296.75 |
Close |
4,309.75 |
4,300.25 |
-9.50 |
-0.2% |
4,331.50 |
Range |
49.75 |
50.00 |
0.25 |
0.5% |
193.00 |
ATR |
64.61 |
63.57 |
-1.04 |
-1.6% |
0.00 |
Volume |
235,256 |
221,674 |
-13,582 |
-5.8% |
1,400,820 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,461.75 |
4,431.00 |
4,327.75 |
|
R3 |
4,411.75 |
4,381.00 |
4,314.00 |
|
R2 |
4,361.75 |
4,361.75 |
4,309.50 |
|
R1 |
4,331.00 |
4,331.00 |
4,304.75 |
4,321.50 |
PP |
4,311.75 |
4,311.75 |
4,311.75 |
4,307.00 |
S1 |
4,281.00 |
4,281.00 |
4,295.75 |
4,271.50 |
S2 |
4,261.75 |
4,261.75 |
4,291.00 |
|
S3 |
4,211.75 |
4,231.00 |
4,286.50 |
|
S4 |
4,161.75 |
4,181.00 |
4,272.75 |
|
|
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 |
4,391.25 |
4,292.25 |
99.00 |
2.3% |
62.00 |
1.4% |
8% |
False |
False |
270,285 |
10 |
4,501.75 |
4,292.25 |
209.50 |
4.9% |
65.00 |
1.5% |
4% |
False |
False |
263,536 |
20 |
4,584.50 |
4,292.25 |
292.25 |
6.8% |
61.25 |
1.4% |
3% |
False |
False |
239,861 |
40 |
4,584.50 |
4,220.25 |
364.25 |
8.5% |
60.25 |
1.4% |
22% |
False |
False |
225,333 |
60 |
4,584.50 |
3,856.50 |
728.00 |
16.9% |
67.25 |
1.6% |
61% |
False |
False |
150,813 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.9% |
82.75 |
1.9% |
61% |
False |
False |
113,165 |
100 |
4,691.00 |
3,856.50 |
834.50 |
19.4% |
82.00 |
1.9% |
53% |
False |
False |
90,545 |
120 |
4,719.75 |
3,856.50 |
863.25 |
20.1% |
75.75 |
1.8% |
51% |
False |
False |
75,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,555.00 |
2.618 |
4,473.50 |
1.618 |
4,423.50 |
1.000 |
4,392.50 |
0.618 |
4,373.50 |
HIGH |
4,342.50 |
0.618 |
4,323.50 |
0.500 |
4,317.50 |
0.382 |
4,311.50 |
LOW |
4,292.50 |
0.618 |
4,261.50 |
1.000 |
4,242.50 |
1.618 |
4,211.50 |
2.618 |
4,161.50 |
4.250 |
4,080.00 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
4,317.50 |
4,333.50 |
PP |
4,311.75 |
4,322.25 |
S1 |
4,306.00 |
4,311.25 |
|