| 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 |
1,119.1 |
1,111.6 |
-7.5 |
-0.7% |
1,147.8 |
| High |
1,123.0 |
1,118.7 |
-4.3 |
-0.4% |
1,154.4 |
| Low |
1,106.4 |
1,103.6 |
-2.8 |
-0.3% |
1,120.1 |
| Close |
1,110.6 |
1,104.5 |
-6.1 |
-0.5% |
1,127.6 |
| Range |
16.6 |
15.1 |
-1.5 |
-9.0% |
34.3 |
| ATR |
17.2 |
17.0 |
-0.1 |
-0.9% |
0.0 |
| Volume |
95,066 |
79,471 |
-15,595 |
-16.4% |
465,429 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,154.3 |
1,144.5 |
1,112.8 |
|
| R3 |
1,139.3 |
1,129.3 |
1,108.8 |
|
| R2 |
1,124.0 |
1,124.0 |
1,107.3 |
|
| R1 |
1,114.3 |
1,114.3 |
1,106.0 |
1,111.5 |
| PP |
1,109.0 |
1,109.0 |
1,109.0 |
1,107.5 |
| S1 |
1,099.3 |
1,099.3 |
1,103.0 |
1,096.5 |
| S2 |
1,093.8 |
1,093.8 |
1,101.8 |
|
| S3 |
1,078.8 |
1,084.0 |
1,100.3 |
|
| S4 |
1,063.8 |
1,069.0 |
1,096.3 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,237.0 |
1,216.5 |
1,146.5 |
|
| R3 |
1,202.8 |
1,182.3 |
1,137.0 |
|
| R2 |
1,168.3 |
1,168.3 |
1,134.0 |
|
| R1 |
1,148.0 |
1,148.0 |
1,130.8 |
1,141.0 |
| PP |
1,134.0 |
1,134.0 |
1,134.0 |
1,130.5 |
| S1 |
1,113.8 |
1,113.8 |
1,124.5 |
1,106.8 |
| S2 |
1,099.8 |
1,099.8 |
1,121.3 |
|
| S3 |
1,065.5 |
1,079.3 |
1,118.3 |
|
| S4 |
1,031.3 |
1,045.0 |
1,108.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,142.0 |
1,103.6 |
38.4 |
3.5% |
18.8 |
1.7% |
2% |
False |
True |
97,541 |
| 10 |
1,154.4 |
1,103.6 |
50.8 |
4.6% |
17.5 |
1.6% |
2% |
False |
True |
91,968 |
| 20 |
1,154.4 |
1,086.7 |
67.7 |
6.1% |
16.5 |
1.5% |
26% |
False |
False |
86,552 |
| 40 |
1,154.4 |
1,046.6 |
107.8 |
9.8% |
17.5 |
1.6% |
54% |
False |
False |
94,517 |
| 60 |
1,154.4 |
945.2 |
209.2 |
18.9% |
16.3 |
1.5% |
76% |
False |
False |
63,522 |
| 80 |
1,154.4 |
945.2 |
209.2 |
18.9% |
14.8 |
1.3% |
76% |
False |
False |
47,644 |
| 100 |
1,158.6 |
945.2 |
213.4 |
19.3% |
12.8 |
1.2% |
75% |
False |
False |
38,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,183.0 |
|
2.618 |
1,158.3 |
|
1.618 |
1,143.3 |
|
1.000 |
1,133.8 |
|
0.618 |
1,128.0 |
|
HIGH |
1,118.8 |
|
0.618 |
1,113.0 |
|
0.500 |
1,111.3 |
|
0.382 |
1,109.3 |
|
LOW |
1,103.5 |
|
0.618 |
1,094.3 |
|
1.000 |
1,088.5 |
|
1.618 |
1,079.3 |
|
2.618 |
1,064.0 |
|
4.250 |
1,039.5 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,111.3 |
1,121.0 |
| PP |
1,109.0 |
1,115.5 |
| S1 |
1,106.8 |
1,110.0 |
|