| 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 |
16,385 |
15,955 |
-430 |
-2.6% |
17,800 |
| High |
16,400 |
16,235 |
-165 |
-1.0% |
17,825 |
| Low |
15,890 |
15,920 |
30 |
0.2% |
15,890 |
| Close |
15,925 |
16,175 |
250 |
1.6% |
15,925 |
| Range |
510 |
315 |
-195 |
-38.2% |
1,935 |
| ATR |
484 |
472 |
-12 |
-2.5% |
0 |
| Volume |
19,173 |
16,838 |
-2,335 |
-12.2% |
107,844 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,055 |
16,930 |
16,348 |
|
| R3 |
16,740 |
16,615 |
16,262 |
|
| R2 |
16,425 |
16,425 |
16,233 |
|
| R1 |
16,300 |
16,300 |
16,204 |
16,363 |
| PP |
16,110 |
16,110 |
16,110 |
16,141 |
| S1 |
15,985 |
15,985 |
16,146 |
16,048 |
| S2 |
15,795 |
15,795 |
16,117 |
|
| S3 |
15,480 |
15,670 |
16,089 |
|
| S4 |
15,165 |
15,355 |
16,002 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,352 |
21,073 |
16,989 |
|
| R3 |
20,417 |
19,138 |
16,457 |
|
| R2 |
18,482 |
18,482 |
16,280 |
|
| R1 |
17,203 |
17,203 |
16,103 |
16,875 |
| PP |
16,547 |
16,547 |
16,547 |
16,383 |
| S1 |
15,268 |
15,268 |
15,748 |
14,940 |
| S2 |
14,612 |
14,612 |
15,570 |
|
| S3 |
12,677 |
13,333 |
15,393 |
|
| S4 |
10,742 |
11,398 |
14,861 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,630 |
15,890 |
1,740 |
10.8% |
576 |
3.6% |
16% |
False |
False |
21,723 |
| 10 |
17,825 |
15,890 |
1,935 |
12.0% |
518 |
3.2% |
15% |
False |
False |
20,203 |
| 20 |
17,825 |
15,375 |
2,450 |
15.1% |
484 |
3.0% |
33% |
False |
False |
19,715 |
| 40 |
17,825 |
15,375 |
2,450 |
15.1% |
425 |
2.6% |
33% |
False |
False |
16,924 |
| 60 |
17,825 |
14,820 |
3,005 |
18.6% |
407 |
2.5% |
45% |
False |
False |
11,365 |
| 80 |
17,870 |
14,820 |
3,050 |
18.9% |
393 |
2.4% |
44% |
False |
False |
8,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,574 |
|
2.618 |
17,060 |
|
1.618 |
16,745 |
|
1.000 |
16,550 |
|
0.618 |
16,430 |
|
HIGH |
16,235 |
|
0.618 |
16,115 |
|
0.500 |
16,078 |
|
0.382 |
16,040 |
|
LOW |
15,920 |
|
0.618 |
15,725 |
|
1.000 |
15,605 |
|
1.618 |
15,410 |
|
2.618 |
15,095 |
|
4.250 |
14,581 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,143 |
16,760 |
| PP |
16,110 |
16,565 |
| S1 |
16,078 |
16,370 |
|