| 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 |
15,955 |
16,165 |
210 |
1.3% |
17,800 |
| High |
16,235 |
16,200 |
-35 |
-0.2% |
17,825 |
| Low |
15,920 |
15,865 |
-55 |
-0.3% |
15,890 |
| Close |
16,175 |
15,975 |
-200 |
-1.2% |
15,925 |
| Range |
315 |
335 |
20 |
6.3% |
1,935 |
| ATR |
472 |
462 |
-10 |
-2.1% |
0 |
| Volume |
16,838 |
8,660 |
-8,178 |
-48.6% |
107,844 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,018 |
16,832 |
16,159 |
|
| R3 |
16,683 |
16,497 |
16,067 |
|
| R2 |
16,348 |
16,348 |
16,037 |
|
| R1 |
16,162 |
16,162 |
16,006 |
16,088 |
| PP |
16,013 |
16,013 |
16,013 |
15,976 |
| S1 |
15,827 |
15,827 |
15,944 |
15,753 |
| S2 |
15,678 |
15,678 |
15,914 |
|
| S3 |
15,343 |
15,492 |
15,883 |
|
| S4 |
15,008 |
15,157 |
15,791 |
|
|
| 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 |
15,865 |
1,765 |
11.0% |
580 |
3.6% |
6% |
False |
True |
20,563 |
| 10 |
17,825 |
15,865 |
1,960 |
12.3% |
501 |
3.1% |
6% |
False |
True |
19,341 |
| 20 |
17,825 |
15,375 |
2,450 |
15.3% |
474 |
3.0% |
24% |
False |
False |
19,149 |
| 40 |
17,825 |
15,375 |
2,450 |
15.3% |
426 |
2.7% |
24% |
False |
False |
16,469 |
| 60 |
17,825 |
14,820 |
3,005 |
18.8% |
410 |
2.6% |
38% |
False |
False |
11,509 |
| 80 |
17,870 |
14,820 |
3,050 |
19.1% |
394 |
2.5% |
38% |
False |
False |
8,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,624 |
|
2.618 |
17,077 |
|
1.618 |
16,742 |
|
1.000 |
16,535 |
|
0.618 |
16,407 |
|
HIGH |
16,200 |
|
0.618 |
16,072 |
|
0.500 |
16,033 |
|
0.382 |
15,993 |
|
LOW |
15,865 |
|
0.618 |
15,658 |
|
1.000 |
15,530 |
|
1.618 |
15,323 |
|
2.618 |
14,988 |
|
4.250 |
14,441 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,033 |
16,133 |
| PP |
16,013 |
16,080 |
| S1 |
15,994 |
16,028 |
|