| 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 |
16,165 |
16,035 |
-130 |
-0.8% |
17,800 |
| High |
16,200 |
16,130 |
-70 |
-0.4% |
17,825 |
| Low |
15,865 |
15,865 |
0 |
0.0% |
15,890 |
| Close |
15,975 |
15,935 |
-40 |
-0.3% |
15,925 |
| Range |
335 |
265 |
-70 |
-20.9% |
1,935 |
| ATR |
462 |
448 |
-14 |
-3.0% |
0 |
| Volume |
8,660 |
7,201 |
-1,459 |
-16.8% |
107,844 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,772 |
16,618 |
16,081 |
|
| R3 |
16,507 |
16,353 |
16,008 |
|
| R2 |
16,242 |
16,242 |
15,984 |
|
| R1 |
16,088 |
16,088 |
15,959 |
16,033 |
| PP |
15,977 |
15,977 |
15,977 |
15,949 |
| S1 |
15,823 |
15,823 |
15,911 |
15,768 |
| S2 |
15,712 |
15,712 |
15,887 |
|
| S3 |
15,447 |
15,558 |
15,862 |
|
| S4 |
15,182 |
15,293 |
15,789 |
|
|
| 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 |
11.1% |
577 |
3.6% |
4% |
False |
True |
18,426 |
| 10 |
17,825 |
15,865 |
1,960 |
12.3% |
480 |
3.0% |
4% |
False |
True |
18,233 |
| 20 |
17,825 |
15,375 |
2,450 |
15.4% |
474 |
3.0% |
23% |
False |
False |
18,780 |
| 40 |
17,825 |
15,375 |
2,450 |
15.4% |
424 |
2.7% |
23% |
False |
False |
16,375 |
| 60 |
17,825 |
14,820 |
3,005 |
18.9% |
412 |
2.6% |
37% |
False |
False |
11,629 |
| 80 |
17,870 |
14,820 |
3,050 |
19.1% |
392 |
2.5% |
37% |
False |
False |
8,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,256 |
|
2.618 |
16,824 |
|
1.618 |
16,559 |
|
1.000 |
16,395 |
|
0.618 |
16,294 |
|
HIGH |
16,130 |
|
0.618 |
16,029 |
|
0.500 |
15,998 |
|
0.382 |
15,966 |
|
LOW |
15,865 |
|
0.618 |
15,701 |
|
1.000 |
15,600 |
|
1.618 |
15,436 |
|
2.618 |
15,171 |
|
4.250 |
14,739 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,998 |
16,050 |
| PP |
15,977 |
16,012 |
| S1 |
15,956 |
15,973 |
|