| 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 |
16,035 |
15,935 |
-100 |
-0.6% |
17,800 |
| High |
16,130 |
16,170 |
40 |
0.2% |
17,825 |
| Low |
15,865 |
15,935 |
70 |
0.4% |
15,890 |
| Close |
15,935 |
16,085 |
150 |
0.9% |
15,925 |
| Range |
265 |
235 |
-30 |
-11.3% |
1,935 |
| ATR |
448 |
433 |
-15 |
-3.4% |
0 |
| Volume |
7,201 |
7,092 |
-109 |
-1.5% |
107,844 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,768 |
16,662 |
16,214 |
|
| R3 |
16,533 |
16,427 |
16,150 |
|
| R2 |
16,298 |
16,298 |
16,128 |
|
| R1 |
16,192 |
16,192 |
16,107 |
16,245 |
| PP |
16,063 |
16,063 |
16,063 |
16,090 |
| S1 |
15,957 |
15,957 |
16,064 |
16,010 |
| S2 |
15,828 |
15,828 |
16,042 |
|
| S3 |
15,593 |
15,722 |
16,021 |
|
| S4 |
15,358 |
15,487 |
15,956 |
|
|
| 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 |
16,400 |
15,865 |
535 |
3.3% |
332 |
2.1% |
41% |
False |
False |
11,792 |
| 10 |
17,825 |
15,865 |
1,960 |
12.2% |
479 |
3.0% |
11% |
False |
False |
16,965 |
| 20 |
17,825 |
15,465 |
2,360 |
14.7% |
459 |
2.9% |
26% |
False |
False |
17,987 |
| 40 |
17,825 |
15,375 |
2,450 |
15.2% |
421 |
2.6% |
29% |
False |
False |
16,236 |
| 60 |
17,825 |
14,820 |
3,005 |
18.7% |
412 |
2.6% |
42% |
False |
False |
11,747 |
| 80 |
17,870 |
14,820 |
3,050 |
19.0% |
395 |
2.5% |
41% |
False |
False |
8,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,169 |
|
2.618 |
16,785 |
|
1.618 |
16,550 |
|
1.000 |
16,405 |
|
0.618 |
16,315 |
|
HIGH |
16,170 |
|
0.618 |
16,080 |
|
0.500 |
16,053 |
|
0.382 |
16,025 |
|
LOW |
15,935 |
|
0.618 |
15,790 |
|
1.000 |
15,700 |
|
1.618 |
15,555 |
|
2.618 |
15,320 |
|
4.250 |
14,936 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,074 |
16,068 |
| PP |
16,063 |
16,050 |
| S1 |
16,053 |
16,033 |
|