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 |
1,270.0 |
1,296.6 |
26.6 |
2.1% |
1,235.6 |
High |
1,300.5 |
1,308.0 |
7.5 |
0.6% |
1,300.5 |
Low |
1,268.8 |
1,292.1 |
23.3 |
1.8% |
1,234.0 |
Close |
1,292.6 |
1,298.1 |
5.5 |
0.4% |
1,292.6 |
Range |
31.7 |
15.9 |
-15.8 |
-49.8% |
66.5 |
ATR |
20.4 |
20.0 |
-0.3 |
-1.6% |
0.0 |
Volume |
19,275 |
20,214 |
939 |
4.9% |
42,030 |
|
Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.1 |
1,338.5 |
1,306.8 |
|
R3 |
1,331.2 |
1,322.6 |
1,302.5 |
|
R2 |
1,315.3 |
1,315.3 |
1,301.0 |
|
R1 |
1,306.7 |
1,306.7 |
1,299.6 |
1,311.0 |
PP |
1,299.4 |
1,299.4 |
1,299.4 |
1,301.6 |
S1 |
1,290.8 |
1,290.8 |
1,296.6 |
1,295.1 |
S2 |
1,283.5 |
1,283.5 |
1,295.2 |
|
S3 |
1,267.6 |
1,274.9 |
1,293.7 |
|
S4 |
1,251.7 |
1,259.0 |
1,289.4 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.2 |
1,450.4 |
1,329.2 |
|
R3 |
1,408.7 |
1,383.9 |
1,310.9 |
|
R2 |
1,342.2 |
1,342.2 |
1,304.8 |
|
R1 |
1,317.4 |
1,317.4 |
1,298.7 |
1,329.8 |
PP |
1,275.7 |
1,275.7 |
1,275.7 |
1,281.9 |
S1 |
1,250.9 |
1,250.9 |
1,286.5 |
1,263.3 |
S2 |
1,209.2 |
1,209.2 |
1,280.4 |
|
S3 |
1,142.7 |
1,184.4 |
1,274.3 |
|
S4 |
1,076.2 |
1,117.9 |
1,256.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,308.0 |
1,234.8 |
73.2 |
5.6% |
21.2 |
1.6% |
86% |
True |
False |
11,514 |
10 |
1,308.0 |
1,230.5 |
77.5 |
6.0% |
21.2 |
1.6% |
87% |
True |
False |
8,285 |
20 |
1,308.0 |
1,218.2 |
89.8 |
6.9% |
18.3 |
1.4% |
89% |
True |
False |
6,398 |
40 |
1,308.0 |
1,211.8 |
96.2 |
7.4% |
19.5 |
1.5% |
90% |
True |
False |
5,247 |
60 |
1,308.0 |
1,148.8 |
159.2 |
12.3% |
21.3 |
1.6% |
94% |
True |
False |
4,374 |
80 |
1,308.0 |
1,074.0 |
234.0 |
18.0% |
19.1 |
1.5% |
96% |
True |
False |
3,609 |
100 |
1,308.0 |
1,049.4 |
258.6 |
19.9% |
17.3 |
1.3% |
96% |
True |
False |
2,969 |
120 |
1,308.0 |
1,049.4 |
258.6 |
19.9% |
15.8 |
1.2% |
96% |
True |
False |
2,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.6 |
2.618 |
1,349.6 |
1.618 |
1,333.7 |
1.000 |
1,323.9 |
0.618 |
1,317.8 |
HIGH |
1,308.0 |
0.618 |
1,301.9 |
0.500 |
1,300.1 |
0.382 |
1,298.2 |
LOW |
1,292.1 |
0.618 |
1,282.3 |
1.000 |
1,276.2 |
1.618 |
1,266.4 |
2.618 |
1,250.5 |
4.250 |
1,224.5 |
|
|
Fisher Pivots for day following 02-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,300.1 |
1,290.3 |
PP |
1,299.4 |
1,282.4 |
S1 |
1,298.8 |
1,274.6 |
|