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 |
1,296.6 |
1,295.6 |
-1.0 |
-0.1% |
1,235.6 |
High |
1,308.0 |
1,306.0 |
-2.0 |
-0.2% |
1,300.5 |
Low |
1,292.1 |
1,286.4 |
-5.7 |
-0.4% |
1,234.0 |
Close |
1,298.1 |
1,294.1 |
-4.0 |
-0.3% |
1,292.6 |
Range |
15.9 |
19.6 |
3.7 |
23.3% |
66.5 |
ATR |
20.0 |
20.0 |
0.0 |
-0.2% |
0.0 |
Volume |
20,214 |
27,023 |
6,809 |
33.7% |
42,030 |
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.3 |
1,343.8 |
1,304.9 |
|
R3 |
1,334.7 |
1,324.2 |
1,299.5 |
|
R2 |
1,315.1 |
1,315.1 |
1,297.7 |
|
R1 |
1,304.6 |
1,304.6 |
1,295.9 |
1,300.1 |
PP |
1,295.5 |
1,295.5 |
1,295.5 |
1,293.2 |
S1 |
1,285.0 |
1,285.0 |
1,292.3 |
1,280.5 |
S2 |
1,275.9 |
1,275.9 |
1,290.5 |
|
S3 |
1,256.3 |
1,265.4 |
1,288.7 |
|
S4 |
1,236.7 |
1,245.8 |
1,283.3 |
|
|
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 |
1,241.1 |
66.9 |
5.2% |
22.5 |
1.7% |
79% |
False |
False |
15,852 |
10 |
1,308.0 |
1,230.5 |
77.5 |
6.0% |
20.2 |
1.6% |
82% |
False |
False |
10,787 |
20 |
1,308.0 |
1,219.0 |
89.0 |
6.9% |
18.2 |
1.4% |
84% |
False |
False |
7,588 |
40 |
1,308.0 |
1,211.8 |
96.2 |
7.4% |
19.6 |
1.5% |
86% |
False |
False |
5,801 |
60 |
1,308.0 |
1,166.9 |
141.1 |
10.9% |
21.2 |
1.6% |
90% |
False |
False |
4,777 |
80 |
1,308.0 |
1,074.0 |
234.0 |
18.1% |
19.2 |
1.5% |
94% |
False |
False |
3,929 |
100 |
1,308.0 |
1,049.4 |
258.6 |
20.0% |
17.4 |
1.3% |
95% |
False |
False |
3,236 |
120 |
1,308.0 |
1,049.4 |
258.6 |
20.0% |
15.9 |
1.2% |
95% |
False |
False |
2,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.3 |
2.618 |
1,357.3 |
1.618 |
1,337.7 |
1.000 |
1,325.6 |
0.618 |
1,318.1 |
HIGH |
1,306.0 |
0.618 |
1,298.5 |
0.500 |
1,296.2 |
0.382 |
1,293.9 |
LOW |
1,286.4 |
0.618 |
1,274.3 |
1.000 |
1,266.8 |
1.618 |
1,254.7 |
2.618 |
1,235.1 |
4.250 |
1,203.1 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,296.2 |
1,292.2 |
PP |
1,295.5 |
1,290.3 |
S1 |
1,294.8 |
1,288.4 |
|