| 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 |
1,295.6 |
1,289.7 |
-5.9 |
-0.5% |
1,235.6 |
| High |
1,306.0 |
1,293.9 |
-12.1 |
-0.9% |
1,300.5 |
| Low |
1,286.4 |
1,275.9 |
-10.5 |
-0.8% |
1,234.0 |
| Close |
1,294.1 |
1,276.7 |
-17.4 |
-1.3% |
1,292.6 |
| Range |
19.6 |
18.0 |
-1.6 |
-8.2% |
66.5 |
| ATR |
20.0 |
19.9 |
-0.1 |
-0.6% |
0.0 |
| Volume |
27,023 |
15,903 |
-11,120 |
-41.2% |
42,030 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,336.2 |
1,324.4 |
1,286.6 |
|
| R3 |
1,318.2 |
1,306.4 |
1,281.7 |
|
| R2 |
1,300.2 |
1,300.2 |
1,280.0 |
|
| R1 |
1,288.4 |
1,288.4 |
1,278.4 |
1,285.3 |
| PP |
1,282.2 |
1,282.2 |
1,282.2 |
1,280.6 |
| S1 |
1,270.4 |
1,270.4 |
1,275.1 |
1,267.3 |
| S2 |
1,264.2 |
1,264.2 |
1,273.4 |
|
| S3 |
1,246.2 |
1,252.4 |
1,271.8 |
|
| S4 |
1,228.2 |
1,234.4 |
1,266.8 |
|
|
| 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% |
23.4 |
1.8% |
53% |
False |
False |
18,119 |
| 10 |
1,308.0 |
1,230.5 |
77.5 |
6.1% |
20.5 |
1.6% |
60% |
False |
False |
11,586 |
| 20 |
1,308.0 |
1,225.8 |
82.2 |
6.4% |
18.3 |
1.4% |
62% |
False |
False |
8,291 |
| 40 |
1,308.0 |
1,211.8 |
96.2 |
7.5% |
19.7 |
1.5% |
67% |
False |
False |
6,127 |
| 60 |
1,308.0 |
1,183.1 |
124.9 |
9.8% |
20.9 |
1.6% |
75% |
False |
False |
4,967 |
| 80 |
1,308.0 |
1,074.0 |
234.0 |
18.3% |
19.2 |
1.5% |
87% |
False |
False |
4,104 |
| 100 |
1,308.0 |
1,049.4 |
258.6 |
20.3% |
17.4 |
1.4% |
88% |
False |
False |
3,390 |
| 120 |
1,308.0 |
1,049.4 |
258.6 |
20.3% |
16.0 |
1.3% |
88% |
False |
False |
2,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,370.4 |
|
2.618 |
1,341.0 |
|
1.618 |
1,323.0 |
|
1.000 |
1,311.9 |
|
0.618 |
1,305.0 |
|
HIGH |
1,293.9 |
|
0.618 |
1,287.0 |
|
0.500 |
1,284.9 |
|
0.382 |
1,282.8 |
|
LOW |
1,275.9 |
|
0.618 |
1,264.8 |
|
1.000 |
1,257.9 |
|
1.618 |
1,246.8 |
|
2.618 |
1,228.8 |
|
4.250 |
1,199.4 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,284.9 |
1,292.0 |
| PP |
1,282.2 |
1,286.9 |
| S1 |
1,279.4 |
1,281.8 |
|