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 |
1,289.7 |
1,284.0 |
-5.7 |
-0.4% |
1,235.6 |
High |
1,293.9 |
1,290.6 |
-3.3 |
-0.3% |
1,300.5 |
Low |
1,275.9 |
1,273.0 |
-2.9 |
-0.2% |
1,234.0 |
Close |
1,276.7 |
1,274.6 |
-2.1 |
-0.2% |
1,292.6 |
Range |
18.0 |
17.6 |
-0.4 |
-2.2% |
66.5 |
ATR |
19.9 |
19.7 |
-0.2 |
-0.8% |
0.0 |
Volume |
15,903 |
9,466 |
-6,437 |
-40.5% |
42,030 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.2 |
1,321.0 |
1,284.3 |
|
R3 |
1,314.6 |
1,303.4 |
1,279.4 |
|
R2 |
1,297.0 |
1,297.0 |
1,277.8 |
|
R1 |
1,285.8 |
1,285.8 |
1,276.2 |
1,282.6 |
PP |
1,279.4 |
1,279.4 |
1,279.4 |
1,277.8 |
S1 |
1,268.2 |
1,268.2 |
1,273.0 |
1,265.0 |
S2 |
1,261.8 |
1,261.8 |
1,271.4 |
|
S3 |
1,244.2 |
1,250.6 |
1,269.8 |
|
S4 |
1,226.6 |
1,233.0 |
1,264.9 |
|
|
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 |
1,268.8 |
39.2 |
3.1% |
20.6 |
1.6% |
15% |
False |
False |
18,376 |
10 |
1,308.0 |
1,230.5 |
77.5 |
6.1% |
19.6 |
1.5% |
57% |
False |
False |
12,127 |
20 |
1,308.0 |
1,227.5 |
80.5 |
6.3% |
18.2 |
1.4% |
59% |
False |
False |
8,512 |
40 |
1,308.0 |
1,211.8 |
96.2 |
7.5% |
19.6 |
1.5% |
65% |
False |
False |
6,248 |
60 |
1,308.0 |
1,183.1 |
124.9 |
9.8% |
21.0 |
1.6% |
73% |
False |
False |
5,085 |
80 |
1,308.0 |
1,074.0 |
234.0 |
18.4% |
19.3 |
1.5% |
86% |
False |
False |
4,213 |
100 |
1,308.0 |
1,049.4 |
258.6 |
20.3% |
17.6 |
1.4% |
87% |
False |
False |
3,481 |
120 |
1,308.0 |
1,049.4 |
258.6 |
20.3% |
16.1 |
1.3% |
87% |
False |
False |
2,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.4 |
2.618 |
1,336.7 |
1.618 |
1,319.1 |
1.000 |
1,308.2 |
0.618 |
1,301.5 |
HIGH |
1,290.6 |
0.618 |
1,283.9 |
0.500 |
1,281.8 |
0.382 |
1,279.7 |
LOW |
1,273.0 |
0.618 |
1,262.1 |
1.000 |
1,255.4 |
1.618 |
1,244.5 |
2.618 |
1,226.9 |
4.250 |
1,198.2 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,281.8 |
1,289.5 |
PP |
1,279.4 |
1,284.5 |
S1 |
1,277.0 |
1,279.6 |
|