| 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 |
3,023.0 |
2,979.0 |
-44.0 |
-1.5% |
3,061.0 |
| High |
3,026.0 |
2,985.0 |
-41.0 |
-1.4% |
3,073.0 |
| Low |
2,957.0 |
2,962.0 |
5.0 |
0.2% |
2,957.0 |
| Close |
2,967.0 |
2,969.0 |
2.0 |
0.1% |
2,967.0 |
| Range |
69.0 |
23.0 |
-46.0 |
-66.7% |
116.0 |
| ATR |
52.2 |
50.1 |
-2.1 |
-4.0% |
0.0 |
| Volume |
161 |
413 |
252 |
156.5% |
58,532 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,041.0 |
3,028.0 |
2,981.7 |
|
| R3 |
3,018.0 |
3,005.0 |
2,975.3 |
|
| R2 |
2,995.0 |
2,995.0 |
2,973.2 |
|
| R1 |
2,982.0 |
2,982.0 |
2,971.1 |
2,977.0 |
| PP |
2,972.0 |
2,972.0 |
2,972.0 |
2,969.5 |
| S1 |
2,959.0 |
2,959.0 |
2,966.9 |
2,954.0 |
| S2 |
2,949.0 |
2,949.0 |
2,964.8 |
|
| S3 |
2,926.0 |
2,936.0 |
2,962.7 |
|
| S4 |
2,903.0 |
2,913.0 |
2,956.4 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,347.0 |
3,273.0 |
3,030.8 |
|
| R3 |
3,231.0 |
3,157.0 |
2,998.9 |
|
| R2 |
3,115.0 |
3,115.0 |
2,988.3 |
|
| R1 |
3,041.0 |
3,041.0 |
2,977.6 |
3,020.0 |
| PP |
2,999.0 |
2,999.0 |
2,999.0 |
2,988.5 |
| S1 |
2,925.0 |
2,925.0 |
2,956.4 |
2,904.0 |
| S2 |
2,883.0 |
2,883.0 |
2,945.7 |
|
| S3 |
2,767.0 |
2,809.0 |
2,935.1 |
|
| S4 |
2,651.0 |
2,693.0 |
2,903.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,073.0 |
2,957.0 |
116.0 |
3.9% |
44.4 |
1.5% |
10% |
False |
False |
11,641 |
| 10 |
3,078.0 |
2,957.0 |
121.0 |
4.1% |
41.9 |
1.4% |
10% |
False |
False |
9,502 |
| 20 |
3,078.0 |
2,763.0 |
315.0 |
10.6% |
46.3 |
1.6% |
65% |
False |
False |
4,886 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.6% |
45.2 |
1.5% |
65% |
False |
False |
8,885 |
| 60 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
38.0 |
1.3% |
77% |
False |
False |
6,772 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
37.0 |
1.2% |
77% |
False |
False |
5,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,082.8 |
|
2.618 |
3,045.2 |
|
1.618 |
3,022.2 |
|
1.000 |
3,008.0 |
|
0.618 |
2,999.2 |
|
HIGH |
2,985.0 |
|
0.618 |
2,976.2 |
|
0.500 |
2,973.5 |
|
0.382 |
2,970.8 |
|
LOW |
2,962.0 |
|
0.618 |
2,947.8 |
|
1.000 |
2,939.0 |
|
1.618 |
2,924.8 |
|
2.618 |
2,901.8 |
|
4.250 |
2,864.3 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,973.5 |
3,006.0 |
| PP |
2,972.0 |
2,993.7 |
| S1 |
2,970.5 |
2,981.3 |
|