| 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 |
2,979.0 |
2,972.0 |
-7.0 |
-0.2% |
3,061.0 |
| High |
2,985.0 |
2,974.0 |
-11.0 |
-0.4% |
3,073.0 |
| Low |
2,962.0 |
2,913.0 |
-49.0 |
-1.7% |
2,957.0 |
| Close |
2,969.0 |
2,920.0 |
-49.0 |
-1.7% |
2,967.0 |
| Range |
23.0 |
61.0 |
38.0 |
165.2% |
116.0 |
| ATR |
50.1 |
50.9 |
0.8 |
1.6% |
0.0 |
| Volume |
413 |
4,381 |
3,968 |
960.8% |
58,532 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,118.7 |
3,080.3 |
2,953.6 |
|
| R3 |
3,057.7 |
3,019.3 |
2,936.8 |
|
| R2 |
2,996.7 |
2,996.7 |
2,931.2 |
|
| R1 |
2,958.3 |
2,958.3 |
2,925.6 |
2,947.0 |
| PP |
2,935.7 |
2,935.7 |
2,935.7 |
2,930.0 |
| S1 |
2,897.3 |
2,897.3 |
2,914.4 |
2,886.0 |
| S2 |
2,874.7 |
2,874.7 |
2,908.8 |
|
| S3 |
2,813.7 |
2,836.3 |
2,903.2 |
|
| S4 |
2,752.7 |
2,775.3 |
2,886.5 |
|
|
| 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 |
3,070.0 |
2,913.0 |
157.0 |
5.4% |
49.0 |
1.7% |
4% |
False |
True |
2,008 |
| 10 |
3,078.0 |
2,913.0 |
165.0 |
5.7% |
43.7 |
1.5% |
4% |
False |
True |
8,432 |
| 20 |
3,078.0 |
2,763.0 |
315.0 |
10.8% |
46.3 |
1.6% |
50% |
False |
False |
5,063 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.8% |
46.2 |
1.6% |
50% |
False |
False |
8,403 |
| 60 |
3,078.0 |
2,603.0 |
475.0 |
16.3% |
38.4 |
1.3% |
67% |
False |
False |
6,841 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.3% |
36.8 |
1.3% |
67% |
False |
False |
5,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,233.3 |
|
2.618 |
3,133.7 |
|
1.618 |
3,072.7 |
|
1.000 |
3,035.0 |
|
0.618 |
3,011.7 |
|
HIGH |
2,974.0 |
|
0.618 |
2,950.7 |
|
0.500 |
2,943.5 |
|
0.382 |
2,936.3 |
|
LOW |
2,913.0 |
|
0.618 |
2,875.3 |
|
1.000 |
2,852.0 |
|
1.618 |
2,814.3 |
|
2.618 |
2,753.3 |
|
4.250 |
2,653.8 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,943.5 |
2,969.5 |
| PP |
2,935.7 |
2,953.0 |
| S1 |
2,927.8 |
2,936.5 |
|