| 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 |
2,916.0 |
2,888.0 |
-28.0 |
-1.0% |
3,061.0 |
| High |
2,922.0 |
2,909.0 |
-13.0 |
-0.4% |
3,073.0 |
| Low |
2,875.0 |
2,877.0 |
2.0 |
0.1% |
2,957.0 |
| Close |
2,875.0 |
2,880.0 |
5.0 |
0.2% |
2,967.0 |
| Range |
47.0 |
32.0 |
-15.0 |
-31.9% |
116.0 |
| ATR |
50.6 |
49.4 |
-1.2 |
-2.3% |
0.0 |
| Volume |
301 |
25,886 |
25,585 |
8,500.0% |
58,532 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,984.7 |
2,964.3 |
2,897.6 |
|
| R3 |
2,952.7 |
2,932.3 |
2,888.8 |
|
| R2 |
2,920.7 |
2,920.7 |
2,885.9 |
|
| R1 |
2,900.3 |
2,900.3 |
2,882.9 |
2,894.5 |
| PP |
2,888.7 |
2,888.7 |
2,888.7 |
2,885.8 |
| S1 |
2,868.3 |
2,868.3 |
2,877.1 |
2,862.5 |
| S2 |
2,856.7 |
2,856.7 |
2,874.1 |
|
| S3 |
2,824.7 |
2,836.3 |
2,871.2 |
|
| S4 |
2,792.7 |
2,804.3 |
2,862.4 |
|
|
| 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 |
3,026.0 |
2,875.0 |
151.0 |
5.2% |
46.4 |
1.6% |
3% |
False |
False |
6,228 |
| 10 |
3,073.0 |
2,875.0 |
198.0 |
6.9% |
42.0 |
1.5% |
3% |
False |
False |
8,957 |
| 20 |
3,078.0 |
2,786.0 |
292.0 |
10.1% |
44.9 |
1.6% |
32% |
False |
False |
6,365 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.9% |
47.6 |
1.7% |
37% |
False |
False |
8,013 |
| 60 |
3,078.0 |
2,603.0 |
475.0 |
16.5% |
38.1 |
1.3% |
58% |
False |
False |
7,193 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.5% |
36.8 |
1.3% |
58% |
False |
False |
5,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,045.0 |
|
2.618 |
2,992.8 |
|
1.618 |
2,960.8 |
|
1.000 |
2,941.0 |
|
0.618 |
2,928.8 |
|
HIGH |
2,909.0 |
|
0.618 |
2,896.8 |
|
0.500 |
2,893.0 |
|
0.382 |
2,889.2 |
|
LOW |
2,877.0 |
|
0.618 |
2,857.2 |
|
1.000 |
2,845.0 |
|
1.618 |
2,825.2 |
|
2.618 |
2,793.2 |
|
4.250 |
2,741.0 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,893.0 |
2,924.5 |
| PP |
2,888.7 |
2,909.7 |
| S1 |
2,884.3 |
2,894.8 |
|