| 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 |
16,245 |
16,270 |
25 |
0.2% |
17,830 |
| High |
16,260 |
16,275 |
15 |
0.1% |
17,830 |
| Low |
16,215 |
16,015 |
-200 |
-1.2% |
15,965 |
| Close |
16,215 |
16,015 |
-200 |
-1.2% |
15,965 |
| Range |
45 |
260 |
215 |
477.8% |
1,865 |
| ATR |
330 |
325 |
-5 |
-1.5% |
0 |
| Volume |
3 |
9 |
6 |
200.0% |
40 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,882 |
16,708 |
16,158 |
|
| R3 |
16,622 |
16,448 |
16,087 |
|
| R2 |
16,362 |
16,362 |
16,063 |
|
| R1 |
16,188 |
16,188 |
16,039 |
16,145 |
| PP |
16,102 |
16,102 |
16,102 |
16,080 |
| S1 |
15,928 |
15,928 |
15,991 |
15,885 |
| S2 |
15,842 |
15,842 |
15,967 |
|
| S3 |
15,582 |
15,668 |
15,944 |
|
| S4 |
15,322 |
15,408 |
15,872 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,182 |
20,938 |
16,991 |
|
| R3 |
20,317 |
19,073 |
16,478 |
|
| R2 |
18,452 |
18,452 |
16,307 |
|
| R1 |
17,208 |
17,208 |
16,136 |
16,898 |
| PP |
16,587 |
16,587 |
16,587 |
16,431 |
| S1 |
15,343 |
15,343 |
15,794 |
15,033 |
| S2 |
14,722 |
14,722 |
15,623 |
|
| S3 |
12,857 |
13,478 |
15,452 |
|
| S4 |
10,992 |
11,613 |
14,939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,595 |
15,965 |
1,630 |
10.2% |
373 |
2.3% |
3% |
False |
False |
9 |
| 10 |
17,830 |
15,965 |
1,865 |
11.6% |
270 |
1.7% |
3% |
False |
False |
6 |
| 20 |
17,830 |
15,505 |
2,325 |
14.5% |
202 |
1.3% |
22% |
False |
False |
3 |
| 40 |
17,830 |
15,505 |
2,325 |
14.5% |
116 |
0.7% |
22% |
False |
False |
2 |
| 60 |
17,830 |
15,145 |
2,685 |
16.8% |
77 |
0.5% |
32% |
False |
False |
1 |
| 80 |
17,830 |
15,145 |
2,685 |
16.8% |
58 |
0.4% |
32% |
False |
False |
1 |
| 100 |
19,265 |
15,145 |
4,120 |
25.7% |
46 |
0.3% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,380 |
|
2.618 |
16,956 |
|
1.618 |
16,696 |
|
1.000 |
16,535 |
|
0.618 |
16,436 |
|
HIGH |
16,275 |
|
0.618 |
16,176 |
|
0.500 |
16,145 |
|
0.382 |
16,114 |
|
LOW |
16,015 |
|
0.618 |
15,854 |
|
1.000 |
15,755 |
|
1.618 |
15,594 |
|
2.618 |
15,334 |
|
4.250 |
14,910 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,145 |
16,120 |
| PP |
16,102 |
16,085 |
| S1 |
16,058 |
16,050 |
|