| 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 |
2,065.50 |
2,052.25 |
-13.25 |
-0.6% |
2,081.25 |
| High |
2,068.00 |
2,069.50 |
1.50 |
0.1% |
2,086.50 |
| Low |
2,038.00 |
2,047.75 |
9.75 |
0.5% |
2,038.00 |
| Close |
2,051.25 |
2,066.50 |
15.25 |
0.7% |
2,051.25 |
| Range |
30.00 |
21.75 |
-8.25 |
-27.5% |
48.50 |
| ATR |
21.98 |
21.96 |
-0.02 |
-0.1% |
0.00 |
| Volume |
7,795 |
6,249 |
-1,546 |
-19.8% |
21,968 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.50 |
2,118.25 |
2,078.50 |
|
| R3 |
2,104.75 |
2,096.50 |
2,072.50 |
|
| R2 |
2,083.00 |
2,083.00 |
2,070.50 |
|
| R1 |
2,074.75 |
2,074.75 |
2,068.50 |
2,079.00 |
| PP |
2,061.25 |
2,061.25 |
2,061.25 |
2,063.25 |
| S1 |
2,053.00 |
2,053.00 |
2,064.50 |
2,057.00 |
| S2 |
2,039.50 |
2,039.50 |
2,062.50 |
|
| S3 |
2,017.75 |
2,031.25 |
2,060.50 |
|
| S4 |
1,996.00 |
2,009.50 |
2,054.50 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,204.00 |
2,176.25 |
2,078.00 |
|
| R3 |
2,155.50 |
2,127.75 |
2,064.50 |
|
| R2 |
2,107.00 |
2,107.00 |
2,060.25 |
|
| R1 |
2,079.25 |
2,079.25 |
2,055.75 |
2,069.00 |
| PP |
2,058.50 |
2,058.50 |
2,058.50 |
2,053.50 |
| S1 |
2,030.75 |
2,030.75 |
2,046.75 |
2,020.50 |
| S2 |
2,010.00 |
2,010.00 |
2,042.25 |
|
| S3 |
1,961.50 |
1,982.25 |
2,038.00 |
|
| S4 |
1,913.00 |
1,933.75 |
2,024.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,086.50 |
2,038.00 |
48.50 |
2.3% |
21.75 |
1.1% |
59% |
False |
False |
5,430 |
| 10 |
2,097.00 |
2,038.00 |
59.00 |
2.9% |
20.00 |
1.0% |
48% |
False |
False |
3,810 |
| 20 |
2,097.00 |
2,018.00 |
79.00 |
3.8% |
21.75 |
1.0% |
61% |
False |
False |
3,122 |
| 40 |
2,097.00 |
1,950.50 |
146.50 |
7.1% |
21.50 |
1.0% |
79% |
False |
False |
2,207 |
| 60 |
2,097.00 |
1,787.50 |
309.50 |
15.0% |
25.50 |
1.2% |
90% |
False |
False |
1,578 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.0% |
31.25 |
1.5% |
90% |
False |
False |
1,376 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.0% |
31.25 |
1.5% |
90% |
False |
False |
1,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.00 |
|
2.618 |
2,126.50 |
|
1.618 |
2,104.75 |
|
1.000 |
2,091.25 |
|
0.618 |
2,083.00 |
|
HIGH |
2,069.50 |
|
0.618 |
2,061.25 |
|
0.500 |
2,058.50 |
|
0.382 |
2,056.00 |
|
LOW |
2,047.75 |
|
0.618 |
2,034.25 |
|
1.000 |
2,026.00 |
|
1.618 |
2,012.50 |
|
2.618 |
1,990.75 |
|
4.250 |
1,955.25 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.00 |
2,065.00 |
| PP |
2,061.25 |
2,063.75 |
| S1 |
2,058.50 |
2,062.25 |
|