| 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 |
2,049.75 |
2,040.00 |
-9.75 |
-0.5% |
2,081.25 |
| High |
2,052.00 |
2,051.75 |
-0.25 |
0.0% |
2,086.50 |
| Low |
2,031.50 |
2,031.75 |
0.25 |
0.0% |
2,038.00 |
| Close |
2,039.00 |
2,036.00 |
-3.00 |
-0.1% |
2,051.25 |
| Range |
20.50 |
20.00 |
-0.50 |
-2.4% |
48.50 |
| ATR |
22.24 |
22.08 |
-0.16 |
-0.7% |
0.00 |
| Volume |
6,909 |
2,052 |
-4,857 |
-70.3% |
21,968 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.75 |
2,088.00 |
2,047.00 |
|
| R3 |
2,079.75 |
2,068.00 |
2,041.50 |
|
| R2 |
2,059.75 |
2,059.75 |
2,039.75 |
|
| R1 |
2,048.00 |
2,048.00 |
2,037.75 |
2,044.00 |
| PP |
2,039.75 |
2,039.75 |
2,039.75 |
2,037.75 |
| S1 |
2,028.00 |
2,028.00 |
2,034.25 |
2,024.00 |
| S2 |
2,019.75 |
2,019.75 |
2,032.25 |
|
| S3 |
1,999.75 |
2,008.00 |
2,030.50 |
|
| S4 |
1,979.75 |
1,988.00 |
2,025.00 |
|
|
| 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 |
2,069.50 |
2,031.50 |
38.00 |
1.9% |
24.00 |
1.2% |
12% |
False |
False |
6,288 |
| 10 |
2,086.50 |
2,031.50 |
55.00 |
2.7% |
21.00 |
1.0% |
8% |
False |
False |
4,694 |
| 20 |
2,097.00 |
2,021.25 |
75.75 |
3.7% |
21.00 |
1.0% |
19% |
False |
False |
3,504 |
| 40 |
2,097.00 |
1,950.50 |
146.50 |
7.2% |
21.75 |
1.1% |
58% |
False |
False |
2,617 |
| 60 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
24.25 |
1.2% |
80% |
False |
False |
1,853 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
30.25 |
1.5% |
80% |
False |
False |
1,519 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
15.2% |
31.00 |
1.5% |
80% |
False |
False |
1,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.75 |
|
2.618 |
2,104.00 |
|
1.618 |
2,084.00 |
|
1.000 |
2,071.75 |
|
0.618 |
2,064.00 |
|
HIGH |
2,051.75 |
|
0.618 |
2,044.00 |
|
0.500 |
2,041.75 |
|
0.382 |
2,039.50 |
|
LOW |
2,031.75 |
|
0.618 |
2,019.50 |
|
1.000 |
2,011.75 |
|
1.618 |
1,999.50 |
|
2.618 |
1,979.50 |
|
4.250 |
1,946.75 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.75 |
2,049.75 |
| PP |
2,039.75 |
2,045.25 |
| S1 |
2,038.00 |
2,040.50 |
|