| 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 |
1,272.5 |
1,299.8 |
27.3 |
2.1% |
1,239.0 |
| High |
1,303.7 |
1,311.5 |
7.8 |
0.6% |
1,303.7 |
| Low |
1,272.5 |
1,295.8 |
23.3 |
1.8% |
1,237.9 |
| Close |
1,296.3 |
1,301.9 |
5.6 |
0.4% |
1,296.3 |
| Range |
31.2 |
15.7 |
-15.5 |
-49.7% |
65.8 |
| ATR |
19.7 |
19.4 |
-0.3 |
-1.5% |
0.0 |
| Volume |
3,224 |
7,206 |
3,982 |
123.5% |
10,463 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,350.2 |
1,341.7 |
1,310.5 |
|
| R3 |
1,334.5 |
1,326.0 |
1,306.2 |
|
| R2 |
1,318.8 |
1,318.8 |
1,304.8 |
|
| R1 |
1,310.3 |
1,310.3 |
1,303.3 |
1,314.6 |
| PP |
1,303.1 |
1,303.1 |
1,303.1 |
1,305.2 |
| S1 |
1,294.6 |
1,294.6 |
1,300.5 |
1,298.9 |
| S2 |
1,287.4 |
1,287.4 |
1,299.0 |
|
| S3 |
1,271.7 |
1,278.9 |
1,297.6 |
|
| S4 |
1,256.0 |
1,263.2 |
1,293.3 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.7 |
1,452.3 |
1,332.5 |
|
| R3 |
1,410.9 |
1,386.5 |
1,314.4 |
|
| R2 |
1,345.1 |
1,345.1 |
1,308.4 |
|
| R1 |
1,320.7 |
1,320.7 |
1,302.3 |
1,332.9 |
| PP |
1,279.3 |
1,279.3 |
1,279.3 |
1,285.4 |
| S1 |
1,254.9 |
1,254.9 |
1,290.3 |
1,267.1 |
| S2 |
1,213.5 |
1,213.5 |
1,284.2 |
|
| S3 |
1,147.7 |
1,189.1 |
1,278.2 |
|
| S4 |
1,081.9 |
1,123.3 |
1,260.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,311.5 |
1,238.2 |
73.3 |
5.6% |
20.2 |
1.6% |
87% |
True |
False |
3,304 |
| 10 |
1,311.5 |
1,234.2 |
77.3 |
5.9% |
20.2 |
1.6% |
88% |
True |
False |
2,602 |
| 20 |
1,311.5 |
1,220.7 |
90.8 |
7.0% |
17.4 |
1.3% |
89% |
True |
False |
2,602 |
| 40 |
1,311.5 |
1,213.1 |
98.4 |
7.6% |
19.1 |
1.5% |
90% |
True |
False |
2,270 |
| 60 |
1,311.5 |
1,150.0 |
161.5 |
12.4% |
21.3 |
1.6% |
94% |
True |
False |
2,229 |
| 80 |
1,311.5 |
1,073.7 |
237.8 |
18.3% |
19.2 |
1.5% |
96% |
True |
False |
1,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,378.2 |
|
2.618 |
1,352.6 |
|
1.618 |
1,336.9 |
|
1.000 |
1,327.2 |
|
0.618 |
1,321.2 |
|
HIGH |
1,311.5 |
|
0.618 |
1,305.5 |
|
0.500 |
1,303.7 |
|
0.382 |
1,301.8 |
|
LOW |
1,295.8 |
|
0.618 |
1,286.1 |
|
1.000 |
1,280.1 |
|
1.618 |
1,270.4 |
|
2.618 |
1,254.7 |
|
4.250 |
1,229.1 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,303.7 |
1,294.1 |
| PP |
1,303.1 |
1,286.3 |
| S1 |
1,302.5 |
1,278.5 |
|