| 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 |
1,299.8 |
1,299.6 |
-0.2 |
0.0% |
1,239.0 |
| High |
1,311.5 |
1,309.1 |
-2.4 |
-0.2% |
1,303.7 |
| Low |
1,295.8 |
1,290.0 |
-5.8 |
-0.4% |
1,237.9 |
| Close |
1,301.9 |
1,297.8 |
-4.1 |
-0.3% |
1,296.3 |
| Range |
15.7 |
19.1 |
3.4 |
21.7% |
65.8 |
| ATR |
19.4 |
19.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
7,206 |
3,958 |
-3,248 |
-45.1% |
10,463 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,356.3 |
1,346.1 |
1,308.3 |
|
| R3 |
1,337.2 |
1,327.0 |
1,303.1 |
|
| R2 |
1,318.1 |
1,318.1 |
1,301.3 |
|
| R1 |
1,307.9 |
1,307.9 |
1,299.6 |
1,303.5 |
| PP |
1,299.0 |
1,299.0 |
1,299.0 |
1,296.7 |
| S1 |
1,288.8 |
1,288.8 |
1,296.0 |
1,284.4 |
| S2 |
1,279.9 |
1,279.9 |
1,294.3 |
|
| S3 |
1,260.8 |
1,269.7 |
1,292.5 |
|
| S4 |
1,241.7 |
1,250.6 |
1,287.3 |
|
|
| 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 |
1,245.4 |
66.1 |
5.1% |
21.4 |
1.7% |
79% |
False |
False |
3,793 |
| 10 |
1,311.5 |
1,234.2 |
77.3 |
6.0% |
19.3 |
1.5% |
82% |
False |
False |
2,834 |
| 20 |
1,311.5 |
1,223.0 |
88.5 |
6.8% |
17.3 |
1.3% |
85% |
False |
False |
2,713 |
| 40 |
1,311.5 |
1,213.1 |
98.4 |
7.6% |
19.2 |
1.5% |
86% |
False |
False |
2,338 |
| 60 |
1,311.5 |
1,168.0 |
143.5 |
11.1% |
21.2 |
1.6% |
90% |
False |
False |
2,264 |
| 80 |
1,311.5 |
1,073.7 |
237.8 |
18.3% |
19.2 |
1.5% |
94% |
False |
False |
1,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,390.3 |
|
2.618 |
1,359.1 |
|
1.618 |
1,340.0 |
|
1.000 |
1,328.2 |
|
0.618 |
1,320.9 |
|
HIGH |
1,309.1 |
|
0.618 |
1,301.8 |
|
0.500 |
1,299.6 |
|
0.382 |
1,297.3 |
|
LOW |
1,290.0 |
|
0.618 |
1,278.2 |
|
1.000 |
1,270.9 |
|
1.618 |
1,259.1 |
|
2.618 |
1,240.0 |
|
4.250 |
1,208.8 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,299.6 |
1,295.9 |
| PP |
1,299.0 |
1,293.9 |
| S1 |
1,298.4 |
1,292.0 |
|