| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1,299.6 |
1,293.1 |
-6.5 |
-0.5% |
1,239.0 |
| High |
1,309.1 |
1,297.6 |
-11.5 |
-0.9% |
1,303.7 |
| Low |
1,290.0 |
1,279.9 |
-10.1 |
-0.8% |
1,237.9 |
| Close |
1,297.8 |
1,280.4 |
-17.4 |
-1.3% |
1,296.3 |
| Range |
19.1 |
17.7 |
-1.4 |
-7.3% |
65.8 |
| ATR |
19.4 |
19.3 |
-0.1 |
-0.6% |
0.0 |
| Volume |
3,958 |
3,402 |
-556 |
-14.0% |
10,463 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.1 |
1,327.4 |
1,290.1 |
|
| R3 |
1,321.4 |
1,309.7 |
1,285.3 |
|
| R2 |
1,303.7 |
1,303.7 |
1,283.6 |
|
| R1 |
1,292.0 |
1,292.0 |
1,282.0 |
1,289.0 |
| PP |
1,286.0 |
1,286.0 |
1,286.0 |
1,284.5 |
| S1 |
1,274.3 |
1,274.3 |
1,278.8 |
1,271.3 |
| S2 |
1,268.3 |
1,268.3 |
1,277.2 |
|
| S3 |
1,250.6 |
1,256.6 |
1,275.5 |
|
| S4 |
1,232.9 |
1,238.9 |
1,270.7 |
|
|
| 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 |
5.2% |
23.0 |
1.8% |
53% |
False |
False |
3,979 |
| 10 |
1,311.5 |
1,234.2 |
77.3 |
6.0% |
19.7 |
1.5% |
60% |
False |
False |
2,958 |
| 20 |
1,311.5 |
1,229.1 |
82.4 |
6.4% |
17.6 |
1.4% |
62% |
False |
False |
2,837 |
| 40 |
1,311.5 |
1,213.1 |
98.4 |
7.7% |
19.2 |
1.5% |
68% |
False |
False |
2,409 |
| 60 |
1,311.5 |
1,184.5 |
127.0 |
9.9% |
20.9 |
1.6% |
76% |
False |
False |
2,273 |
| 80 |
1,311.5 |
1,073.7 |
237.8 |
18.6% |
19.2 |
1.5% |
87% |
False |
False |
2,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,372.8 |
|
2.618 |
1,343.9 |
|
1.618 |
1,326.2 |
|
1.000 |
1,315.3 |
|
0.618 |
1,308.5 |
|
HIGH |
1,297.6 |
|
0.618 |
1,290.8 |
|
0.500 |
1,288.8 |
|
0.382 |
1,286.7 |
|
LOW |
1,279.9 |
|
0.618 |
1,269.0 |
|
1.000 |
1,262.2 |
|
1.618 |
1,251.3 |
|
2.618 |
1,233.6 |
|
4.250 |
1,204.7 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,288.8 |
1,295.7 |
| PP |
1,286.0 |
1,290.6 |
| S1 |
1,283.2 |
1,285.5 |
|