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 |
17,813.09 |
17,783.78 |
-29.31 |
-0.2% |
17,990.94 |
High |
17,814.83 |
17,912.35 |
97.52 |
0.5% |
18,084.66 |
Low |
17,651.98 |
17,773.71 |
121.73 |
0.7% |
17,651.98 |
Close |
17,773.64 |
17,891.16 |
117.52 |
0.7% |
17,773.64 |
Range |
162.85 |
138.64 |
-24.21 |
-14.9% |
432.68 |
ATR |
159.39 |
157.91 |
-1.48 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,274.99 |
18,221.72 |
17,967.41 |
|
R3 |
18,136.35 |
18,083.08 |
17,929.29 |
|
R2 |
17,997.71 |
17,997.71 |
17,916.58 |
|
R1 |
17,944.44 |
17,944.44 |
17,903.87 |
17,971.08 |
PP |
17,859.07 |
17,859.07 |
17,859.07 |
17,872.39 |
S1 |
17,805.80 |
17,805.80 |
17,878.45 |
17,832.44 |
S2 |
17,720.43 |
17,720.43 |
17,865.74 |
|
S3 |
17,581.79 |
17,667.16 |
17,853.03 |
|
S4 |
17,443.15 |
17,528.52 |
17,814.91 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,134.80 |
18,886.90 |
18,011.61 |
|
R3 |
18,702.12 |
18,454.22 |
17,892.63 |
|
R2 |
18,269.44 |
18,269.44 |
17,852.96 |
|
R1 |
18,021.54 |
18,021.54 |
17,813.30 |
17,929.15 |
PP |
17,836.76 |
17,836.76 |
17,836.76 |
17,790.57 |
S1 |
17,588.86 |
17,588.86 |
17,733.98 |
17,496.47 |
S2 |
17,404.08 |
17,404.08 |
17,694.32 |
|
S3 |
16,971.40 |
17,156.18 |
17,654.65 |
|
S4 |
16,538.72 |
16,723.50 |
17,535.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,084.66 |
17,651.98 |
432.68 |
2.4% |
162.93 |
0.9% |
55% |
False |
False |
|
10 |
18,167.63 |
17,651.98 |
515.65 |
2.9% |
146.59 |
0.8% |
46% |
False |
False |
|
20 |
18,167.63 |
17,484.23 |
683.40 |
3.8% |
150.31 |
0.8% |
60% |
False |
False |
|
40 |
18,167.63 |
16,821.86 |
1,345.77 |
7.5% |
150.15 |
0.8% |
79% |
False |
False |
|
60 |
18,167.63 |
15,503.01 |
2,664.62 |
14.9% |
179.15 |
1.0% |
90% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
217.43 |
1.2% |
90% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
221.92 |
1.2% |
90% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
215.97 |
1.2% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,501.57 |
2.618 |
18,275.31 |
1.618 |
18,136.67 |
1.000 |
18,050.99 |
0.618 |
17,998.03 |
HIGH |
17,912.35 |
0.618 |
17,859.39 |
0.500 |
17,843.03 |
0.382 |
17,826.67 |
LOW |
17,773.71 |
0.618 |
17,688.03 |
1.000 |
17,635.07 |
1.618 |
17,549.39 |
2.618 |
17,410.75 |
4.250 |
17,184.49 |
|
|
Fisher Pivots for day following 02-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,875.12 |
17,875.39 |
PP |
17,859.07 |
17,859.62 |
S1 |
17,843.03 |
17,843.86 |
|