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 |
17,783.78 |
17,870.75 |
86.97 |
0.5% |
17,990.94 |
High |
17,912.35 |
17,870.75 |
-41.60 |
-0.2% |
18,084.66 |
Low |
17,773.71 |
17,670.88 |
-102.83 |
-0.6% |
17,651.98 |
Close |
17,891.16 |
17,750.91 |
-140.25 |
-0.8% |
17,773.64 |
Range |
138.64 |
199.87 |
61.23 |
44.2% |
432.68 |
ATR |
157.91 |
162.37 |
4.45 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,363.79 |
18,257.22 |
17,860.84 |
|
R3 |
18,163.92 |
18,057.35 |
17,805.87 |
|
R2 |
17,964.05 |
17,964.05 |
17,787.55 |
|
R1 |
17,857.48 |
17,857.48 |
17,769.23 |
17,810.83 |
PP |
17,764.18 |
17,764.18 |
17,764.18 |
17,740.86 |
S1 |
17,657.61 |
17,657.61 |
17,732.59 |
17,610.96 |
S2 |
17,564.31 |
17,564.31 |
17,714.27 |
|
S3 |
17,364.44 |
17,457.74 |
17,695.95 |
|
S4 |
17,164.57 |
17,257.87 |
17,640.98 |
|
|
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% |
180.99 |
1.0% |
23% |
False |
False |
|
10 |
18,167.63 |
17,651.98 |
515.65 |
2.9% |
154.67 |
0.9% |
19% |
False |
False |
|
20 |
18,167.63 |
17,484.23 |
683.40 |
3.8% |
153.38 |
0.9% |
39% |
False |
False |
|
40 |
18,167.63 |
16,821.86 |
1,345.77 |
7.6% |
151.18 |
0.9% |
69% |
False |
False |
|
60 |
18,167.63 |
15,503.01 |
2,664.62 |
15.0% |
177.58 |
1.0% |
84% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
214.62 |
1.2% |
85% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
221.73 |
1.2% |
85% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
215.69 |
1.2% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,720.20 |
2.618 |
18,394.01 |
1.618 |
18,194.14 |
1.000 |
18,070.62 |
0.618 |
17,994.27 |
HIGH |
17,870.75 |
0.618 |
17,794.40 |
0.500 |
17,770.82 |
0.382 |
17,747.23 |
LOW |
17,670.88 |
0.618 |
17,547.36 |
1.000 |
17,471.01 |
1.618 |
17,347.49 |
2.618 |
17,147.62 |
4.250 |
16,821.43 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,770.82 |
17,782.17 |
PP |
17,764.18 |
17,771.75 |
S1 |
17,757.55 |
17,761.33 |
|