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 |
17,870.75 |
17,735.02 |
-135.73 |
-0.8% |
17,990.94 |
High |
17,870.75 |
17,738.06 |
-132.69 |
-0.7% |
18,084.66 |
Low |
17,670.88 |
17,609.01 |
-61.87 |
-0.4% |
17,651.98 |
Close |
17,750.91 |
17,651.26 |
-99.65 |
-0.6% |
17,773.64 |
Range |
199.87 |
129.05 |
-70.82 |
-35.4% |
432.68 |
ATR |
162.37 |
160.91 |
-1.46 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,053.26 |
17,981.31 |
17,722.24 |
|
R3 |
17,924.21 |
17,852.26 |
17,686.75 |
|
R2 |
17,795.16 |
17,795.16 |
17,674.92 |
|
R1 |
17,723.21 |
17,723.21 |
17,663.09 |
17,694.66 |
PP |
17,666.11 |
17,666.11 |
17,666.11 |
17,651.84 |
S1 |
17,594.16 |
17,594.16 |
17,639.43 |
17,565.61 |
S2 |
17,537.06 |
17,537.06 |
17,627.60 |
|
S3 |
17,408.01 |
17,465.11 |
17,615.77 |
|
S4 |
17,278.96 |
17,336.06 |
17,580.28 |
|
|
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 |
18,035.73 |
17,609.01 |
426.72 |
2.4% |
173.92 |
1.0% |
10% |
False |
True |
|
10 |
18,107.29 |
17,609.01 |
498.28 |
2.8% |
153.93 |
0.9% |
8% |
False |
True |
|
20 |
18,167.63 |
17,484.23 |
683.40 |
3.9% |
150.79 |
0.9% |
24% |
False |
False |
|
40 |
18,167.63 |
16,821.86 |
1,345.77 |
7.6% |
150.63 |
0.9% |
62% |
False |
False |
|
60 |
18,167.63 |
15,503.01 |
2,664.62 |
15.1% |
174.00 |
1.0% |
81% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.4% |
212.01 |
1.2% |
81% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.4% |
219.38 |
1.2% |
81% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.4% |
215.85 |
1.2% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,286.52 |
2.618 |
18,075.91 |
1.618 |
17,946.86 |
1.000 |
17,867.11 |
0.618 |
17,817.81 |
HIGH |
17,738.06 |
0.618 |
17,688.76 |
0.500 |
17,673.54 |
0.382 |
17,658.31 |
LOW |
17,609.01 |
0.618 |
17,529.26 |
1.000 |
17,479.96 |
1.618 |
17,400.21 |
2.618 |
17,271.16 |
4.250 |
17,060.55 |
|
|
Fisher Pivots for day following 04-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,673.54 |
17,760.68 |
PP |
17,666.11 |
17,724.21 |
S1 |
17,658.69 |
17,687.73 |
|