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 |
1,268.0 |
1,293.2 |
25.2 |
2.0% |
1,234.5 |
High |
1,299.0 |
1,306.0 |
7.0 |
0.5% |
1,299.0 |
Low |
1,267.0 |
1,289.6 |
22.6 |
1.8% |
1,231.3 |
Close |
1,290.5 |
1,295.8 |
5.3 |
0.4% |
1,290.5 |
Range |
32.0 |
16.4 |
-15.6 |
-48.8% |
67.7 |
ATR |
21.3 |
21.0 |
-0.4 |
-1.7% |
0.0 |
Volume |
273,994 |
198,256 |
-75,738 |
-27.6% |
941,600 |
|
Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.3 |
1,337.5 |
1,304.8 |
|
R3 |
1,329.9 |
1,321.1 |
1,300.3 |
|
R2 |
1,313.5 |
1,313.5 |
1,298.8 |
|
R1 |
1,304.7 |
1,304.7 |
1,297.3 |
1,309.1 |
PP |
1,297.1 |
1,297.1 |
1,297.1 |
1,299.4 |
S1 |
1,288.3 |
1,288.3 |
1,294.3 |
1,292.7 |
S2 |
1,280.7 |
1,280.7 |
1,292.8 |
|
S3 |
1,264.3 |
1,271.9 |
1,291.3 |
|
S4 |
1,247.9 |
1,255.5 |
1,286.8 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.7 |
1,451.3 |
1,327.7 |
|
R3 |
1,409.0 |
1,383.6 |
1,309.1 |
|
R2 |
1,341.3 |
1,341.3 |
1,302.9 |
|
R1 |
1,315.9 |
1,315.9 |
1,296.7 |
1,328.6 |
PP |
1,273.6 |
1,273.6 |
1,273.6 |
1,280.0 |
S1 |
1,248.2 |
1,248.2 |
1,284.3 |
1,260.9 |
S2 |
1,205.9 |
1,205.9 |
1,278.1 |
|
S3 |
1,138.2 |
1,180.5 |
1,271.9 |
|
S4 |
1,070.5 |
1,112.8 |
1,253.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,306.0 |
1,232.7 |
73.3 |
5.7% |
21.7 |
1.7% |
86% |
True |
False |
203,817 |
10 |
1,306.0 |
1,228.5 |
77.5 |
6.0% |
22.0 |
1.7% |
87% |
True |
False |
200,493 |
20 |
1,306.0 |
1,216.0 |
90.0 |
6.9% |
19.3 |
1.5% |
89% |
True |
False |
178,400 |
40 |
1,306.0 |
1,207.7 |
98.3 |
7.6% |
20.8 |
1.6% |
90% |
True |
False |
124,363 |
60 |
1,306.0 |
1,146.1 |
159.9 |
12.3% |
22.9 |
1.8% |
94% |
True |
False |
85,949 |
80 |
1,306.0 |
1,071.8 |
234.2 |
18.1% |
21.0 |
1.6% |
96% |
True |
False |
65,900 |
100 |
1,306.0 |
1,048.3 |
257.7 |
19.9% |
19.2 |
1.5% |
96% |
True |
False |
53,070 |
120 |
1,306.0 |
1,047.2 |
258.8 |
20.0% |
18.3 |
1.4% |
96% |
True |
False |
44,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.7 |
2.618 |
1,348.9 |
1.618 |
1,332.5 |
1.000 |
1,322.4 |
0.618 |
1,316.1 |
HIGH |
1,306.0 |
0.618 |
1,299.7 |
0.500 |
1,297.8 |
0.382 |
1,295.9 |
LOW |
1,289.6 |
0.618 |
1,279.5 |
1.000 |
1,273.2 |
1.618 |
1,263.1 |
2.618 |
1,246.7 |
4.250 |
1,219.9 |
|
|
Fisher Pivots for day following 02-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,297.8 |
1,288.1 |
PP |
1,297.1 |
1,280.3 |
S1 |
1,296.5 |
1,272.6 |
|