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 |
1,293.2 |
1,293.4 |
0.2 |
0.0% |
1,234.5 |
High |
1,306.0 |
1,303.9 |
-2.1 |
-0.2% |
1,299.0 |
Low |
1,289.6 |
1,284.0 |
-5.6 |
-0.4% |
1,231.3 |
Close |
1,295.8 |
1,291.8 |
-4.0 |
-0.3% |
1,290.5 |
Range |
16.4 |
19.9 |
3.5 |
21.3% |
67.7 |
ATR |
21.0 |
20.9 |
-0.1 |
-0.4% |
0.0 |
Volume |
198,256 |
214,985 |
16,729 |
8.4% |
941,600 |
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.9 |
1,342.3 |
1,302.7 |
|
R3 |
1,333.0 |
1,322.4 |
1,297.3 |
|
R2 |
1,313.1 |
1,313.1 |
1,295.4 |
|
R1 |
1,302.5 |
1,302.5 |
1,293.6 |
1,297.9 |
PP |
1,293.2 |
1,293.2 |
1,293.2 |
1,290.9 |
S1 |
1,282.6 |
1,282.6 |
1,290.0 |
1,278.0 |
S2 |
1,273.3 |
1,273.3 |
1,288.2 |
|
S3 |
1,253.4 |
1,262.7 |
1,286.3 |
|
S4 |
1,233.5 |
1,242.8 |
1,280.9 |
|
|
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 |
1,239.1 |
66.9 |
5.2% |
23.0 |
1.8% |
79% |
False |
False |
217,191 |
10 |
1,306.0 |
1,228.5 |
77.5 |
6.0% |
21.1 |
1.6% |
82% |
False |
False |
200,253 |
20 |
1,306.0 |
1,217.2 |
88.8 |
6.9% |
19.1 |
1.5% |
84% |
False |
False |
181,295 |
40 |
1,306.0 |
1,207.7 |
98.3 |
7.6% |
20.9 |
1.6% |
86% |
False |
False |
128,774 |
60 |
1,306.0 |
1,165.6 |
140.4 |
10.9% |
22.8 |
1.8% |
90% |
False |
False |
89,438 |
80 |
1,306.0 |
1,071.8 |
234.2 |
18.1% |
21.0 |
1.6% |
94% |
False |
False |
68,539 |
100 |
1,306.0 |
1,048.3 |
257.7 |
19.9% |
19.3 |
1.5% |
94% |
False |
False |
55,192 |
120 |
1,306.0 |
1,047.2 |
258.8 |
20.0% |
18.5 |
1.4% |
95% |
False |
False |
46,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,388.5 |
2.618 |
1,356.0 |
1.618 |
1,336.1 |
1.000 |
1,323.8 |
0.618 |
1,316.2 |
HIGH |
1,303.9 |
0.618 |
1,296.3 |
0.500 |
1,294.0 |
0.382 |
1,291.6 |
LOW |
1,284.0 |
0.618 |
1,271.7 |
1.000 |
1,264.1 |
1.618 |
1,251.8 |
2.618 |
1,231.9 |
4.250 |
1,199.4 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,294.0 |
1,290.0 |
PP |
1,293.2 |
1,288.3 |
S1 |
1,292.5 |
1,286.5 |
|