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 |
1,293.4 |
1,287.7 |
-5.7 |
-0.4% |
1,234.5 |
High |
1,303.9 |
1,291.8 |
-12.1 |
-0.9% |
1,299.0 |
Low |
1,284.0 |
1,273.6 |
-10.4 |
-0.8% |
1,231.3 |
Close |
1,291.8 |
1,274.4 |
-17.4 |
-1.3% |
1,290.5 |
Range |
19.9 |
18.2 |
-1.7 |
-8.5% |
67.7 |
ATR |
20.9 |
20.7 |
-0.2 |
-0.9% |
0.0 |
Volume |
214,985 |
212,954 |
-2,031 |
-0.9% |
941,600 |
|
Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.5 |
1,322.7 |
1,284.4 |
|
R3 |
1,316.3 |
1,304.5 |
1,279.4 |
|
R2 |
1,298.1 |
1,298.1 |
1,277.7 |
|
R1 |
1,286.3 |
1,286.3 |
1,276.1 |
1,283.1 |
PP |
1,279.9 |
1,279.9 |
1,279.9 |
1,278.4 |
S1 |
1,268.1 |
1,268.1 |
1,272.7 |
1,264.9 |
S2 |
1,261.7 |
1,261.7 |
1,271.1 |
|
S3 |
1,243.5 |
1,249.9 |
1,269.4 |
|
S4 |
1,225.3 |
1,231.7 |
1,264.4 |
|
|
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% |
23.8 |
1.9% |
53% |
False |
False |
225,480 |
10 |
1,306.0 |
1,228.5 |
77.5 |
6.1% |
21.3 |
1.7% |
59% |
False |
False |
205,023 |
20 |
1,306.0 |
1,224.0 |
82.0 |
6.4% |
19.2 |
1.5% |
61% |
False |
False |
185,176 |
40 |
1,306.0 |
1,207.7 |
98.3 |
7.7% |
20.9 |
1.6% |
68% |
False |
False |
133,587 |
60 |
1,306.0 |
1,182.2 |
123.8 |
9.7% |
22.5 |
1.8% |
74% |
False |
False |
92,863 |
80 |
1,306.0 |
1,071.8 |
234.2 |
18.4% |
21.0 |
1.6% |
87% |
False |
False |
71,166 |
100 |
1,306.0 |
1,048.3 |
257.7 |
20.2% |
19.4 |
1.5% |
88% |
False |
False |
57,299 |
120 |
1,306.0 |
1,047.2 |
258.8 |
20.3% |
18.5 |
1.5% |
88% |
False |
False |
48,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.2 |
2.618 |
1,339.4 |
1.618 |
1,321.2 |
1.000 |
1,310.0 |
0.618 |
1,303.0 |
HIGH |
1,291.8 |
0.618 |
1,284.8 |
0.500 |
1,282.7 |
0.382 |
1,280.6 |
LOW |
1,273.6 |
0.618 |
1,262.4 |
1.000 |
1,255.4 |
1.618 |
1,244.2 |
2.618 |
1,226.0 |
4.250 |
1,196.3 |
|
|
Fisher Pivots for day following 04-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,282.7 |
1,289.8 |
PP |
1,279.9 |
1,284.7 |
S1 |
1,277.2 |
1,279.5 |
|