Trading Metrics calculated at close of trading on 05-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
Open |
1,287.7 |
1,281.2 |
-6.5 |
-0.5% |
1,234.5 |
High |
1,291.8 |
1,288.4 |
-3.4 |
-0.3% |
1,299.0 |
Low |
1,273.6 |
1,270.6 |
-3.0 |
-0.2% |
1,231.3 |
Close |
1,274.4 |
1,272.3 |
-2.1 |
-0.2% |
1,290.5 |
Range |
18.2 |
17.8 |
-0.4 |
-2.2% |
67.7 |
ATR |
20.7 |
20.5 |
-0.2 |
-1.0% |
0.0 |
Volume |
212,954 |
174,581 |
-38,373 |
-18.0% |
941,600 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.5 |
1,319.2 |
1,282.1 |
|
R3 |
1,312.7 |
1,301.4 |
1,277.2 |
|
R2 |
1,294.9 |
1,294.9 |
1,275.6 |
|
R1 |
1,283.6 |
1,283.6 |
1,273.9 |
1,280.4 |
PP |
1,277.1 |
1,277.1 |
1,277.1 |
1,275.5 |
S1 |
1,265.8 |
1,265.8 |
1,270.7 |
1,262.6 |
S2 |
1,259.3 |
1,259.3 |
1,269.0 |
|
S3 |
1,241.5 |
1,248.0 |
1,267.4 |
|
S4 |
1,223.7 |
1,230.2 |
1,262.5 |
|
|
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 |
1,267.0 |
39.0 |
3.1% |
20.9 |
1.6% |
14% |
False |
False |
214,954 |
10 |
1,306.0 |
1,228.5 |
77.5 |
6.1% |
20.3 |
1.6% |
57% |
False |
False |
195,187 |
20 |
1,306.0 |
1,225.4 |
80.6 |
6.3% |
19.0 |
1.5% |
58% |
False |
False |
184,435 |
40 |
1,306.0 |
1,207.7 |
98.3 |
7.7% |
20.8 |
1.6% |
66% |
False |
False |
137,086 |
60 |
1,306.0 |
1,182.2 |
123.8 |
9.7% |
22.6 |
1.8% |
73% |
False |
False |
95,661 |
80 |
1,306.0 |
1,071.8 |
234.2 |
18.4% |
21.0 |
1.7% |
86% |
False |
False |
73,285 |
100 |
1,306.0 |
1,048.3 |
257.7 |
20.3% |
19.5 |
1.5% |
87% |
False |
False |
59,027 |
120 |
1,306.0 |
1,047.2 |
258.8 |
20.3% |
18.6 |
1.5% |
87% |
False |
False |
49,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.1 |
2.618 |
1,335.0 |
1.618 |
1,317.2 |
1.000 |
1,306.2 |
0.618 |
1,299.4 |
HIGH |
1,288.4 |
0.618 |
1,281.6 |
0.500 |
1,279.5 |
0.382 |
1,277.4 |
LOW |
1,270.6 |
0.618 |
1,259.6 |
1.000 |
1,252.8 |
1.618 |
1,241.8 |
2.618 |
1,224.0 |
4.250 |
1,195.0 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1,279.5 |
1,287.3 |
PP |
1,277.1 |
1,282.3 |
S1 |
1,274.7 |
1,277.3 |
|