| 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 |
3,027.0 |
2,976.0 |
-51.0 |
-1.7% |
3,069.0 |
| High |
3,041.0 |
2,997.0 |
-44.0 |
-1.4% |
3,085.0 |
| Low |
2,967.0 |
2,970.0 |
3.0 |
0.1% |
2,967.0 |
| Close |
2,977.0 |
2,979.0 |
2.0 |
0.1% |
2,977.0 |
| Range |
74.0 |
27.0 |
-47.0 |
-63.5% |
118.0 |
| ATR |
57.8 |
55.6 |
-2.2 |
-3.8% |
0.0 |
| Volume |
783,292 |
1,579,138 |
795,846 |
101.6% |
6,058,532 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,063.0 |
3,048.0 |
2,993.9 |
|
| R3 |
3,036.0 |
3,021.0 |
2,986.4 |
|
| R2 |
3,009.0 |
3,009.0 |
2,984.0 |
|
| R1 |
2,994.0 |
2,994.0 |
2,981.5 |
3,001.5 |
| PP |
2,982.0 |
2,982.0 |
2,982.0 |
2,985.8 |
| S1 |
2,967.0 |
2,967.0 |
2,976.5 |
2,974.5 |
| S2 |
2,955.0 |
2,955.0 |
2,974.1 |
|
| S3 |
2,928.0 |
2,940.0 |
2,971.6 |
|
| S4 |
2,901.0 |
2,913.0 |
2,964.2 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,363.7 |
3,288.3 |
3,041.9 |
|
| R3 |
3,245.7 |
3,170.3 |
3,009.5 |
|
| R2 |
3,127.7 |
3,127.7 |
2,998.6 |
|
| R1 |
3,052.3 |
3,052.3 |
2,987.8 |
3,031.0 |
| PP |
3,009.7 |
3,009.7 |
3,009.7 |
2,999.0 |
| S1 |
2,934.3 |
2,934.3 |
2,966.2 |
2,913.0 |
| S2 |
2,891.7 |
2,891.7 |
2,955.4 |
|
| S3 |
2,773.7 |
2,816.3 |
2,944.6 |
|
| S4 |
2,655.7 |
2,698.3 |
2,912.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,085.0 |
2,967.0 |
118.0 |
4.0% |
48.2 |
1.6% |
10% |
False |
False |
1,329,353 |
| 10 |
3,094.0 |
2,967.0 |
127.0 |
4.3% |
46.3 |
1.6% |
9% |
False |
False |
1,238,742 |
| 20 |
3,094.0 |
2,775.0 |
319.0 |
10.7% |
50.3 |
1.7% |
64% |
False |
False |
1,260,597 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.7% |
55.2 |
1.9% |
64% |
False |
False |
1,171,046 |
| 60 |
3,094.0 |
2,594.0 |
500.0 |
16.8% |
59.2 |
2.0% |
77% |
False |
False |
789,737 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
16.8% |
65.6 |
2.2% |
77% |
False |
False |
593,970 |
| 100 |
3,310.0 |
2,594.0 |
716.0 |
24.0% |
63.2 |
2.1% |
54% |
False |
False |
475,603 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.4% |
58.5 |
2.0% |
46% |
False |
False |
396,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,111.8 |
|
2.618 |
3,067.7 |
|
1.618 |
3,040.7 |
|
1.000 |
3,024.0 |
|
0.618 |
3,013.7 |
|
HIGH |
2,997.0 |
|
0.618 |
2,986.7 |
|
0.500 |
2,983.5 |
|
0.382 |
2,980.3 |
|
LOW |
2,970.0 |
|
0.618 |
2,953.3 |
|
1.000 |
2,943.0 |
|
1.618 |
2,926.3 |
|
2.618 |
2,899.3 |
|
4.250 |
2,855.3 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,983.5 |
3,018.0 |
| PP |
2,982.0 |
3,005.0 |
| S1 |
2,980.5 |
2,992.0 |
|