| 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 |
2,976.0 |
2,985.0 |
9.0 |
0.3% |
3,069.0 |
| High |
2,997.0 |
2,989.0 |
-8.0 |
-0.3% |
3,085.0 |
| Low |
2,970.0 |
2,922.0 |
-48.0 |
-1.6% |
2,967.0 |
| Close |
2,979.0 |
2,930.0 |
-49.0 |
-1.6% |
2,977.0 |
| Range |
27.0 |
67.0 |
40.0 |
148.1% |
118.0 |
| ATR |
55.6 |
56.4 |
0.8 |
1.5% |
0.0 |
| Volume |
1,579,138 |
1,509,147 |
-69,991 |
-4.4% |
6,058,532 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,148.0 |
3,106.0 |
2,966.9 |
|
| R3 |
3,081.0 |
3,039.0 |
2,948.4 |
|
| R2 |
3,014.0 |
3,014.0 |
2,942.3 |
|
| R1 |
2,972.0 |
2,972.0 |
2,936.1 |
2,959.5 |
| PP |
2,947.0 |
2,947.0 |
2,947.0 |
2,940.8 |
| S1 |
2,905.0 |
2,905.0 |
2,923.9 |
2,892.5 |
| S2 |
2,880.0 |
2,880.0 |
2,917.7 |
|
| S3 |
2,813.0 |
2,838.0 |
2,911.6 |
|
| S4 |
2,746.0 |
2,771.0 |
2,893.2 |
|
|
| 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 |
3,082.0 |
2,922.0 |
160.0 |
5.5% |
53.2 |
1.8% |
5% |
False |
True |
1,432,687 |
| 10 |
3,094.0 |
2,922.0 |
172.0 |
5.9% |
48.4 |
1.7% |
5% |
False |
True |
1,258,863 |
| 20 |
3,094.0 |
2,775.0 |
319.0 |
10.9% |
50.8 |
1.7% |
49% |
False |
False |
1,273,619 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.9% |
55.8 |
1.9% |
49% |
False |
False |
1,206,095 |
| 60 |
3,094.0 |
2,594.0 |
500.0 |
17.1% |
59.2 |
2.0% |
67% |
False |
False |
814,759 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.1% |
65.1 |
2.2% |
67% |
False |
False |
612,832 |
| 100 |
3,260.0 |
2,594.0 |
666.0 |
22.7% |
63.5 |
2.2% |
50% |
False |
False |
490,694 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.8% |
58.7 |
2.0% |
40% |
False |
False |
408,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,273.8 |
|
2.618 |
3,164.4 |
|
1.618 |
3,097.4 |
|
1.000 |
3,056.0 |
|
0.618 |
3,030.4 |
|
HIGH |
2,989.0 |
|
0.618 |
2,963.4 |
|
0.500 |
2,955.5 |
|
0.382 |
2,947.6 |
|
LOW |
2,922.0 |
|
0.618 |
2,880.6 |
|
1.000 |
2,855.0 |
|
1.618 |
2,813.6 |
|
2.618 |
2,746.6 |
|
4.250 |
2,637.3 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,955.5 |
2,981.5 |
| PP |
2,947.0 |
2,964.3 |
| S1 |
2,938.5 |
2,947.2 |
|