| 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 |
2,985.0 |
2,928.0 |
-57.0 |
-1.9% |
3,069.0 |
| High |
2,989.0 |
2,935.0 |
-54.0 |
-1.8% |
3,085.0 |
| Low |
2,922.0 |
2,882.0 |
-40.0 |
-1.4% |
2,967.0 |
| Close |
2,930.0 |
2,885.0 |
-45.0 |
-1.5% |
2,977.0 |
| Range |
67.0 |
53.0 |
-14.0 |
-20.9% |
118.0 |
| ATR |
56.4 |
56.2 |
-0.2 |
-0.4% |
0.0 |
| Volume |
1,509,147 |
1,030,418 |
-478,729 |
-31.7% |
6,058,532 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,059.7 |
3,025.3 |
2,914.2 |
|
| R3 |
3,006.7 |
2,972.3 |
2,899.6 |
|
| R2 |
2,953.7 |
2,953.7 |
2,894.7 |
|
| R1 |
2,919.3 |
2,919.3 |
2,889.9 |
2,910.0 |
| PP |
2,900.7 |
2,900.7 |
2,900.7 |
2,896.0 |
| S1 |
2,866.3 |
2,866.3 |
2,880.1 |
2,857.0 |
| S2 |
2,847.7 |
2,847.7 |
2,875.3 |
|
| S3 |
2,794.7 |
2,813.3 |
2,870.4 |
|
| S4 |
2,741.7 |
2,760.3 |
2,855.9 |
|
|
| 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 |
3,069.0 |
2,882.0 |
187.0 |
6.5% |
56.6 |
2.0% |
2% |
False |
True |
1,355,227 |
| 10 |
3,094.0 |
2,882.0 |
212.0 |
7.3% |
47.2 |
1.6% |
1% |
False |
True |
1,224,616 |
| 20 |
3,094.0 |
2,775.0 |
319.0 |
11.1% |
51.5 |
1.8% |
34% |
False |
False |
1,258,202 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
11.1% |
56.1 |
1.9% |
34% |
False |
False |
1,226,117 |
| 60 |
3,094.0 |
2,594.0 |
500.0 |
17.3% |
58.0 |
2.0% |
58% |
False |
False |
831,344 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
17.3% |
64.8 |
2.2% |
58% |
False |
False |
625,664 |
| 100 |
3,260.0 |
2,594.0 |
666.0 |
23.1% |
63.5 |
2.2% |
44% |
False |
False |
500,998 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.3% |
58.9 |
2.0% |
34% |
False |
False |
417,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,160.3 |
|
2.618 |
3,073.8 |
|
1.618 |
3,020.8 |
|
1.000 |
2,988.0 |
|
0.618 |
2,967.8 |
|
HIGH |
2,935.0 |
|
0.618 |
2,914.8 |
|
0.500 |
2,908.5 |
|
0.382 |
2,902.2 |
|
LOW |
2,882.0 |
|
0.618 |
2,849.2 |
|
1.000 |
2,829.0 |
|
1.618 |
2,796.2 |
|
2.618 |
2,743.2 |
|
4.250 |
2,656.8 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,908.5 |
2,939.5 |
| PP |
2,900.7 |
2,921.3 |
| S1 |
2,892.8 |
2,903.2 |
|