Trading Metrics calculated at close of trading on 01-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,265.2 |
1,269.6 |
4.4 |
0.3% |
1,280.0 |
High |
1,269.9 |
1,272.4 |
2.5 |
0.2% |
1,280.0 |
Low |
1,264.2 |
1,254.9 |
-9.3 |
-0.7% |
1,260.7 |
Close |
1,268.3 |
1,255.5 |
-12.8 |
-1.0% |
1,268.3 |
Range |
5.7 |
17.5 |
11.8 |
207.0% |
19.3 |
ATR |
13.3 |
13.6 |
0.3 |
2.3% |
0.0 |
Volume |
173,293 |
199,783 |
26,490 |
15.3% |
1,181,685 |
|
Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.4 |
1,302.0 |
1,265.1 |
|
R3 |
1,295.9 |
1,284.5 |
1,260.3 |
|
R2 |
1,278.4 |
1,278.4 |
1,258.7 |
|
R1 |
1,267.0 |
1,267.0 |
1,257.1 |
1,264.0 |
PP |
1,260.9 |
1,260.9 |
1,260.9 |
1,259.4 |
S1 |
1,249.5 |
1,249.5 |
1,253.9 |
1,246.5 |
S2 |
1,243.4 |
1,243.4 |
1,252.3 |
|
S3 |
1,225.9 |
1,232.0 |
1,250.7 |
|
S4 |
1,208.4 |
1,214.5 |
1,245.9 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.6 |
1,317.2 |
1,278.9 |
|
R3 |
1,308.3 |
1,297.9 |
1,273.6 |
|
R2 |
1,289.0 |
1,289.0 |
1,271.8 |
|
R1 |
1,278.6 |
1,278.6 |
1,270.1 |
1,274.2 |
PP |
1,269.7 |
1,269.7 |
1,269.7 |
1,267.4 |
S1 |
1,259.3 |
1,259.3 |
1,266.5 |
1,254.9 |
S2 |
1,250.4 |
1,250.4 |
1,264.8 |
|
S3 |
1,231.1 |
1,240.0 |
1,263.0 |
|
S4 |
1,211.8 |
1,220.7 |
1,257.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,279.9 |
1,254.9 |
25.0 |
2.0% |
12.3 |
1.0% |
2% |
False |
True |
215,725 |
10 |
1,294.4 |
1,254.9 |
39.5 |
3.1% |
12.4 |
1.0% |
2% |
False |
True |
239,812 |
20 |
1,297.4 |
1,245.4 |
52.0 |
4.1% |
12.8 |
1.0% |
19% |
False |
False |
231,433 |
40 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.4 |
1.0% |
58% |
False |
False |
143,794 |
60 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.8 |
1.0% |
58% |
False |
False |
98,507 |
80 |
1,297.4 |
1,169.5 |
127.9 |
10.2% |
13.3 |
1.1% |
67% |
False |
False |
75,496 |
100 |
1,297.4 |
1,129.8 |
167.6 |
13.3% |
13.2 |
1.0% |
75% |
False |
False |
60,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.8 |
2.618 |
1,318.2 |
1.618 |
1,300.7 |
1.000 |
1,289.9 |
0.618 |
1,283.2 |
HIGH |
1,272.4 |
0.618 |
1,265.7 |
0.500 |
1,263.7 |
0.382 |
1,261.6 |
LOW |
1,254.9 |
0.618 |
1,244.1 |
1.000 |
1,237.4 |
1.618 |
1,226.6 |
2.618 |
1,209.1 |
4.250 |
1,180.5 |
|
|
Fisher Pivots for day following 01-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,263.7 |
1,263.7 |
PP |
1,260.9 |
1,260.9 |
S1 |
1,258.2 |
1,258.2 |
|