Trading Metrics calculated at close of trading on 03-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,257.4 |
1,257.8 |
0.4 |
0.0% |
1,280.0 |
High |
1,258.8 |
1,257.8 |
-1.0 |
-0.1% |
1,280.0 |
Low |
1,252.6 |
1,236.4 |
-16.2 |
-1.3% |
1,260.7 |
Close |
1,257.0 |
1,248.5 |
-8.5 |
-0.7% |
1,268.3 |
Range |
6.2 |
21.4 |
15.2 |
245.2% |
19.3 |
ATR |
13.1 |
13.6 |
0.6 |
4.6% |
0.0 |
Volume |
181,512 |
253,653 |
72,141 |
39.7% |
1,181,685 |
|
Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.8 |
1,301.5 |
1,260.3 |
|
R3 |
1,290.4 |
1,280.1 |
1,254.4 |
|
R2 |
1,269.0 |
1,269.0 |
1,252.4 |
|
R1 |
1,258.7 |
1,258.7 |
1,250.5 |
1,253.2 |
PP |
1,247.6 |
1,247.6 |
1,247.6 |
1,244.8 |
S1 |
1,237.3 |
1,237.3 |
1,246.5 |
1,231.8 |
S2 |
1,226.2 |
1,226.2 |
1,244.6 |
|
S3 |
1,204.8 |
1,215.9 |
1,242.6 |
|
S4 |
1,183.4 |
1,194.5 |
1,236.7 |
|
|
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 |
1,272.4 |
1,236.4 |
36.0 |
2.9% |
12.0 |
1.0% |
34% |
False |
True |
203,794 |
10 |
1,290.1 |
1,236.4 |
53.7 |
4.3% |
12.1 |
1.0% |
23% |
False |
True |
229,184 |
20 |
1,297.4 |
1,236.4 |
61.0 |
4.9% |
13.3 |
1.1% |
20% |
False |
True |
238,163 |
40 |
1,297.4 |
1,198.0 |
99.4 |
8.0% |
12.5 |
1.0% |
51% |
False |
False |
153,834 |
60 |
1,297.4 |
1,198.0 |
99.4 |
8.0% |
12.8 |
1.0% |
51% |
False |
False |
105,654 |
80 |
1,297.4 |
1,178.0 |
119.4 |
9.6% |
13.3 |
1.1% |
59% |
False |
False |
80,833 |
100 |
1,297.4 |
1,129.8 |
167.6 |
13.4% |
13.2 |
1.1% |
71% |
False |
False |
65,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.8 |
2.618 |
1,313.8 |
1.618 |
1,292.4 |
1.000 |
1,279.2 |
0.618 |
1,271.0 |
HIGH |
1,257.8 |
0.618 |
1,249.6 |
0.500 |
1,247.1 |
0.382 |
1,244.6 |
LOW |
1,236.4 |
0.618 |
1,223.2 |
1.000 |
1,215.0 |
1.618 |
1,201.8 |
2.618 |
1,180.4 |
4.250 |
1,145.5 |
|
|
Fisher Pivots for day following 03-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,248.0 |
1,254.4 |
PP |
1,247.6 |
1,252.4 |
S1 |
1,247.1 |
1,250.5 |
|