Trading Metrics calculated at close of trading on 04-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,257.8 |
1,238.5 |
-19.3 |
-1.5% |
1,280.0 |
High |
1,257.8 |
1,241.7 |
-16.1 |
-1.3% |
1,280.0 |
Low |
1,236.4 |
1,225.7 |
-10.7 |
-0.9% |
1,260.7 |
Close |
1,248.5 |
1,228.6 |
-19.9 |
-1.6% |
1,268.3 |
Range |
21.4 |
16.0 |
-5.4 |
-25.2% |
19.3 |
ATR |
13.6 |
14.3 |
0.7 |
4.8% |
0.0 |
Volume |
253,653 |
318,317 |
64,664 |
25.5% |
1,181,685 |
|
Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.0 |
1,270.3 |
1,237.4 |
|
R3 |
1,264.0 |
1,254.3 |
1,233.0 |
|
R2 |
1,248.0 |
1,248.0 |
1,231.5 |
|
R1 |
1,238.3 |
1,238.3 |
1,230.1 |
1,235.2 |
PP |
1,232.0 |
1,232.0 |
1,232.0 |
1,230.4 |
S1 |
1,222.3 |
1,222.3 |
1,227.1 |
1,219.2 |
S2 |
1,216.0 |
1,216.0 |
1,225.7 |
|
S3 |
1,200.0 |
1,206.3 |
1,224.2 |
|
S4 |
1,184.0 |
1,190.3 |
1,219.8 |
|
|
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 |
1,225.7 |
46.7 |
3.8% |
13.4 |
1.1% |
6% |
False |
True |
225,311 |
10 |
1,290.1 |
1,225.7 |
64.4 |
5.2% |
12.9 |
1.1% |
5% |
False |
True |
236,454 |
20 |
1,297.4 |
1,225.7 |
71.7 |
5.8% |
13.4 |
1.1% |
4% |
False |
True |
242,242 |
40 |
1,297.4 |
1,198.0 |
99.4 |
8.1% |
12.6 |
1.0% |
31% |
False |
False |
161,364 |
60 |
1,297.4 |
1,198.0 |
99.4 |
8.1% |
12.9 |
1.1% |
31% |
False |
False |
110,844 |
80 |
1,297.4 |
1,183.0 |
114.4 |
9.3% |
13.3 |
1.1% |
40% |
False |
False |
84,748 |
100 |
1,297.4 |
1,129.8 |
167.6 |
13.6% |
13.3 |
1.1% |
59% |
False |
False |
68,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,309.7 |
2.618 |
1,283.6 |
1.618 |
1,267.6 |
1.000 |
1,257.7 |
0.618 |
1,251.6 |
HIGH |
1,241.7 |
0.618 |
1,235.6 |
0.500 |
1,233.7 |
0.382 |
1,231.8 |
LOW |
1,225.7 |
0.618 |
1,215.8 |
1.000 |
1,209.7 |
1.618 |
1,199.8 |
2.618 |
1,183.8 |
4.250 |
1,157.7 |
|
|
Fisher Pivots for day following 04-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,233.7 |
1,242.3 |
PP |
1,232.0 |
1,237.7 |
S1 |
1,230.3 |
1,233.2 |
|