Trading Metrics calculated at close of trading on 05-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,238.5 |
1,228.5 |
-10.0 |
-0.8% |
1,269.6 |
High |
1,241.7 |
1,236.0 |
-5.7 |
-0.5% |
1,272.4 |
Low |
1,225.7 |
1,226.2 |
0.5 |
0.0% |
1,225.7 |
Close |
1,228.6 |
1,226.9 |
-1.7 |
-0.1% |
1,226.9 |
Range |
16.0 |
9.8 |
-6.2 |
-38.8% |
46.7 |
ATR |
14.3 |
14.0 |
-0.3 |
-2.2% |
0.0 |
Volume |
318,317 |
275,886 |
-42,431 |
-13.3% |
1,229,151 |
|
Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.1 |
1,252.8 |
1,232.3 |
|
R3 |
1,249.3 |
1,243.0 |
1,229.6 |
|
R2 |
1,239.5 |
1,239.5 |
1,228.7 |
|
R1 |
1,233.2 |
1,233.2 |
1,227.8 |
1,231.5 |
PP |
1,229.7 |
1,229.7 |
1,229.7 |
1,228.8 |
S1 |
1,223.4 |
1,223.4 |
1,226.0 |
1,221.7 |
S2 |
1,219.9 |
1,219.9 |
1,225.1 |
|
S3 |
1,210.1 |
1,213.6 |
1,224.2 |
|
S4 |
1,200.3 |
1,203.8 |
1,221.5 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.8 |
1,351.0 |
1,252.6 |
|
R3 |
1,335.1 |
1,304.3 |
1,239.7 |
|
R2 |
1,288.4 |
1,288.4 |
1,235.5 |
|
R1 |
1,257.6 |
1,257.6 |
1,231.2 |
1,249.7 |
PP |
1,241.7 |
1,241.7 |
1,241.7 |
1,237.7 |
S1 |
1,210.9 |
1,210.9 |
1,222.6 |
1,203.0 |
S2 |
1,195.0 |
1,195.0 |
1,218.3 |
|
S3 |
1,148.3 |
1,164.2 |
1,214.1 |
|
S4 |
1,101.6 |
1,117.5 |
1,201.2 |
|
|
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% |
14.2 |
1.2% |
3% |
False |
False |
245,830 |
10 |
1,280.0 |
1,225.7 |
54.3 |
4.4% |
12.9 |
1.1% |
2% |
False |
False |
241,083 |
20 |
1,297.4 |
1,225.7 |
71.7 |
5.8% |
13.4 |
1.1% |
2% |
False |
False |
247,773 |
40 |
1,297.4 |
1,198.0 |
99.4 |
8.1% |
12.6 |
1.0% |
29% |
False |
False |
167,685 |
60 |
1,297.4 |
1,198.0 |
99.4 |
8.1% |
12.8 |
1.0% |
29% |
False |
False |
115,387 |
80 |
1,297.4 |
1,183.0 |
114.4 |
9.3% |
13.3 |
1.1% |
38% |
False |
False |
88,102 |
100 |
1,297.4 |
1,129.8 |
167.6 |
13.7% |
13.2 |
1.1% |
58% |
False |
False |
71,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,277.7 |
2.618 |
1,261.7 |
1.618 |
1,251.9 |
1.000 |
1,245.8 |
0.618 |
1,242.1 |
HIGH |
1,236.0 |
0.618 |
1,232.3 |
0.500 |
1,231.1 |
0.382 |
1,229.9 |
LOW |
1,226.2 |
0.618 |
1,220.1 |
1.000 |
1,216.4 |
1.618 |
1,210.3 |
2.618 |
1,200.5 |
4.250 |
1,184.6 |
|
|
Fisher Pivots for day following 05-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,231.1 |
1,241.8 |
PP |
1,229.7 |
1,236.8 |
S1 |
1,228.3 |
1,231.9 |
|