Trading Metrics calculated at close of trading on 08-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,228.5 |
1,223.1 |
-5.4 |
-0.4% |
1,269.6 |
High |
1,236.0 |
1,236.9 |
0.9 |
0.1% |
1,272.4 |
Low |
1,226.2 |
1,221.0 |
-5.2 |
-0.4% |
1,225.7 |
Close |
1,226.9 |
1,227.1 |
0.2 |
0.0% |
1,226.9 |
Range |
9.8 |
15.9 |
6.1 |
62.2% |
46.7 |
ATR |
14.0 |
14.1 |
0.1 |
1.0% |
0.0 |
Volume |
275,886 |
201,061 |
-74,825 |
-27.1% |
1,229,151 |
|
Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.0 |
1,267.5 |
1,235.8 |
|
R3 |
1,260.1 |
1,251.6 |
1,231.5 |
|
R2 |
1,244.2 |
1,244.2 |
1,230.0 |
|
R1 |
1,235.7 |
1,235.7 |
1,228.6 |
1,240.0 |
PP |
1,228.3 |
1,228.3 |
1,228.3 |
1,230.5 |
S1 |
1,219.8 |
1,219.8 |
1,225.6 |
1,224.1 |
S2 |
1,212.4 |
1,212.4 |
1,224.2 |
|
S3 |
1,196.5 |
1,203.9 |
1,222.7 |
|
S4 |
1,180.6 |
1,188.0 |
1,218.4 |
|
|
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 |
1,258.8 |
1,221.0 |
37.8 |
3.1% |
13.9 |
1.1% |
16% |
False |
True |
246,085 |
10 |
1,279.9 |
1,221.0 |
58.9 |
4.8% |
13.1 |
1.1% |
10% |
False |
True |
230,905 |
20 |
1,297.4 |
1,221.0 |
76.4 |
6.2% |
13.2 |
1.1% |
8% |
False |
True |
239,055 |
40 |
1,297.4 |
1,200.0 |
97.4 |
7.9% |
12.7 |
1.0% |
28% |
False |
False |
172,241 |
60 |
1,297.4 |
1,198.0 |
99.4 |
8.1% |
12.8 |
1.0% |
29% |
False |
False |
118,613 |
80 |
1,297.4 |
1,186.0 |
111.4 |
9.1% |
13.2 |
1.1% |
37% |
False |
False |
90,508 |
100 |
1,297.4 |
1,129.8 |
167.6 |
13.7% |
13.3 |
1.1% |
58% |
False |
False |
73,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.5 |
2.618 |
1,278.5 |
1.618 |
1,262.6 |
1.000 |
1,252.8 |
0.618 |
1,246.7 |
HIGH |
1,236.9 |
0.618 |
1,230.8 |
0.500 |
1,229.0 |
0.382 |
1,227.1 |
LOW |
1,221.0 |
0.618 |
1,211.2 |
1.000 |
1,205.1 |
1.618 |
1,195.3 |
2.618 |
1,179.4 |
4.250 |
1,153.4 |
|
|
Fisher Pivots for day following 08-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,229.0 |
1,231.4 |
PP |
1,228.3 |
1,229.9 |
S1 |
1,227.7 |
1,228.5 |
|