| Trading Metrics calculated at close of trading on 09-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,223.1 |
1,226.6 |
3.5 |
0.3% |
1,269.6 |
| High |
1,236.9 |
1,228.7 |
-8.2 |
-0.7% |
1,272.4 |
| Low |
1,221.0 |
1,214.3 |
-6.7 |
-0.5% |
1,225.7 |
| Close |
1,227.1 |
1,216.1 |
-11.0 |
-0.9% |
1,226.9 |
| Range |
15.9 |
14.4 |
-1.5 |
-9.4% |
46.7 |
| ATR |
14.1 |
14.1 |
0.0 |
0.1% |
0.0 |
| Volume |
201,061 |
254,020 |
52,959 |
26.3% |
1,229,151 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,262.9 |
1,253.9 |
1,224.0 |
|
| R3 |
1,248.5 |
1,239.5 |
1,220.1 |
|
| R2 |
1,234.1 |
1,234.1 |
1,218.7 |
|
| R1 |
1,225.1 |
1,225.1 |
1,217.4 |
1,222.4 |
| PP |
1,219.7 |
1,219.7 |
1,219.7 |
1,218.4 |
| S1 |
1,210.7 |
1,210.7 |
1,214.8 |
1,208.0 |
| S2 |
1,205.3 |
1,205.3 |
1,213.5 |
|
| S3 |
1,190.9 |
1,196.3 |
1,212.1 |
|
| S4 |
1,176.5 |
1,181.9 |
1,208.2 |
|
|
| 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 |
1,257.8 |
1,214.3 |
43.5 |
3.6% |
15.5 |
1.3% |
4% |
False |
True |
260,587 |
| 10 |
1,272.8 |
1,214.3 |
58.5 |
4.8% |
12.8 |
1.1% |
3% |
False |
True |
230,930 |
| 20 |
1,297.4 |
1,214.3 |
83.1 |
6.8% |
13.3 |
1.1% |
2% |
False |
True |
242,647 |
| 40 |
1,297.4 |
1,200.0 |
97.4 |
8.0% |
12.9 |
1.1% |
17% |
False |
False |
178,026 |
| 60 |
1,297.4 |
1,198.0 |
99.4 |
8.2% |
12.8 |
1.0% |
18% |
False |
False |
122,764 |
| 80 |
1,297.4 |
1,186.0 |
111.4 |
9.2% |
13.2 |
1.1% |
27% |
False |
False |
93,558 |
| 100 |
1,297.4 |
1,129.8 |
167.6 |
13.8% |
13.3 |
1.1% |
51% |
False |
False |
75,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,289.9 |
|
2.618 |
1,266.4 |
|
1.618 |
1,252.0 |
|
1.000 |
1,243.1 |
|
0.618 |
1,237.6 |
|
HIGH |
1,228.7 |
|
0.618 |
1,223.2 |
|
0.500 |
1,221.5 |
|
0.382 |
1,219.8 |
|
LOW |
1,214.3 |
|
0.618 |
1,205.4 |
|
1.000 |
1,199.9 |
|
1.618 |
1,191.0 |
|
2.618 |
1,176.6 |
|
4.250 |
1,153.1 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,221.5 |
1,225.6 |
| PP |
1,219.7 |
1,222.4 |
| S1 |
1,217.9 |
1,219.3 |
|