Trading Metrics calculated at close of trading on 10-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,226.6 |
1,222.1 |
-4.5 |
-0.4% |
1,269.6 |
High |
1,228.7 |
1,225.8 |
-2.9 |
-0.2% |
1,272.4 |
Low |
1,214.3 |
1,217.5 |
3.2 |
0.3% |
1,225.7 |
Close |
1,216.1 |
1,218.9 |
2.8 |
0.2% |
1,226.9 |
Range |
14.4 |
8.3 |
-6.1 |
-42.4% |
46.7 |
ATR |
14.1 |
13.8 |
-0.3 |
-2.2% |
0.0 |
Volume |
254,020 |
194,715 |
-59,305 |
-23.3% |
1,229,151 |
|
Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.6 |
1,240.6 |
1,223.5 |
|
R3 |
1,237.3 |
1,232.3 |
1,221.2 |
|
R2 |
1,229.0 |
1,229.0 |
1,220.4 |
|
R1 |
1,224.0 |
1,224.0 |
1,219.7 |
1,222.4 |
PP |
1,220.7 |
1,220.7 |
1,220.7 |
1,219.9 |
S1 |
1,215.7 |
1,215.7 |
1,218.1 |
1,214.1 |
S2 |
1,212.4 |
1,212.4 |
1,217.4 |
|
S3 |
1,204.1 |
1,207.4 |
1,216.6 |
|
S4 |
1,195.8 |
1,199.1 |
1,214.3 |
|
|
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 |
1,241.7 |
1,214.3 |
27.4 |
2.2% |
12.9 |
1.1% |
17% |
False |
False |
248,799 |
10 |
1,272.4 |
1,214.3 |
58.1 |
4.8% |
12.5 |
1.0% |
8% |
False |
False |
226,297 |
20 |
1,297.4 |
1,214.3 |
83.1 |
6.8% |
12.6 |
1.0% |
6% |
False |
False |
237,775 |
40 |
1,297.4 |
1,200.0 |
97.4 |
8.0% |
12.8 |
1.0% |
19% |
False |
False |
182,209 |
60 |
1,297.4 |
1,198.0 |
99.4 |
8.2% |
12.7 |
1.0% |
21% |
False |
False |
125,945 |
80 |
1,297.4 |
1,186.0 |
111.4 |
9.1% |
13.2 |
1.1% |
30% |
False |
False |
95,847 |
100 |
1,297.4 |
1,129.8 |
167.6 |
13.8% |
13.1 |
1.1% |
53% |
False |
False |
77,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,261.1 |
2.618 |
1,247.5 |
1.618 |
1,239.2 |
1.000 |
1,234.1 |
0.618 |
1,230.9 |
HIGH |
1,225.8 |
0.618 |
1,222.6 |
0.500 |
1,221.7 |
0.382 |
1,220.7 |
LOW |
1,217.5 |
0.618 |
1,212.4 |
1.000 |
1,209.2 |
1.618 |
1,204.1 |
2.618 |
1,195.8 |
4.250 |
1,182.2 |
|
|
Fisher Pivots for day following 10-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,221.7 |
1,225.6 |
PP |
1,220.7 |
1,223.4 |
S1 |
1,219.8 |
1,221.1 |
|