Trading Metrics calculated at close of trading on 11-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,222.1 |
1,219.2 |
-2.9 |
-0.2% |
1,269.6 |
High |
1,225.8 |
1,227.7 |
1.9 |
0.2% |
1,272.4 |
Low |
1,217.5 |
1,216.9 |
-0.6 |
0.0% |
1,225.7 |
Close |
1,218.9 |
1,224.2 |
5.3 |
0.4% |
1,226.9 |
Range |
8.3 |
10.8 |
2.5 |
30.1% |
46.7 |
ATR |
13.8 |
13.6 |
-0.2 |
-1.6% |
0.0 |
Volume |
194,715 |
237,710 |
42,995 |
22.1% |
1,229,151 |
|
Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.3 |
1,250.6 |
1,230.1 |
|
R3 |
1,244.5 |
1,239.8 |
1,227.2 |
|
R2 |
1,233.7 |
1,233.7 |
1,226.2 |
|
R1 |
1,229.0 |
1,229.0 |
1,225.2 |
1,231.4 |
PP |
1,222.9 |
1,222.9 |
1,222.9 |
1,224.1 |
S1 |
1,218.2 |
1,218.2 |
1,223.2 |
1,220.6 |
S2 |
1,212.1 |
1,212.1 |
1,222.2 |
|
S3 |
1,201.3 |
1,207.4 |
1,221.2 |
|
S4 |
1,190.5 |
1,196.6 |
1,218.3 |
|
|
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 |
1,236.9 |
1,214.3 |
22.6 |
1.8% |
11.8 |
1.0% |
44% |
False |
False |
232,678 |
10 |
1,272.4 |
1,214.3 |
58.1 |
4.7% |
12.6 |
1.0% |
17% |
False |
False |
228,995 |
20 |
1,297.4 |
1,214.3 |
83.1 |
6.8% |
12.4 |
1.0% |
12% |
False |
False |
237,106 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.8% |
12.4 |
1.0% |
12% |
False |
False |
187,648 |
60 |
1,297.4 |
1,198.0 |
99.4 |
8.1% |
12.6 |
1.0% |
26% |
False |
False |
129,738 |
80 |
1,297.4 |
1,186.0 |
111.4 |
9.1% |
13.1 |
1.1% |
34% |
False |
False |
98,740 |
100 |
1,297.4 |
1,133.5 |
163.9 |
13.4% |
13.0 |
1.1% |
55% |
False |
False |
79,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.6 |
2.618 |
1,256.0 |
1.618 |
1,245.2 |
1.000 |
1,238.5 |
0.618 |
1,234.4 |
HIGH |
1,227.7 |
0.618 |
1,223.6 |
0.500 |
1,222.3 |
0.382 |
1,221.0 |
LOW |
1,216.9 |
0.618 |
1,210.2 |
1.000 |
1,206.1 |
1.618 |
1,199.4 |
2.618 |
1,188.6 |
4.250 |
1,171.0 |
|
|
Fisher Pivots for day following 11-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,223.6 |
1,223.3 |
PP |
1,222.9 |
1,222.4 |
S1 |
1,222.3 |
1,221.5 |
|