Trading Metrics calculated at close of trading on 12-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,219.2 |
1,225.0 |
5.8 |
0.5% |
1,223.1 |
High |
1,227.7 |
1,231.6 |
3.9 |
0.3% |
1,236.9 |
Low |
1,216.9 |
1,224.4 |
7.5 |
0.6% |
1,214.3 |
Close |
1,224.2 |
1,227.7 |
3.5 |
0.3% |
1,227.7 |
Range |
10.8 |
7.2 |
-3.6 |
-33.3% |
22.6 |
ATR |
13.6 |
13.2 |
-0.4 |
-3.3% |
0.0 |
Volume |
237,710 |
199,881 |
-37,829 |
-15.9% |
1,087,387 |
|
Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.5 |
1,245.8 |
1,231.7 |
|
R3 |
1,242.3 |
1,238.6 |
1,229.7 |
|
R2 |
1,235.1 |
1,235.1 |
1,229.0 |
|
R1 |
1,231.4 |
1,231.4 |
1,228.4 |
1,233.3 |
PP |
1,227.9 |
1,227.9 |
1,227.9 |
1,228.8 |
S1 |
1,224.2 |
1,224.2 |
1,227.0 |
1,226.1 |
S2 |
1,220.7 |
1,220.7 |
1,226.4 |
|
S3 |
1,213.5 |
1,217.0 |
1,225.7 |
|
S4 |
1,206.3 |
1,209.8 |
1,223.7 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.1 |
1,283.5 |
1,240.1 |
|
R3 |
1,271.5 |
1,260.9 |
1,233.9 |
|
R2 |
1,248.9 |
1,248.9 |
1,231.8 |
|
R1 |
1,238.3 |
1,238.3 |
1,229.8 |
1,243.6 |
PP |
1,226.3 |
1,226.3 |
1,226.3 |
1,229.0 |
S1 |
1,215.7 |
1,215.7 |
1,225.6 |
1,221.0 |
S2 |
1,203.7 |
1,203.7 |
1,223.6 |
|
S3 |
1,181.1 |
1,193.1 |
1,221.5 |
|
S4 |
1,158.5 |
1,170.5 |
1,215.3 |
|
|
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% |
11.3 |
0.9% |
59% |
False |
False |
217,477 |
10 |
1,272.4 |
1,214.3 |
58.1 |
4.7% |
12.8 |
1.0% |
23% |
False |
False |
231,653 |
20 |
1,297.4 |
1,214.3 |
83.1 |
6.8% |
12.4 |
1.0% |
16% |
False |
False |
235,327 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.8% |
12.2 |
1.0% |
16% |
False |
False |
192,201 |
60 |
1,297.4 |
1,198.0 |
99.4 |
8.1% |
12.5 |
1.0% |
30% |
False |
False |
132,997 |
80 |
1,297.4 |
1,186.0 |
111.4 |
9.1% |
13.0 |
1.1% |
37% |
False |
False |
101,189 |
100 |
1,297.4 |
1,133.5 |
163.9 |
13.4% |
13.0 |
1.1% |
57% |
False |
False |
81,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,262.2 |
2.618 |
1,250.4 |
1.618 |
1,243.2 |
1.000 |
1,238.8 |
0.618 |
1,236.0 |
HIGH |
1,231.6 |
0.618 |
1,228.8 |
0.500 |
1,228.0 |
0.382 |
1,227.2 |
LOW |
1,224.4 |
0.618 |
1,220.0 |
1.000 |
1,217.2 |
1.618 |
1,212.8 |
2.618 |
1,205.6 |
4.250 |
1,193.8 |
|
|
Fisher Pivots for day following 12-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,228.0 |
1,226.6 |
PP |
1,227.9 |
1,225.4 |
S1 |
1,227.8 |
1,224.3 |
|