| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3,501.0 |
3,502.0 |
1.0 |
0.0% |
3,464.0 |
| High |
3,514.0 |
3,533.0 |
19.0 |
0.5% |
3,531.0 |
| Low |
3,494.0 |
3,500.0 |
6.0 |
0.2% |
3,450.0 |
| Close |
3,508.0 |
3,526.0 |
18.0 |
0.5% |
3,508.0 |
| Range |
20.0 |
33.0 |
13.0 |
65.0% |
81.0 |
| ATR |
39.6 |
39.1 |
-0.5 |
-1.2% |
0.0 |
| Volume |
915,839 |
731,670 |
-184,169 |
-20.1% |
5,891,503 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,618.7 |
3,605.3 |
3,544.2 |
|
| R3 |
3,585.7 |
3,572.3 |
3,535.1 |
|
| R2 |
3,552.7 |
3,552.7 |
3,532.1 |
|
| R1 |
3,539.3 |
3,539.3 |
3,529.0 |
3,546.0 |
| PP |
3,519.7 |
3,519.7 |
3,519.7 |
3,523.0 |
| S1 |
3,506.3 |
3,506.3 |
3,523.0 |
3,513.0 |
| S2 |
3,486.7 |
3,486.7 |
3,520.0 |
|
| S3 |
3,453.7 |
3,473.3 |
3,516.9 |
|
| S4 |
3,420.7 |
3,440.3 |
3,507.9 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,739.3 |
3,704.7 |
3,552.6 |
|
| R3 |
3,658.3 |
3,623.7 |
3,530.3 |
|
| R2 |
3,577.3 |
3,577.3 |
3,522.9 |
|
| R1 |
3,542.7 |
3,542.7 |
3,515.4 |
3,560.0 |
| PP |
3,496.3 |
3,496.3 |
3,496.3 |
3,505.0 |
| S1 |
3,461.7 |
3,461.7 |
3,500.6 |
3,479.0 |
| S2 |
3,415.3 |
3,415.3 |
3,493.2 |
|
| S3 |
3,334.3 |
3,380.7 |
3,485.7 |
|
| S4 |
3,253.3 |
3,299.7 |
3,463.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,533.0 |
3,494.0 |
39.0 |
1.1% |
24.4 |
0.7% |
82% |
True |
False |
909,671 |
| 10 |
3,533.0 |
3,326.0 |
207.0 |
5.9% |
37.2 |
1.1% |
97% |
True |
False |
1,126,235 |
| 20 |
3,533.0 |
3,326.0 |
207.0 |
5.9% |
38.0 |
1.1% |
97% |
True |
False |
1,024,706 |
| 40 |
3,533.0 |
3,292.0 |
241.0 |
6.8% |
34.6 |
1.0% |
97% |
True |
False |
940,024 |
| 60 |
3,533.0 |
3,135.0 |
398.0 |
11.3% |
33.8 |
1.0% |
98% |
True |
False |
634,565 |
| 80 |
3,533.0 |
3,135.0 |
398.0 |
11.3% |
32.4 |
0.9% |
98% |
True |
False |
477,613 |
| 100 |
3,533.0 |
3,060.0 |
473.0 |
13.4% |
30.4 |
0.9% |
99% |
True |
False |
382,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,673.3 |
|
2.618 |
3,619.4 |
|
1.618 |
3,586.4 |
|
1.000 |
3,566.0 |
|
0.618 |
3,553.4 |
|
HIGH |
3,533.0 |
|
0.618 |
3,520.4 |
|
0.500 |
3,516.5 |
|
0.382 |
3,512.6 |
|
LOW |
3,500.0 |
|
0.618 |
3,479.6 |
|
1.000 |
3,467.0 |
|
1.618 |
3,446.6 |
|
2.618 |
3,413.6 |
|
4.250 |
3,359.8 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,522.8 |
3,521.8 |
| PP |
3,519.7 |
3,517.7 |
| S1 |
3,516.5 |
3,513.5 |
|