Trading Metrics calculated at close of trading on 03-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
Open |
3,502.0 |
3,526.0 |
24.0 |
0.7% |
3,464.0 |
High |
3,533.0 |
3,539.0 |
6.0 |
0.2% |
3,531.0 |
Low |
3,500.0 |
3,518.0 |
18.0 |
0.5% |
3,450.0 |
Close |
3,526.0 |
3,531.0 |
5.0 |
0.1% |
3,508.0 |
Range |
33.0 |
21.0 |
-12.0 |
-36.4% |
81.0 |
ATR |
39.1 |
37.8 |
-1.3 |
-3.3% |
0.0 |
Volume |
731,670 |
626,893 |
-104,777 |
-14.3% |
5,891,503 |
|
Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,592.3 |
3,582.7 |
3,542.6 |
|
R3 |
3,571.3 |
3,561.7 |
3,536.8 |
|
R2 |
3,550.3 |
3,550.3 |
3,534.9 |
|
R1 |
3,540.7 |
3,540.7 |
3,532.9 |
3,545.5 |
PP |
3,529.3 |
3,529.3 |
3,529.3 |
3,531.8 |
S1 |
3,519.7 |
3,519.7 |
3,529.1 |
3,524.5 |
S2 |
3,508.3 |
3,508.3 |
3,527.2 |
|
S3 |
3,487.3 |
3,498.7 |
3,525.2 |
|
S4 |
3,466.3 |
3,477.7 |
3,519.5 |
|
|
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 |
3,539.0 |
3,494.0 |
45.0 |
1.3% |
24.4 |
0.7% |
82% |
True |
False |
811,013 |
10 |
3,539.0 |
3,335.0 |
204.0 |
5.8% |
32.3 |
0.9% |
96% |
True |
False |
1,063,139 |
20 |
3,539.0 |
3,326.0 |
213.0 |
6.0% |
37.0 |
1.0% |
96% |
True |
False |
1,002,573 |
40 |
3,539.0 |
3,295.0 |
244.0 |
6.9% |
34.0 |
1.0% |
97% |
True |
False |
954,707 |
60 |
3,539.0 |
3,135.0 |
404.0 |
11.4% |
33.8 |
1.0% |
98% |
True |
False |
645,007 |
80 |
3,539.0 |
3,135.0 |
404.0 |
11.4% |
32.4 |
0.9% |
98% |
True |
False |
485,448 |
100 |
3,539.0 |
3,089.0 |
450.0 |
12.7% |
30.2 |
0.9% |
98% |
True |
False |
389,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,628.3 |
2.618 |
3,594.0 |
1.618 |
3,573.0 |
1.000 |
3,560.0 |
0.618 |
3,552.0 |
HIGH |
3,539.0 |
0.618 |
3,531.0 |
0.500 |
3,528.5 |
0.382 |
3,526.0 |
LOW |
3,518.0 |
0.618 |
3,505.0 |
1.000 |
3,497.0 |
1.618 |
3,484.0 |
2.618 |
3,463.0 |
4.250 |
3,428.8 |
|
|
Fisher Pivots for day following 03-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,530.2 |
3,526.2 |
PP |
3,529.3 |
3,521.3 |
S1 |
3,528.5 |
3,516.5 |
|