Trading Metrics calculated at close of trading on 04-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
Open |
3,526.0 |
3,541.0 |
15.0 |
0.4% |
3,464.0 |
High |
3,539.0 |
3,583.0 |
44.0 |
1.2% |
3,531.0 |
Low |
3,518.0 |
3,539.0 |
21.0 |
0.6% |
3,450.0 |
Close |
3,531.0 |
3,576.0 |
45.0 |
1.3% |
3,508.0 |
Range |
21.0 |
44.0 |
23.0 |
109.5% |
81.0 |
ATR |
37.8 |
38.8 |
1.0 |
2.7% |
0.0 |
Volume |
626,893 |
1,063,238 |
436,345 |
69.6% |
5,891,503 |
|
Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,698.0 |
3,681.0 |
3,600.2 |
|
R3 |
3,654.0 |
3,637.0 |
3,588.1 |
|
R2 |
3,610.0 |
3,610.0 |
3,584.1 |
|
R1 |
3,593.0 |
3,593.0 |
3,580.0 |
3,601.5 |
PP |
3,566.0 |
3,566.0 |
3,566.0 |
3,570.3 |
S1 |
3,549.0 |
3,549.0 |
3,572.0 |
3,557.5 |
S2 |
3,522.0 |
3,522.0 |
3,567.9 |
|
S3 |
3,478.0 |
3,505.0 |
3,563.9 |
|
S4 |
3,434.0 |
3,461.0 |
3,551.8 |
|
|
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 |
3,583.0 |
3,494.0 |
89.0 |
2.5% |
27.4 |
0.8% |
92% |
True |
False |
826,338 |
10 |
3,583.0 |
3,338.0 |
245.0 |
6.9% |
34.2 |
1.0% |
97% |
True |
False |
1,085,362 |
20 |
3,583.0 |
3,326.0 |
257.0 |
7.2% |
36.6 |
1.0% |
97% |
True |
False |
1,001,344 |
40 |
3,583.0 |
3,295.0 |
288.0 |
8.1% |
34.6 |
1.0% |
98% |
True |
False |
980,517 |
60 |
3,583.0 |
3,135.0 |
448.0 |
12.5% |
33.7 |
0.9% |
98% |
True |
False |
662,685 |
80 |
3,583.0 |
3,135.0 |
448.0 |
12.5% |
32.5 |
0.9% |
98% |
True |
False |
498,674 |
100 |
3,583.0 |
3,095.0 |
488.0 |
13.6% |
30.3 |
0.8% |
99% |
True |
False |
399,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,770.0 |
2.618 |
3,698.2 |
1.618 |
3,654.2 |
1.000 |
3,627.0 |
0.618 |
3,610.2 |
HIGH |
3,583.0 |
0.618 |
3,566.2 |
0.500 |
3,561.0 |
0.382 |
3,555.8 |
LOW |
3,539.0 |
0.618 |
3,511.8 |
1.000 |
3,495.0 |
1.618 |
3,467.8 |
2.618 |
3,423.8 |
4.250 |
3,352.0 |
|
|
Fisher Pivots for day following 04-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,571.0 |
3,564.5 |
PP |
3,566.0 |
3,553.0 |
S1 |
3,561.0 |
3,541.5 |
|