Trading Metrics calculated at close of trading on 05-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
Open |
3,541.0 |
3,571.0 |
30.0 |
0.8% |
3,502.0 |
High |
3,583.0 |
3,645.0 |
62.0 |
1.7% |
3,645.0 |
Low |
3,539.0 |
3,567.0 |
28.0 |
0.8% |
3,500.0 |
Close |
3,576.0 |
3,614.0 |
38.0 |
1.1% |
3,614.0 |
Range |
44.0 |
78.0 |
34.0 |
77.3% |
145.0 |
ATR |
38.8 |
41.6 |
2.8 |
7.2% |
0.0 |
Volume |
1,063,238 |
1,153,334 |
90,096 |
8.5% |
3,575,135 |
|
Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,842.7 |
3,806.3 |
3,656.9 |
|
R3 |
3,764.7 |
3,728.3 |
3,635.5 |
|
R2 |
3,686.7 |
3,686.7 |
3,628.3 |
|
R1 |
3,650.3 |
3,650.3 |
3,621.2 |
3,668.5 |
PP |
3,608.7 |
3,608.7 |
3,608.7 |
3,617.8 |
S1 |
3,572.3 |
3,572.3 |
3,606.9 |
3,590.5 |
S2 |
3,530.7 |
3,530.7 |
3,599.7 |
|
S3 |
3,452.7 |
3,494.3 |
3,592.6 |
|
S4 |
3,374.7 |
3,416.3 |
3,571.1 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,021.3 |
3,962.7 |
3,693.8 |
|
R3 |
3,876.3 |
3,817.7 |
3,653.9 |
|
R2 |
3,731.3 |
3,731.3 |
3,640.6 |
|
R1 |
3,672.7 |
3,672.7 |
3,627.3 |
3,702.0 |
PP |
3,586.3 |
3,586.3 |
3,586.3 |
3,601.0 |
S1 |
3,527.7 |
3,527.7 |
3,600.7 |
3,557.0 |
S2 |
3,441.3 |
3,441.3 |
3,587.4 |
|
S3 |
3,296.3 |
3,382.7 |
3,574.1 |
|
S4 |
3,151.3 |
3,237.7 |
3,534.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,645.0 |
3,494.0 |
151.0 |
4.2% |
39.2 |
1.1% |
79% |
True |
False |
898,194 |
10 |
3,645.0 |
3,352.0 |
293.0 |
8.1% |
37.5 |
1.0% |
89% |
True |
False |
1,085,438 |
20 |
3,645.0 |
3,326.0 |
319.0 |
8.8% |
39.2 |
1.1% |
90% |
True |
False |
1,023,750 |
40 |
3,645.0 |
3,296.0 |
349.0 |
9.7% |
35.9 |
1.0% |
91% |
True |
False |
999,234 |
60 |
3,645.0 |
3,135.0 |
510.0 |
14.1% |
34.4 |
1.0% |
94% |
True |
False |
681,837 |
80 |
3,645.0 |
3,135.0 |
510.0 |
14.1% |
33.2 |
0.9% |
94% |
True |
False |
513,089 |
100 |
3,645.0 |
3,107.0 |
538.0 |
14.9% |
30.9 |
0.9% |
94% |
True |
False |
411,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,976.5 |
2.618 |
3,849.2 |
1.618 |
3,771.2 |
1.000 |
3,723.0 |
0.618 |
3,693.2 |
HIGH |
3,645.0 |
0.618 |
3,615.2 |
0.500 |
3,606.0 |
0.382 |
3,596.8 |
LOW |
3,567.0 |
0.618 |
3,518.8 |
1.000 |
3,489.0 |
1.618 |
3,440.8 |
2.618 |
3,362.8 |
4.250 |
3,235.5 |
|
|
Fisher Pivots for day following 05-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,611.3 |
3,603.2 |
PP |
3,608.7 |
3,592.3 |
S1 |
3,606.0 |
3,581.5 |
|