Trading Metrics calculated at close of trading on 08-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
Open |
3,571.0 |
3,642.0 |
71.0 |
2.0% |
3,502.0 |
High |
3,645.0 |
3,645.0 |
0.0 |
0.0% |
3,645.0 |
Low |
3,567.0 |
3,593.0 |
26.0 |
0.7% |
3,500.0 |
Close |
3,614.0 |
3,601.0 |
-13.0 |
-0.4% |
3,614.0 |
Range |
78.0 |
52.0 |
-26.0 |
-33.3% |
145.0 |
ATR |
41.6 |
42.4 |
0.7 |
1.8% |
0.0 |
Volume |
1,153,334 |
1,117,920 |
-35,414 |
-3.1% |
3,575,135 |
|
Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,769.0 |
3,737.0 |
3,629.6 |
|
R3 |
3,717.0 |
3,685.0 |
3,615.3 |
|
R2 |
3,665.0 |
3,665.0 |
3,610.5 |
|
R1 |
3,633.0 |
3,633.0 |
3,605.8 |
3,623.0 |
PP |
3,613.0 |
3,613.0 |
3,613.0 |
3,608.0 |
S1 |
3,581.0 |
3,581.0 |
3,596.2 |
3,571.0 |
S2 |
3,561.0 |
3,561.0 |
3,591.5 |
|
S3 |
3,509.0 |
3,529.0 |
3,586.7 |
|
S4 |
3,457.0 |
3,477.0 |
3,572.4 |
|
|
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 |
3,500.0 |
145.0 |
4.0% |
45.6 |
1.3% |
70% |
True |
False |
938,611 |
10 |
3,645.0 |
3,450.0 |
195.0 |
5.4% |
38.8 |
1.1% |
77% |
True |
False |
1,058,455 |
20 |
3,645.0 |
3,326.0 |
319.0 |
8.9% |
39.7 |
1.1% |
86% |
True |
False |
1,033,513 |
40 |
3,645.0 |
3,300.0 |
345.0 |
9.6% |
36.6 |
1.0% |
87% |
True |
False |
1,018,545 |
60 |
3,645.0 |
3,165.0 |
480.0 |
13.3% |
34.7 |
1.0% |
91% |
True |
False |
699,619 |
80 |
3,645.0 |
3,135.0 |
510.0 |
14.2% |
33.4 |
0.9% |
91% |
True |
False |
527,062 |
100 |
3,645.0 |
3,116.0 |
529.0 |
14.7% |
31.0 |
0.9% |
92% |
True |
False |
422,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,866.0 |
2.618 |
3,781.1 |
1.618 |
3,729.1 |
1.000 |
3,697.0 |
0.618 |
3,677.1 |
HIGH |
3,645.0 |
0.618 |
3,625.1 |
0.500 |
3,619.0 |
0.382 |
3,612.9 |
LOW |
3,593.0 |
0.618 |
3,560.9 |
1.000 |
3,541.0 |
1.618 |
3,508.9 |
2.618 |
3,456.9 |
4.250 |
3,372.0 |
|
|
Fisher Pivots for day following 08-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,619.0 |
3,598.0 |
PP |
3,613.0 |
3,595.0 |
S1 |
3,607.0 |
3,592.0 |
|