Trading Metrics calculated at close of trading on 09-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
Open |
3,642.0 |
3,608.0 |
-34.0 |
-0.9% |
3,502.0 |
High |
3,645.0 |
3,623.0 |
-22.0 |
-0.6% |
3,645.0 |
Low |
3,593.0 |
3,597.0 |
4.0 |
0.1% |
3,500.0 |
Close |
3,601.0 |
3,613.0 |
12.0 |
0.3% |
3,614.0 |
Range |
52.0 |
26.0 |
-26.0 |
-50.0% |
145.0 |
ATR |
42.4 |
41.2 |
-1.2 |
-2.8% |
0.0 |
Volume |
1,117,920 |
884,551 |
-233,369 |
-20.9% |
3,575,135 |
|
Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,689.0 |
3,677.0 |
3,627.3 |
|
R3 |
3,663.0 |
3,651.0 |
3,620.2 |
|
R2 |
3,637.0 |
3,637.0 |
3,617.8 |
|
R1 |
3,625.0 |
3,625.0 |
3,615.4 |
3,631.0 |
PP |
3,611.0 |
3,611.0 |
3,611.0 |
3,614.0 |
S1 |
3,599.0 |
3,599.0 |
3,610.6 |
3,605.0 |
S2 |
3,585.0 |
3,585.0 |
3,608.2 |
|
S3 |
3,559.0 |
3,573.0 |
3,605.9 |
|
S4 |
3,533.0 |
3,547.0 |
3,598.7 |
|
|
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 |
3,518.0 |
127.0 |
3.5% |
44.2 |
1.2% |
75% |
False |
False |
969,187 |
10 |
3,645.0 |
3,494.0 |
151.0 |
4.2% |
34.3 |
0.9% |
79% |
False |
False |
939,429 |
20 |
3,645.0 |
3,326.0 |
319.0 |
8.8% |
38.5 |
1.1% |
90% |
False |
False |
1,027,236 |
40 |
3,645.0 |
3,310.0 |
335.0 |
9.3% |
36.2 |
1.0% |
90% |
False |
False |
1,020,199 |
60 |
3,645.0 |
3,186.0 |
459.0 |
12.7% |
34.6 |
1.0% |
93% |
False |
False |
713,905 |
80 |
3,645.0 |
3,135.0 |
510.0 |
14.1% |
33.5 |
0.9% |
94% |
False |
False |
537,993 |
100 |
3,645.0 |
3,125.0 |
520.0 |
14.4% |
31.0 |
0.9% |
94% |
False |
False |
430,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,733.5 |
2.618 |
3,691.1 |
1.618 |
3,665.1 |
1.000 |
3,649.0 |
0.618 |
3,639.1 |
HIGH |
3,623.0 |
0.618 |
3,613.1 |
0.500 |
3,610.0 |
0.382 |
3,606.9 |
LOW |
3,597.0 |
0.618 |
3,580.9 |
1.000 |
3,571.0 |
1.618 |
3,554.9 |
2.618 |
3,528.9 |
4.250 |
3,486.5 |
|
|
Fisher Pivots for day following 09-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,612.0 |
3,610.7 |
PP |
3,611.0 |
3,608.3 |
S1 |
3,610.0 |
3,606.0 |
|