Trading Metrics calculated at close of trading on 10-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
Open |
3,608.0 |
3,603.0 |
-5.0 |
-0.1% |
3,502.0 |
High |
3,623.0 |
3,614.0 |
-9.0 |
-0.2% |
3,645.0 |
Low |
3,597.0 |
3,595.0 |
-2.0 |
-0.1% |
3,500.0 |
Close |
3,613.0 |
3,606.0 |
-7.0 |
-0.2% |
3,614.0 |
Range |
26.0 |
19.0 |
-7.0 |
-26.9% |
145.0 |
ATR |
41.2 |
39.6 |
-1.6 |
-3.8% |
0.0 |
Volume |
884,551 |
820,140 |
-64,411 |
-7.3% |
3,575,135 |
|
Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,662.0 |
3,653.0 |
3,616.5 |
|
R3 |
3,643.0 |
3,634.0 |
3,611.2 |
|
R2 |
3,624.0 |
3,624.0 |
3,609.5 |
|
R1 |
3,615.0 |
3,615.0 |
3,607.7 |
3,619.5 |
PP |
3,605.0 |
3,605.0 |
3,605.0 |
3,607.3 |
S1 |
3,596.0 |
3,596.0 |
3,604.3 |
3,600.5 |
S2 |
3,586.0 |
3,586.0 |
3,602.5 |
|
S3 |
3,567.0 |
3,577.0 |
3,600.8 |
|
S4 |
3,548.0 |
3,558.0 |
3,595.6 |
|
|
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 |
3,539.0 |
106.0 |
2.9% |
43.8 |
1.2% |
63% |
False |
False |
1,007,836 |
10 |
3,645.0 |
3,494.0 |
151.0 |
4.2% |
34.1 |
0.9% |
74% |
False |
False |
909,424 |
20 |
3,645.0 |
3,326.0 |
319.0 |
8.8% |
37.7 |
1.0% |
88% |
False |
False |
1,025,526 |
40 |
3,645.0 |
3,310.0 |
335.0 |
9.3% |
35.8 |
1.0% |
88% |
False |
False |
1,013,744 |
60 |
3,645.0 |
3,197.0 |
448.0 |
12.4% |
34.5 |
1.0% |
91% |
False |
False |
727,563 |
80 |
3,645.0 |
3,135.0 |
510.0 |
14.1% |
33.4 |
0.9% |
92% |
False |
False |
547,999 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.1% |
30.8 |
0.9% |
92% |
False |
False |
439,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,694.8 |
2.618 |
3,663.7 |
1.618 |
3,644.7 |
1.000 |
3,633.0 |
0.618 |
3,625.7 |
HIGH |
3,614.0 |
0.618 |
3,606.7 |
0.500 |
3,604.5 |
0.382 |
3,602.3 |
LOW |
3,595.0 |
0.618 |
3,583.3 |
1.000 |
3,576.0 |
1.618 |
3,564.3 |
2.618 |
3,545.3 |
4.250 |
3,514.3 |
|
|
Fisher Pivots for day following 10-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,605.5 |
3,619.0 |
PP |
3,605.0 |
3,614.7 |
S1 |
3,604.5 |
3,610.3 |
|