Trading Metrics calculated at close of trading on 11-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
Open |
3,603.0 |
3,612.0 |
9.0 |
0.2% |
3,502.0 |
High |
3,614.0 |
3,616.0 |
2.0 |
0.1% |
3,645.0 |
Low |
3,595.0 |
3,571.0 |
-24.0 |
-0.7% |
3,500.0 |
Close |
3,606.0 |
3,585.0 |
-21.0 |
-0.6% |
3,614.0 |
Range |
19.0 |
45.0 |
26.0 |
136.8% |
145.0 |
ATR |
39.6 |
40.0 |
0.4 |
1.0% |
0.0 |
Volume |
820,140 |
1,205,020 |
384,880 |
46.9% |
3,575,135 |
|
Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,725.7 |
3,700.3 |
3,609.8 |
|
R3 |
3,680.7 |
3,655.3 |
3,597.4 |
|
R2 |
3,635.7 |
3,635.7 |
3,593.3 |
|
R1 |
3,610.3 |
3,610.3 |
3,589.1 |
3,600.5 |
PP |
3,590.7 |
3,590.7 |
3,590.7 |
3,585.8 |
S1 |
3,565.3 |
3,565.3 |
3,580.9 |
3,555.5 |
S2 |
3,545.7 |
3,545.7 |
3,576.8 |
|
S3 |
3,500.7 |
3,520.3 |
3,572.6 |
|
S4 |
3,455.7 |
3,475.3 |
3,560.3 |
|
|
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 |
3,567.0 |
78.0 |
2.2% |
44.0 |
1.2% |
23% |
False |
False |
1,036,193 |
10 |
3,645.0 |
3,494.0 |
151.0 |
4.2% |
35.7 |
1.0% |
60% |
False |
False |
931,265 |
20 |
3,645.0 |
3,326.0 |
319.0 |
8.9% |
38.5 |
1.1% |
81% |
False |
False |
1,055,134 |
40 |
3,645.0 |
3,310.0 |
335.0 |
9.3% |
36.6 |
1.0% |
82% |
False |
False |
999,001 |
60 |
3,645.0 |
3,200.0 |
445.0 |
12.4% |
34.6 |
1.0% |
87% |
False |
False |
747,596 |
80 |
3,645.0 |
3,135.0 |
510.0 |
14.2% |
33.8 |
0.9% |
88% |
False |
False |
562,611 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.2% |
30.9 |
0.9% |
88% |
False |
False |
451,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,807.3 |
2.618 |
3,733.8 |
1.618 |
3,688.8 |
1.000 |
3,661.0 |
0.618 |
3,643.8 |
HIGH |
3,616.0 |
0.618 |
3,598.8 |
0.500 |
3,593.5 |
0.382 |
3,588.2 |
LOW |
3,571.0 |
0.618 |
3,543.2 |
1.000 |
3,526.0 |
1.618 |
3,498.2 |
2.618 |
3,453.2 |
4.250 |
3,379.8 |
|
|
Fisher Pivots for day following 11-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,593.5 |
3,597.0 |
PP |
3,590.7 |
3,593.0 |
S1 |
3,587.8 |
3,589.0 |
|