Trading Metrics calculated at close of trading on 12-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
Open |
3,612.0 |
3,591.0 |
-21.0 |
-0.6% |
3,642.0 |
High |
3,616.0 |
3,611.0 |
-5.0 |
-0.1% |
3,645.0 |
Low |
3,571.0 |
3,585.0 |
14.0 |
0.4% |
3,571.0 |
Close |
3,585.0 |
3,601.0 |
16.0 |
0.4% |
3,601.0 |
Range |
45.0 |
26.0 |
-19.0 |
-42.2% |
74.0 |
ATR |
40.0 |
39.0 |
-1.0 |
-2.5% |
0.0 |
Volume |
1,205,020 |
720,852 |
-484,168 |
-40.2% |
4,748,483 |
|
Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,677.0 |
3,665.0 |
3,615.3 |
|
R3 |
3,651.0 |
3,639.0 |
3,608.2 |
|
R2 |
3,625.0 |
3,625.0 |
3,605.8 |
|
R1 |
3,613.0 |
3,613.0 |
3,603.4 |
3,619.0 |
PP |
3,599.0 |
3,599.0 |
3,599.0 |
3,602.0 |
S1 |
3,587.0 |
3,587.0 |
3,598.6 |
3,593.0 |
S2 |
3,573.0 |
3,573.0 |
3,596.2 |
|
S3 |
3,547.0 |
3,561.0 |
3,593.9 |
|
S4 |
3,521.0 |
3,535.0 |
3,586.7 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,827.7 |
3,788.3 |
3,641.7 |
|
R3 |
3,753.7 |
3,714.3 |
3,621.4 |
|
R2 |
3,679.7 |
3,679.7 |
3,614.6 |
|
R1 |
3,640.3 |
3,640.3 |
3,607.8 |
3,623.0 |
PP |
3,605.7 |
3,605.7 |
3,605.7 |
3,597.0 |
S1 |
3,566.3 |
3,566.3 |
3,594.2 |
3,549.0 |
S2 |
3,531.7 |
3,531.7 |
3,587.4 |
|
S3 |
3,457.7 |
3,492.3 |
3,580.7 |
|
S4 |
3,383.7 |
3,418.3 |
3,560.3 |
|
|
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 |
3,571.0 |
74.0 |
2.1% |
33.6 |
0.9% |
41% |
False |
False |
949,696 |
10 |
3,645.0 |
3,494.0 |
151.0 |
4.2% |
36.4 |
1.0% |
71% |
False |
False |
923,945 |
20 |
3,645.0 |
3,326.0 |
319.0 |
8.9% |
37.8 |
1.0% |
86% |
False |
False |
1,029,311 |
40 |
3,645.0 |
3,320.0 |
325.0 |
9.0% |
36.3 |
1.0% |
86% |
False |
False |
985,804 |
60 |
3,645.0 |
3,200.0 |
445.0 |
12.4% |
34.6 |
1.0% |
90% |
False |
False |
759,432 |
80 |
3,645.0 |
3,135.0 |
510.0 |
14.2% |
33.7 |
0.9% |
91% |
False |
False |
571,555 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.2% |
31.1 |
0.9% |
91% |
False |
False |
458,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,721.5 |
2.618 |
3,679.1 |
1.618 |
3,653.1 |
1.000 |
3,637.0 |
0.618 |
3,627.1 |
HIGH |
3,611.0 |
0.618 |
3,601.1 |
0.500 |
3,598.0 |
0.382 |
3,594.9 |
LOW |
3,585.0 |
0.618 |
3,568.9 |
1.000 |
3,559.0 |
1.618 |
3,542.9 |
2.618 |
3,516.9 |
4.250 |
3,474.5 |
|
|
Fisher Pivots for day following 12-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,600.0 |
3,598.5 |
PP |
3,599.0 |
3,596.0 |
S1 |
3,598.0 |
3,593.5 |
|