| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,454.0 |
12,471.0 |
17.0 |
0.1% |
12,305.0 |
| High |
12,479.0 |
12,541.5 |
62.5 |
0.5% |
12,518.5 |
| Low |
12,426.0 |
12,442.5 |
16.5 |
0.1% |
12,271.5 |
| Close |
12,467.5 |
12,511.5 |
44.0 |
0.4% |
12,467.5 |
| Range |
53.0 |
99.0 |
46.0 |
86.8% |
247.0 |
| ATR |
120.3 |
118.8 |
-1.5 |
-1.3% |
0.0 |
| Volume |
66,978 |
60,970 |
-6,008 |
-9.0% |
329,436 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,795.5 |
12,752.5 |
12,566.0 |
|
| R3 |
12,696.5 |
12,653.5 |
12,538.7 |
|
| R2 |
12,597.5 |
12,597.5 |
12,529.7 |
|
| R1 |
12,554.5 |
12,554.5 |
12,520.6 |
12,576.0 |
| PP |
12,498.5 |
12,498.5 |
12,498.5 |
12,509.3 |
| S1 |
12,455.5 |
12,455.5 |
12,502.4 |
12,477.0 |
| S2 |
12,399.5 |
12,399.5 |
12,493.4 |
|
| S3 |
12,300.5 |
12,356.5 |
12,484.3 |
|
| S4 |
12,201.5 |
12,257.5 |
12,457.1 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,160.2 |
13,060.8 |
12,603.4 |
|
| R3 |
12,913.2 |
12,813.8 |
12,535.4 |
|
| R2 |
12,666.2 |
12,666.2 |
12,512.8 |
|
| R1 |
12,566.8 |
12,566.8 |
12,490.1 |
12,616.5 |
| PP |
12,419.2 |
12,419.2 |
12,419.2 |
12,444.0 |
| S1 |
12,319.8 |
12,319.8 |
12,444.9 |
12,369.5 |
| S2 |
12,172.2 |
12,172.2 |
12,422.2 |
|
| S3 |
11,925.2 |
12,072.8 |
12,399.6 |
|
| S4 |
11,678.2 |
11,825.8 |
12,331.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,541.5 |
12,426.0 |
115.5 |
0.9% |
66.3 |
0.5% |
74% |
True |
False |
62,921 |
| 10 |
12,541.5 |
11,962.5 |
579.0 |
4.6% |
107.6 |
0.9% |
95% |
True |
False |
76,115 |
| 20 |
12,541.5 |
11,962.5 |
579.0 |
4.6% |
115.7 |
0.9% |
95% |
True |
False |
80,145 |
| 40 |
12,541.5 |
11,878.5 |
663.0 |
5.3% |
108.8 |
0.9% |
95% |
True |
False |
68,415 |
| 60 |
12,541.5 |
11,496.0 |
1,045.5 |
8.4% |
107.6 |
0.9% |
97% |
True |
False |
45,830 |
| 80 |
12,541.5 |
11,456.0 |
1,085.5 |
8.7% |
103.9 |
0.8% |
97% |
True |
False |
34,549 |
| 100 |
12,541.5 |
11,050.0 |
1,491.5 |
11.9% |
97.3 |
0.8% |
98% |
True |
False |
27,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,962.3 |
|
2.618 |
12,800.7 |
|
1.618 |
12,701.7 |
|
1.000 |
12,640.5 |
|
0.618 |
12,602.7 |
|
HIGH |
12,541.5 |
|
0.618 |
12,503.7 |
|
0.500 |
12,492.0 |
|
0.382 |
12,480.3 |
|
LOW |
12,442.5 |
|
0.618 |
12,381.3 |
|
1.000 |
12,343.5 |
|
1.618 |
12,282.3 |
|
2.618 |
12,183.3 |
|
4.250 |
12,021.8 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,505.0 |
12,502.3 |
| PP |
12,498.5 |
12,493.0 |
| S1 |
12,492.0 |
12,483.8 |
|