| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,471.0 |
12,517.5 |
46.5 |
0.4% |
12,305.0 |
| High |
12,541.5 |
12,548.5 |
7.0 |
0.1% |
12,518.5 |
| Low |
12,442.5 |
12,487.5 |
45.0 |
0.4% |
12,271.5 |
| Close |
12,511.5 |
12,529.0 |
17.5 |
0.1% |
12,467.5 |
| Range |
99.0 |
61.0 |
-38.0 |
-38.4% |
247.0 |
| ATR |
118.8 |
114.6 |
-4.1 |
-3.5% |
0.0 |
| Volume |
60,970 |
80,587 |
19,617 |
32.2% |
329,436 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,704.7 |
12,677.8 |
12,562.6 |
|
| R3 |
12,643.7 |
12,616.8 |
12,545.8 |
|
| R2 |
12,582.7 |
12,582.7 |
12,540.2 |
|
| R1 |
12,555.8 |
12,555.8 |
12,534.6 |
12,569.3 |
| PP |
12,521.7 |
12,521.7 |
12,521.7 |
12,528.4 |
| S1 |
12,494.8 |
12,494.8 |
12,523.4 |
12,508.3 |
| S2 |
12,460.7 |
12,460.7 |
12,517.8 |
|
| S3 |
12,399.7 |
12,433.8 |
12,512.2 |
|
| S4 |
12,338.7 |
12,372.8 |
12,495.5 |
|
|
| 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 |
12,548.5 |
12,426.0 |
122.5 |
1.0% |
64.8 |
0.5% |
84% |
True |
False |
66,883 |
| 10 |
12,548.5 |
11,962.5 |
586.0 |
4.7% |
90.7 |
0.7% |
97% |
True |
False |
77,377 |
| 20 |
12,548.5 |
11,962.5 |
586.0 |
4.7% |
112.4 |
0.9% |
97% |
True |
False |
79,839 |
| 40 |
12,548.5 |
11,878.5 |
670.0 |
5.3% |
108.8 |
0.9% |
97% |
True |
False |
70,401 |
| 60 |
12,548.5 |
11,496.0 |
1,052.5 |
8.4% |
107.7 |
0.9% |
98% |
True |
False |
47,171 |
| 80 |
12,548.5 |
11,456.0 |
1,092.5 |
8.7% |
103.8 |
0.8% |
98% |
True |
False |
35,554 |
| 100 |
12,548.5 |
11,178.0 |
1,370.5 |
10.9% |
96.3 |
0.8% |
99% |
True |
False |
28,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,807.8 |
|
2.618 |
12,708.2 |
|
1.618 |
12,647.2 |
|
1.000 |
12,609.5 |
|
0.618 |
12,586.2 |
|
HIGH |
12,548.5 |
|
0.618 |
12,525.2 |
|
0.500 |
12,518.0 |
|
0.382 |
12,510.8 |
|
LOW |
12,487.5 |
|
0.618 |
12,449.8 |
|
1.000 |
12,426.5 |
|
1.618 |
12,388.8 |
|
2.618 |
12,327.8 |
|
4.250 |
12,228.3 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,525.3 |
12,515.1 |
| PP |
12,521.7 |
12,501.2 |
| S1 |
12,518.0 |
12,487.3 |
|