| Trading Metrics calculated at close of trading on 04-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,517.5 |
12,559.5 |
42.0 |
0.3% |
12,305.0 |
| High |
12,548.5 |
12,663.0 |
114.5 |
0.9% |
12,518.5 |
| Low |
12,487.5 |
12,544.0 |
56.5 |
0.5% |
12,271.5 |
| Close |
12,529.0 |
12,638.5 |
109.5 |
0.9% |
12,467.5 |
| Range |
61.0 |
119.0 |
58.0 |
95.1% |
247.0 |
| ATR |
114.6 |
116.0 |
1.4 |
1.2% |
0.0 |
| Volume |
80,587 |
78,638 |
-1,949 |
-2.4% |
329,436 |
|
| Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,972.2 |
12,924.3 |
12,704.0 |
|
| R3 |
12,853.2 |
12,805.3 |
12,671.2 |
|
| R2 |
12,734.2 |
12,734.2 |
12,660.3 |
|
| R1 |
12,686.3 |
12,686.3 |
12,649.4 |
12,710.3 |
| PP |
12,615.2 |
12,615.2 |
12,615.2 |
12,627.1 |
| S1 |
12,567.3 |
12,567.3 |
12,627.6 |
12,591.3 |
| S2 |
12,496.2 |
12,496.2 |
12,616.7 |
|
| S3 |
12,377.2 |
12,448.3 |
12,605.8 |
|
| S4 |
12,258.2 |
12,329.3 |
12,573.1 |
|
|
| 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 |
12,663.0 |
12,426.0 |
237.0 |
1.9% |
76.7 |
0.6% |
90% |
True |
False |
69,792 |
| 10 |
12,663.0 |
11,962.5 |
700.5 |
5.5% |
95.0 |
0.8% |
97% |
True |
False |
76,961 |
| 20 |
12,663.0 |
11,962.5 |
700.5 |
5.5% |
109.5 |
0.9% |
97% |
True |
False |
80,615 |
| 40 |
12,663.0 |
11,878.5 |
784.5 |
6.2% |
109.9 |
0.9% |
97% |
True |
False |
72,329 |
| 60 |
12,663.0 |
11,496.0 |
1,167.0 |
9.2% |
106.5 |
0.8% |
98% |
True |
False |
48,479 |
| 80 |
12,663.0 |
11,456.0 |
1,207.0 |
9.6% |
104.0 |
0.8% |
98% |
True |
False |
36,536 |
| 100 |
12,663.0 |
11,178.0 |
1,485.0 |
11.7% |
97.0 |
0.8% |
98% |
True |
False |
29,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,168.8 |
|
2.618 |
12,974.5 |
|
1.618 |
12,855.5 |
|
1.000 |
12,782.0 |
|
0.618 |
12,736.5 |
|
HIGH |
12,663.0 |
|
0.618 |
12,617.5 |
|
0.500 |
12,603.5 |
|
0.382 |
12,589.5 |
|
LOW |
12,544.0 |
|
0.618 |
12,470.5 |
|
1.000 |
12,425.0 |
|
1.618 |
12,351.5 |
|
2.618 |
12,232.5 |
|
4.250 |
12,038.3 |
|
|
| Fisher Pivots for day following 04-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,626.8 |
12,609.9 |
| PP |
12,615.2 |
12,581.3 |
| S1 |
12,603.5 |
12,552.8 |
|