| Trading Metrics calculated at close of trading on 05-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,559.5 |
12,613.0 |
53.5 |
0.4% |
12,471.0 |
| High |
12,663.0 |
12,840.0 |
177.0 |
1.4% |
12,840.0 |
| Low |
12,544.0 |
12,590.0 |
46.0 |
0.4% |
12,442.5 |
| Close |
12,638.5 |
12,718.5 |
80.0 |
0.6% |
12,718.5 |
| Range |
119.0 |
250.0 |
131.0 |
110.1% |
397.5 |
| ATR |
116.0 |
125.6 |
9.6 |
8.2% |
0.0 |
| Volume |
78,638 |
73,969 |
-4,669 |
-5.9% |
294,164 |
|
| Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,466.2 |
13,342.3 |
12,856.0 |
|
| R3 |
13,216.2 |
13,092.3 |
12,787.3 |
|
| R2 |
12,966.2 |
12,966.2 |
12,764.3 |
|
| R1 |
12,842.3 |
12,842.3 |
12,741.4 |
12,904.3 |
| PP |
12,716.2 |
12,716.2 |
12,716.2 |
12,747.1 |
| S1 |
12,592.3 |
12,592.3 |
12,695.6 |
12,654.3 |
| S2 |
12,466.2 |
12,466.2 |
12,672.7 |
|
| S3 |
12,216.2 |
12,342.3 |
12,649.8 |
|
| S4 |
11,966.2 |
12,092.3 |
12,581.0 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,859.5 |
13,686.5 |
12,937.1 |
|
| R3 |
13,462.0 |
13,289.0 |
12,827.8 |
|
| R2 |
13,064.5 |
13,064.5 |
12,791.4 |
|
| R1 |
12,891.5 |
12,891.5 |
12,754.9 |
12,978.0 |
| PP |
12,667.0 |
12,667.0 |
12,667.0 |
12,710.3 |
| S1 |
12,494.0 |
12,494.0 |
12,682.1 |
12,580.5 |
| S2 |
12,269.5 |
12,269.5 |
12,645.6 |
|
| S3 |
11,872.0 |
12,096.5 |
12,609.2 |
|
| S4 |
11,474.5 |
11,699.0 |
12,499.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,840.0 |
12,426.0 |
414.0 |
3.3% |
116.4 |
0.9% |
71% |
True |
False |
72,228 |
| 10 |
12,840.0 |
12,031.0 |
809.0 |
6.4% |
107.7 |
0.8% |
85% |
True |
False |
74,863 |
| 20 |
12,840.0 |
11,962.5 |
877.5 |
6.9% |
118.3 |
0.9% |
86% |
True |
False |
80,236 |
| 40 |
12,840.0 |
11,878.5 |
961.5 |
7.6% |
114.9 |
0.9% |
87% |
True |
False |
74,122 |
| 60 |
12,840.0 |
11,517.0 |
1,323.0 |
10.4% |
108.6 |
0.9% |
91% |
True |
False |
49,711 |
| 80 |
12,840.0 |
11,456.0 |
1,384.0 |
10.9% |
106.6 |
0.8% |
91% |
True |
False |
37,457 |
| 100 |
12,840.0 |
11,221.5 |
1,618.5 |
12.7% |
99.0 |
0.8% |
92% |
True |
False |
29,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,902.5 |
|
2.618 |
13,494.5 |
|
1.618 |
13,244.5 |
|
1.000 |
13,090.0 |
|
0.618 |
12,994.5 |
|
HIGH |
12,840.0 |
|
0.618 |
12,744.5 |
|
0.500 |
12,715.0 |
|
0.382 |
12,685.5 |
|
LOW |
12,590.0 |
|
0.618 |
12,435.5 |
|
1.000 |
12,340.0 |
|
1.618 |
12,185.5 |
|
2.618 |
11,935.5 |
|
4.250 |
11,527.5 |
|
|
| Fisher Pivots for day following 05-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,717.3 |
12,700.3 |
| PP |
12,716.2 |
12,682.0 |
| S1 |
12,715.0 |
12,663.8 |
|