| 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 |
12,769.0 |
12,720.0 |
-49.0 |
-0.4% |
12,811.5 |
| High |
12,780.5 |
12,790.5 |
10.0 |
0.1% |
12,820.5 |
| Low |
12,667.0 |
12,714.5 |
47.5 |
0.4% |
12,666.5 |
| Close |
12,708.0 |
12,765.5 |
57.5 |
0.5% |
12,765.5 |
| Range |
113.5 |
76.0 |
-37.5 |
-33.0% |
154.0 |
| ATR |
120.2 |
117.5 |
-2.7 |
-2.2% |
0.0 |
| Volume |
63,496 |
69,676 |
6,180 |
9.7% |
336,004 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,984.8 |
12,951.2 |
12,807.3 |
|
| R3 |
12,908.8 |
12,875.2 |
12,786.4 |
|
| R2 |
12,832.8 |
12,832.8 |
12,779.4 |
|
| R1 |
12,799.2 |
12,799.2 |
12,772.5 |
12,816.0 |
| PP |
12,756.8 |
12,756.8 |
12,756.8 |
12,765.3 |
| S1 |
12,723.2 |
12,723.2 |
12,758.5 |
12,740.0 |
| S2 |
12,680.8 |
12,680.8 |
12,751.6 |
|
| S3 |
12,604.8 |
12,647.2 |
12,744.6 |
|
| S4 |
12,528.8 |
12,571.2 |
12,723.7 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,212.8 |
13,143.2 |
12,850.2 |
|
| R3 |
13,058.8 |
12,989.2 |
12,807.9 |
|
| R2 |
12,904.8 |
12,904.8 |
12,793.7 |
|
| R1 |
12,835.2 |
12,835.2 |
12,779.6 |
12,793.0 |
| PP |
12,750.8 |
12,750.8 |
12,750.8 |
12,729.8 |
| S1 |
12,681.2 |
12,681.2 |
12,751.4 |
12,639.0 |
| S2 |
12,596.8 |
12,596.8 |
12,737.3 |
|
| S3 |
12,442.8 |
12,527.2 |
12,723.2 |
|
| S4 |
12,288.8 |
12,373.2 |
12,680.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,820.5 |
12,666.5 |
154.0 |
1.2% |
99.2 |
0.8% |
64% |
False |
False |
67,200 |
| 10 |
12,840.0 |
12,426.0 |
414.0 |
3.2% |
107.8 |
0.8% |
82% |
False |
False |
69,714 |
| 20 |
12,840.0 |
11,962.5 |
877.5 |
6.9% |
110.7 |
0.9% |
92% |
False |
False |
75,806 |
| 40 |
12,840.0 |
11,878.5 |
961.5 |
7.5% |
115.0 |
0.9% |
92% |
False |
False |
77,213 |
| 60 |
12,840.0 |
11,722.0 |
1,118.0 |
8.8% |
109.5 |
0.9% |
93% |
False |
False |
55,282 |
| 80 |
12,840.0 |
11,496.0 |
1,344.0 |
10.5% |
106.4 |
0.8% |
94% |
False |
False |
41,590 |
| 100 |
12,840.0 |
11,428.0 |
1,412.0 |
11.1% |
100.1 |
0.8% |
95% |
False |
False |
33,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,113.5 |
|
2.618 |
12,989.5 |
|
1.618 |
12,913.5 |
|
1.000 |
12,866.5 |
|
0.618 |
12,837.5 |
|
HIGH |
12,790.5 |
|
0.618 |
12,761.5 |
|
0.500 |
12,752.5 |
|
0.382 |
12,743.5 |
|
LOW |
12,714.5 |
|
0.618 |
12,667.5 |
|
1.000 |
12,638.5 |
|
1.618 |
12,591.5 |
|
2.618 |
12,515.5 |
|
4.250 |
12,391.5 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,761.2 |
12,753.3 |
| PP |
12,756.8 |
12,741.0 |
| S1 |
12,752.5 |
12,728.8 |
|