| Trading Metrics calculated at close of trading on 01-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,386.25 |
2,381.50 |
-4.75 |
-0.2% |
2,365.75 |
| High |
2,388.75 |
2,390.75 |
2.00 |
0.1% |
2,394.75 |
| Low |
2,378.25 |
2,377.00 |
-1.25 |
-0.1% |
2,365.25 |
| Close |
2,380.50 |
2,387.00 |
6.50 |
0.3% |
2,380.50 |
| Range |
10.50 |
13.75 |
3.25 |
31.0% |
29.50 |
| ATR |
18.33 |
18.00 |
-0.33 |
-1.8% |
0.00 |
| Volume |
1,167,297 |
906,278 |
-261,019 |
-22.4% |
6,653,919 |
|
| Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.25 |
2,420.25 |
2,394.50 |
|
| R3 |
2,412.50 |
2,406.50 |
2,390.75 |
|
| R2 |
2,398.75 |
2,398.75 |
2,389.50 |
|
| R1 |
2,392.75 |
2,392.75 |
2,388.25 |
2,395.75 |
| PP |
2,385.00 |
2,385.00 |
2,385.00 |
2,386.50 |
| S1 |
2,379.00 |
2,379.00 |
2,385.75 |
2,382.00 |
| S2 |
2,371.25 |
2,371.25 |
2,384.50 |
|
| S3 |
2,357.50 |
2,365.25 |
2,383.25 |
|
| S4 |
2,343.75 |
2,351.50 |
2,379.50 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,468.75 |
2,454.00 |
2,396.75 |
|
| R3 |
2,439.25 |
2,424.50 |
2,388.50 |
|
| R2 |
2,409.75 |
2,409.75 |
2,386.00 |
|
| R1 |
2,395.00 |
2,395.00 |
2,383.25 |
2,402.50 |
| PP |
2,380.25 |
2,380.25 |
2,380.25 |
2,383.75 |
| S1 |
2,365.50 |
2,365.50 |
2,377.75 |
2,373.00 |
| S2 |
2,350.75 |
2,350.75 |
2,375.00 |
|
| S3 |
2,321.25 |
2,336.00 |
2,372.50 |
|
| S4 |
2,291.75 |
2,306.50 |
2,364.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,394.75 |
2,368.25 |
26.50 |
1.1% |
13.75 |
0.6% |
71% |
False |
False |
1,201,242 |
| 10 |
2,394.75 |
2,330.25 |
64.50 |
2.7% |
15.50 |
0.7% |
88% |
False |
False |
1,299,299 |
| 20 |
2,394.75 |
2,322.75 |
72.00 |
3.0% |
18.75 |
0.8% |
89% |
False |
False |
1,411,883 |
| 40 |
2,394.75 |
2,317.75 |
77.00 |
3.2% |
17.75 |
0.7% |
90% |
False |
False |
1,389,097 |
| 60 |
2,397.25 |
2,265.75 |
131.50 |
5.5% |
17.00 |
0.7% |
92% |
False |
False |
930,848 |
| 80 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
16.50 |
0.7% |
93% |
False |
False |
698,903 |
| 100 |
2,397.25 |
2,190.00 |
207.25 |
8.7% |
16.50 |
0.7% |
95% |
False |
False |
559,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,449.25 |
|
2.618 |
2,426.75 |
|
1.618 |
2,413.00 |
|
1.000 |
2,404.50 |
|
0.618 |
2,399.25 |
|
HIGH |
2,390.75 |
|
0.618 |
2,385.50 |
|
0.500 |
2,384.00 |
|
0.382 |
2,382.25 |
|
LOW |
2,377.00 |
|
0.618 |
2,368.50 |
|
1.000 |
2,363.25 |
|
1.618 |
2,354.75 |
|
2.618 |
2,341.00 |
|
4.250 |
2,318.50 |
|
|
| Fisher Pivots for day following 01-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,386.00 |
2,386.00 |
| PP |
2,385.00 |
2,385.00 |
| S1 |
2,384.00 |
2,384.00 |
|