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 |
5,584.50 |
5,581.00 |
-3.50 |
-0.1% |
5,471.00 |
High |
5,597.75 |
5,637.25 |
39.50 |
0.7% |
5,599.00 |
Low |
5,571.75 |
5,573.50 |
1.75 |
0.0% |
5,471.00 |
Close |
5,580.50 |
5,630.75 |
50.25 |
0.9% |
5,580.50 |
Range |
26.00 |
63.75 |
37.75 |
145.2% |
128.00 |
ATR |
46.37 |
47.61 |
1.24 |
2.7% |
0.00 |
Volume |
185,941 |
166,028 |
-19,913 |
-10.7% |
987,798 |
|
Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,805.00 |
5,781.75 |
5,665.75 |
|
R3 |
5,741.25 |
5,718.00 |
5,648.25 |
|
R2 |
5,677.50 |
5,677.50 |
5,642.50 |
|
R1 |
5,654.25 |
5,654.25 |
5,636.50 |
5,666.00 |
PP |
5,613.75 |
5,613.75 |
5,613.75 |
5,619.75 |
S1 |
5,590.50 |
5,590.50 |
5,625.00 |
5,602.00 |
S2 |
5,550.00 |
5,550.00 |
5,619.00 |
|
S3 |
5,486.25 |
5,526.75 |
5,613.25 |
|
S4 |
5,422.50 |
5,463.00 |
5,595.75 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,934.25 |
5,885.25 |
5,651.00 |
|
R3 |
5,806.25 |
5,757.25 |
5,615.75 |
|
R2 |
5,678.25 |
5,678.25 |
5,604.00 |
|
R1 |
5,629.25 |
5,629.25 |
5,592.25 |
5,653.75 |
PP |
5,550.25 |
5,550.25 |
5,550.25 |
5,562.50 |
S1 |
5,501.25 |
5,501.25 |
5,568.75 |
5,525.75 |
S2 |
5,422.25 |
5,422.25 |
5,557.00 |
|
S3 |
5,294.25 |
5,373.25 |
5,545.25 |
|
S4 |
5,166.25 |
5,245.25 |
5,510.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,637.25 |
5,499.00 |
138.25 |
2.5% |
48.00 |
0.9% |
95% |
True |
False |
188,261 |
10 |
5,637.25 |
5,375.50 |
261.75 |
4.6% |
44.00 |
0.8% |
98% |
True |
False |
203,877 |
20 |
5,637.25 |
5,347.50 |
289.75 |
5.1% |
48.25 |
0.9% |
98% |
True |
False |
226,981 |
40 |
5,637.25 |
5,315.00 |
322.25 |
5.7% |
45.50 |
0.8% |
98% |
True |
False |
208,700 |
60 |
5,637.25 |
5,120.00 |
517.25 |
9.2% |
42.25 |
0.7% |
99% |
True |
False |
139,359 |
80 |
5,637.25 |
4,920.50 |
716.75 |
12.7% |
41.25 |
0.7% |
99% |
True |
False |
104,588 |
100 |
5,637.25 |
4,765.50 |
871.75 |
15.5% |
41.75 |
0.7% |
99% |
True |
False |
83,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,908.25 |
2.618 |
5,804.25 |
1.618 |
5,740.50 |
1.000 |
5,701.00 |
0.618 |
5,676.75 |
HIGH |
5,637.25 |
0.618 |
5,613.00 |
0.500 |
5,605.50 |
0.382 |
5,597.75 |
LOW |
5,573.50 |
0.618 |
5,534.00 |
1.000 |
5,509.75 |
1.618 |
5,470.25 |
2.618 |
5,406.50 |
4.250 |
5,302.50 |
|
|
Fisher Pivots for day following 01-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,622.25 |
5,615.75 |
PP |
5,613.75 |
5,600.75 |
S1 |
5,605.50 |
5,585.75 |
|