Trading Metrics calculated at close of trading on 02-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,581.00 |
5,629.00 |
48.00 |
0.9% |
5,471.00 |
High |
5,637.25 |
5,641.75 |
4.50 |
0.1% |
5,599.00 |
Low |
5,573.50 |
5,622.50 |
49.00 |
0.9% |
5,471.00 |
Close |
5,630.75 |
5,639.75 |
9.00 |
0.2% |
5,580.50 |
Range |
63.75 |
19.25 |
-44.50 |
-69.8% |
128.00 |
ATR |
47.61 |
45.58 |
-2.03 |
-4.3% |
0.00 |
Volume |
166,028 |
169,050 |
3,022 |
1.8% |
987,798 |
|
Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,692.50 |
5,685.25 |
5,650.25 |
|
R3 |
5,673.25 |
5,666.00 |
5,645.00 |
|
R2 |
5,654.00 |
5,654.00 |
5,643.25 |
|
R1 |
5,646.75 |
5,646.75 |
5,641.50 |
5,650.50 |
PP |
5,634.75 |
5,634.75 |
5,634.75 |
5,636.50 |
S1 |
5,627.50 |
5,627.50 |
5,638.00 |
5,631.00 |
S2 |
5,615.50 |
5,615.50 |
5,636.25 |
|
S3 |
5,596.25 |
5,608.25 |
5,634.50 |
|
S4 |
5,577.00 |
5,589.00 |
5,629.25 |
|
|
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 |
5,641.75 |
5,534.25 |
107.50 |
1.9% |
40.25 |
0.7% |
98% |
True |
False |
187,501 |
10 |
5,641.75 |
5,388.75 |
253.00 |
4.5% |
43.00 |
0.8% |
99% |
True |
False |
196,160 |
20 |
5,641.75 |
5,347.50 |
294.25 |
5.2% |
46.50 |
0.8% |
99% |
True |
False |
222,196 |
40 |
5,641.75 |
5,315.00 |
326.75 |
5.8% |
45.00 |
0.8% |
99% |
True |
False |
212,851 |
60 |
5,641.75 |
5,140.50 |
501.25 |
8.9% |
41.75 |
0.7% |
100% |
True |
False |
142,172 |
80 |
5,641.75 |
4,953.25 |
688.50 |
12.2% |
41.00 |
0.7% |
100% |
True |
False |
106,700 |
100 |
5,641.75 |
4,765.50 |
876.25 |
15.5% |
42.00 |
0.7% |
100% |
True |
False |
85,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,723.50 |
2.618 |
5,692.25 |
1.618 |
5,673.00 |
1.000 |
5,661.00 |
0.618 |
5,653.75 |
HIGH |
5,641.75 |
0.618 |
5,634.50 |
0.500 |
5,632.00 |
0.382 |
5,629.75 |
LOW |
5,622.50 |
0.618 |
5,610.50 |
1.000 |
5,603.25 |
1.618 |
5,591.25 |
2.618 |
5,572.00 |
4.250 |
5,540.75 |
|
|
Fisher Pivots for day following 02-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,637.25 |
5,628.75 |
PP |
5,634.75 |
5,617.75 |
S1 |
5,632.00 |
5,606.75 |
|