Trading Metrics calculated at close of trading on 03-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,629.00 |
5,621.00 |
-8.00 |
-0.1% |
5,471.00 |
High |
5,641.75 |
5,631.00 |
-10.75 |
-0.2% |
5,599.00 |
Low |
5,622.50 |
5,606.00 |
-16.50 |
-0.3% |
5,471.00 |
Close |
5,639.75 |
5,613.25 |
-26.50 |
-0.5% |
5,580.50 |
Range |
19.25 |
25.00 |
5.75 |
29.9% |
128.00 |
ATR |
45.58 |
44.74 |
-0.85 |
-1.9% |
0.00 |
Volume |
169,050 |
206,431 |
37,381 |
22.1% |
987,798 |
|
Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,691.75 |
5,677.50 |
5,627.00 |
|
R3 |
5,666.75 |
5,652.50 |
5,620.00 |
|
R2 |
5,641.75 |
5,641.75 |
5,617.75 |
|
R1 |
5,627.50 |
5,627.50 |
5,615.50 |
5,622.00 |
PP |
5,616.75 |
5,616.75 |
5,616.75 |
5,614.00 |
S1 |
5,602.50 |
5,602.50 |
5,611.00 |
5,597.00 |
S2 |
5,591.75 |
5,591.75 |
5,608.75 |
|
S3 |
5,566.75 |
5,577.50 |
5,606.50 |
|
S4 |
5,541.75 |
5,552.50 |
5,599.50 |
|
|
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% |
39.75 |
0.7% |
73% |
False |
False |
184,436 |
10 |
5,641.75 |
5,394.50 |
247.25 |
4.4% |
41.50 |
0.7% |
88% |
False |
False |
195,445 |
20 |
5,641.75 |
5,347.50 |
294.25 |
5.2% |
45.75 |
0.8% |
90% |
False |
False |
222,762 |
40 |
5,641.75 |
5,315.00 |
326.75 |
5.8% |
44.75 |
0.8% |
91% |
False |
False |
217,838 |
60 |
5,641.75 |
5,154.25 |
487.50 |
8.7% |
41.75 |
0.7% |
94% |
False |
False |
145,606 |
80 |
5,641.75 |
4,990.25 |
651.50 |
11.6% |
40.50 |
0.7% |
96% |
False |
False |
109,278 |
100 |
5,641.75 |
4,839.25 |
802.50 |
14.3% |
41.50 |
0.7% |
96% |
False |
False |
87,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,737.25 |
2.618 |
5,696.50 |
1.618 |
5,671.50 |
1.000 |
5,656.00 |
0.618 |
5,646.50 |
HIGH |
5,631.00 |
0.618 |
5,621.50 |
0.500 |
5,618.50 |
0.382 |
5,615.50 |
LOW |
5,606.00 |
0.618 |
5,590.50 |
1.000 |
5,581.00 |
1.618 |
5,565.50 |
2.618 |
5,540.50 |
4.250 |
5,499.75 |
|
|
Fisher Pivots for day following 03-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,618.50 |
5,611.50 |
PP |
5,616.75 |
5,609.50 |
S1 |
5,615.00 |
5,607.50 |
|