Trading Metrics calculated at close of trading on 04-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,621.00 |
5,609.00 |
-12.00 |
-0.2% |
5,471.00 |
High |
5,631.00 |
5,634.00 |
3.00 |
0.1% |
5,599.00 |
Low |
5,606.00 |
5,603.75 |
-2.25 |
0.0% |
5,471.00 |
Close |
5,613.25 |
5,625.75 |
12.50 |
0.2% |
5,580.50 |
Range |
25.00 |
30.25 |
5.25 |
21.0% |
128.00 |
ATR |
44.74 |
43.70 |
-1.03 |
-2.3% |
0.00 |
Volume |
206,431 |
223,464 |
17,033 |
8.3% |
987,798 |
|
Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,712.00 |
5,699.00 |
5,642.50 |
|
R3 |
5,681.75 |
5,668.75 |
5,634.00 |
|
R2 |
5,651.50 |
5,651.50 |
5,631.25 |
|
R1 |
5,638.50 |
5,638.50 |
5,628.50 |
5,645.00 |
PP |
5,621.25 |
5,621.25 |
5,621.25 |
5,624.50 |
S1 |
5,608.25 |
5,608.25 |
5,623.00 |
5,614.75 |
S2 |
5,591.00 |
5,591.00 |
5,620.25 |
|
S3 |
5,560.75 |
5,578.00 |
5,617.50 |
|
S4 |
5,530.50 |
5,547.75 |
5,609.00 |
|
|
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 |
5,571.75 |
70.00 |
1.2% |
32.75 |
0.6% |
77% |
False |
False |
190,182 |
10 |
5,641.75 |
5,427.50 |
214.25 |
3.8% |
38.50 |
0.7% |
93% |
False |
False |
194,652 |
20 |
5,641.75 |
5,347.50 |
294.25 |
5.2% |
43.75 |
0.8% |
95% |
False |
False |
218,879 |
40 |
5,641.75 |
5,315.00 |
326.75 |
5.8% |
44.50 |
0.8% |
95% |
False |
False |
223,082 |
60 |
5,641.75 |
5,163.00 |
478.75 |
8.5% |
41.75 |
0.7% |
97% |
False |
False |
149,322 |
80 |
5,641.75 |
4,990.25 |
651.50 |
11.6% |
40.75 |
0.7% |
98% |
False |
False |
112,070 |
100 |
5,641.75 |
4,839.25 |
802.50 |
14.3% |
41.50 |
0.7% |
98% |
False |
False |
89,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,762.50 |
2.618 |
5,713.25 |
1.618 |
5,683.00 |
1.000 |
5,664.25 |
0.618 |
5,652.75 |
HIGH |
5,634.00 |
0.618 |
5,622.50 |
0.500 |
5,619.00 |
0.382 |
5,615.25 |
LOW |
5,603.75 |
0.618 |
5,585.00 |
1.000 |
5,573.50 |
1.618 |
5,554.75 |
2.618 |
5,524.50 |
4.250 |
5,475.25 |
|
|
Fisher Pivots for day following 04-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,623.50 |
5,624.75 |
PP |
5,621.25 |
5,623.75 |
S1 |
5,619.00 |
5,622.75 |
|