Trading Metrics calculated at close of trading on 05-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,609.00 |
5,627.00 |
18.00 |
0.3% |
5,581.00 |
High |
5,634.00 |
5,649.50 |
15.50 |
0.3% |
5,649.50 |
Low |
5,603.75 |
5,612.50 |
8.75 |
0.2% |
5,573.50 |
Close |
5,625.75 |
5,648.25 |
22.50 |
0.4% |
5,648.25 |
Range |
30.25 |
37.00 |
6.75 |
22.3% |
76.00 |
ATR |
43.70 |
43.23 |
-0.48 |
-1.1% |
0.00 |
Volume |
223,464 |
166,263 |
-57,201 |
-25.6% |
931,236 |
|
Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,747.75 |
5,735.00 |
5,668.50 |
|
R3 |
5,710.75 |
5,698.00 |
5,658.50 |
|
R2 |
5,673.75 |
5,673.75 |
5,655.00 |
|
R1 |
5,661.00 |
5,661.00 |
5,651.75 |
5,667.50 |
PP |
5,636.75 |
5,636.75 |
5,636.75 |
5,640.00 |
S1 |
5,624.00 |
5,624.00 |
5,644.75 |
5,630.50 |
S2 |
5,599.75 |
5,599.75 |
5,641.50 |
|
S3 |
5,562.75 |
5,587.00 |
5,638.00 |
|
S4 |
5,525.75 |
5,550.00 |
5,628.00 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,851.75 |
5,826.00 |
5,690.00 |
|
R3 |
5,775.75 |
5,750.00 |
5,669.25 |
|
R2 |
5,699.75 |
5,699.75 |
5,662.25 |
|
R1 |
5,674.00 |
5,674.00 |
5,655.25 |
5,687.00 |
PP |
5,623.75 |
5,623.75 |
5,623.75 |
5,630.25 |
S1 |
5,598.00 |
5,598.00 |
5,641.25 |
5,611.00 |
S2 |
5,547.75 |
5,547.75 |
5,634.25 |
|
S3 |
5,471.75 |
5,522.00 |
5,627.25 |
|
S4 |
5,395.75 |
5,446.00 |
5,606.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,649.50 |
5,573.50 |
76.00 |
1.3% |
35.00 |
0.6% |
98% |
True |
False |
186,247 |
10 |
5,649.50 |
5,471.00 |
178.50 |
3.2% |
39.25 |
0.7% |
99% |
True |
False |
191,903 |
20 |
5,649.50 |
5,347.50 |
302.00 |
5.3% |
43.25 |
0.8% |
100% |
True |
False |
212,799 |
40 |
5,649.50 |
5,315.00 |
334.50 |
5.9% |
44.50 |
0.8% |
100% |
True |
False |
226,031 |
60 |
5,649.50 |
5,186.00 |
463.50 |
8.2% |
41.75 |
0.7% |
100% |
True |
False |
152,087 |
80 |
5,649.50 |
4,990.25 |
659.25 |
11.7% |
40.75 |
0.7% |
100% |
True |
False |
114,145 |
100 |
5,649.50 |
4,850.25 |
799.25 |
14.2% |
41.50 |
0.7% |
100% |
True |
False |
91,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,806.75 |
2.618 |
5,746.25 |
1.618 |
5,709.25 |
1.000 |
5,686.50 |
0.618 |
5,672.25 |
HIGH |
5,649.50 |
0.618 |
5,635.25 |
0.500 |
5,631.00 |
0.382 |
5,626.75 |
LOW |
5,612.50 |
0.618 |
5,589.75 |
1.000 |
5,575.50 |
1.618 |
5,552.75 |
2.618 |
5,515.75 |
4.250 |
5,455.25 |
|
|
Fisher Pivots for day following 05-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,642.50 |
5,641.00 |
PP |
5,636.75 |
5,633.75 |
S1 |
5,631.00 |
5,626.50 |
|