Trading Metrics calculated at close of trading on 08-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,627.00 |
5,658.25 |
31.25 |
0.6% |
5,581.00 |
High |
5,649.50 |
5,660.50 |
11.00 |
0.2% |
5,649.50 |
Low |
5,612.50 |
5,634.50 |
22.00 |
0.4% |
5,573.50 |
Close |
5,648.25 |
5,655.50 |
7.25 |
0.1% |
5,648.25 |
Range |
37.00 |
26.00 |
-11.00 |
-29.7% |
76.00 |
ATR |
43.23 |
41.99 |
-1.23 |
-2.8% |
0.00 |
Volume |
166,263 |
164,353 |
-1,910 |
-1.1% |
931,236 |
|
Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,728.25 |
5,717.75 |
5,669.75 |
|
R3 |
5,702.25 |
5,691.75 |
5,662.75 |
|
R2 |
5,676.25 |
5,676.25 |
5,660.25 |
|
R1 |
5,665.75 |
5,665.75 |
5,658.00 |
5,658.00 |
PP |
5,650.25 |
5,650.25 |
5,650.25 |
5,646.25 |
S1 |
5,639.75 |
5,639.75 |
5,653.00 |
5,632.00 |
S2 |
5,624.25 |
5,624.25 |
5,650.75 |
|
S3 |
5,598.25 |
5,613.75 |
5,648.25 |
|
S4 |
5,572.25 |
5,587.75 |
5,641.25 |
|
|
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 |
5,660.50 |
5,603.75 |
56.75 |
1.0% |
27.50 |
0.5% |
91% |
True |
False |
185,912 |
10 |
5,660.50 |
5,499.00 |
161.50 |
2.9% |
37.75 |
0.7% |
97% |
True |
False |
187,086 |
20 |
5,660.50 |
5,347.50 |
313.00 |
5.5% |
41.75 |
0.7% |
98% |
True |
False |
208,826 |
40 |
5,660.50 |
5,315.00 |
345.50 |
6.1% |
44.25 |
0.8% |
99% |
True |
False |
223,578 |
60 |
5,660.50 |
5,209.25 |
451.25 |
8.0% |
41.75 |
0.7% |
99% |
True |
False |
154,818 |
80 |
5,660.50 |
4,990.25 |
670.25 |
11.9% |
40.50 |
0.7% |
99% |
True |
False |
116,196 |
100 |
5,660.50 |
4,850.25 |
810.25 |
14.3% |
41.00 |
0.7% |
99% |
True |
False |
92,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,771.00 |
2.618 |
5,728.50 |
1.618 |
5,702.50 |
1.000 |
5,686.50 |
0.618 |
5,676.50 |
HIGH |
5,660.50 |
0.618 |
5,650.50 |
0.500 |
5,647.50 |
0.382 |
5,644.50 |
LOW |
5,634.50 |
0.618 |
5,618.50 |
1.000 |
5,608.50 |
1.618 |
5,592.50 |
2.618 |
5,566.50 |
4.250 |
5,524.00 |
|
|
Fisher Pivots for day following 08-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,652.75 |
5,647.75 |
PP |
5,650.25 |
5,640.00 |
S1 |
5,647.50 |
5,632.00 |
|