Trading Metrics calculated at close of trading on 09-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,658.25 |
5,654.25 |
-4.00 |
-0.1% |
5,581.00 |
High |
5,660.50 |
5,687.75 |
27.25 |
0.5% |
5,649.50 |
Low |
5,634.50 |
5,650.75 |
16.25 |
0.3% |
5,573.50 |
Close |
5,655.50 |
5,676.25 |
20.75 |
0.4% |
5,648.25 |
Range |
26.00 |
37.00 |
11.00 |
42.3% |
76.00 |
ATR |
41.99 |
41.64 |
-0.36 |
-0.8% |
0.00 |
Volume |
164,353 |
194,000 |
29,647 |
18.0% |
931,236 |
|
Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,782.50 |
5,766.50 |
5,696.50 |
|
R3 |
5,745.50 |
5,729.50 |
5,686.50 |
|
R2 |
5,708.50 |
5,708.50 |
5,683.00 |
|
R1 |
5,692.50 |
5,692.50 |
5,679.75 |
5,700.50 |
PP |
5,671.50 |
5,671.50 |
5,671.50 |
5,675.50 |
S1 |
5,655.50 |
5,655.50 |
5,672.75 |
5,663.50 |
S2 |
5,634.50 |
5,634.50 |
5,669.50 |
|
S3 |
5,597.50 |
5,618.50 |
5,666.00 |
|
S4 |
5,560.50 |
5,581.50 |
5,656.00 |
|
|
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 |
5,687.75 |
5,603.75 |
84.00 |
1.5% |
31.00 |
0.5% |
86% |
True |
False |
190,902 |
10 |
5,687.75 |
5,534.25 |
153.50 |
2.7% |
35.75 |
0.6% |
93% |
True |
False |
189,201 |
20 |
5,687.75 |
5,347.50 |
340.25 |
6.0% |
41.75 |
0.7% |
97% |
True |
False |
208,649 |
40 |
5,687.75 |
5,315.00 |
372.75 |
6.6% |
44.50 |
0.8% |
97% |
True |
False |
224,080 |
60 |
5,687.75 |
5,227.00 |
460.75 |
8.1% |
42.00 |
0.7% |
98% |
True |
False |
158,039 |
80 |
5,687.75 |
5,024.75 |
663.00 |
11.7% |
40.25 |
0.7% |
98% |
True |
False |
118,615 |
100 |
5,687.75 |
4,850.25 |
837.50 |
14.8% |
40.50 |
0.7% |
99% |
True |
False |
94,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,845.00 |
2.618 |
5,784.50 |
1.618 |
5,747.50 |
1.000 |
5,724.75 |
0.618 |
5,710.50 |
HIGH |
5,687.75 |
0.618 |
5,673.50 |
0.500 |
5,669.25 |
0.382 |
5,665.00 |
LOW |
5,650.75 |
0.618 |
5,628.00 |
1.000 |
5,613.75 |
1.618 |
5,591.00 |
2.618 |
5,554.00 |
4.250 |
5,493.50 |
|
|
Fisher Pivots for day following 09-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,674.00 |
5,667.50 |
PP |
5,671.50 |
5,658.75 |
S1 |
5,669.25 |
5,650.00 |
|