Trading Metrics calculated at close of trading on 10-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,654.25 |
5,678.50 |
24.25 |
0.4% |
5,581.00 |
High |
5,687.75 |
5,679.75 |
-8.00 |
-0.1% |
5,649.50 |
Low |
5,650.75 |
5,658.25 |
7.50 |
0.1% |
5,573.50 |
Close |
5,676.25 |
5,675.50 |
-0.75 |
0.0% |
5,648.25 |
Range |
37.00 |
21.50 |
-15.50 |
-41.9% |
76.00 |
ATR |
41.64 |
40.20 |
-1.44 |
-3.5% |
0.00 |
Volume |
194,000 |
174,081 |
-19,919 |
-10.3% |
931,236 |
|
Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,735.75 |
5,727.00 |
5,687.25 |
|
R3 |
5,714.25 |
5,705.50 |
5,681.50 |
|
R2 |
5,692.75 |
5,692.75 |
5,679.50 |
|
R1 |
5,684.00 |
5,684.00 |
5,677.50 |
5,677.50 |
PP |
5,671.25 |
5,671.25 |
5,671.25 |
5,668.00 |
S1 |
5,662.50 |
5,662.50 |
5,673.50 |
5,656.00 |
S2 |
5,649.75 |
5,649.75 |
5,671.50 |
|
S3 |
5,628.25 |
5,641.00 |
5,669.50 |
|
S4 |
5,606.75 |
5,619.50 |
5,663.75 |
|
|
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% |
30.25 |
0.5% |
85% |
False |
False |
184,432 |
10 |
5,687.75 |
5,534.25 |
153.50 |
2.7% |
35.00 |
0.6% |
92% |
False |
False |
184,434 |
20 |
5,687.75 |
5,347.50 |
340.25 |
6.0% |
39.25 |
0.7% |
96% |
False |
False |
200,746 |
40 |
5,687.75 |
5,315.00 |
372.75 |
6.6% |
44.25 |
0.8% |
97% |
False |
False |
222,556 |
60 |
5,687.75 |
5,239.75 |
448.00 |
7.9% |
41.75 |
0.7% |
97% |
False |
False |
160,934 |
80 |
5,687.75 |
5,024.75 |
663.00 |
11.7% |
40.25 |
0.7% |
98% |
False |
False |
120,788 |
100 |
5,687.75 |
4,850.25 |
837.50 |
14.8% |
40.50 |
0.7% |
99% |
False |
False |
96,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,771.00 |
2.618 |
5,736.00 |
1.618 |
5,714.50 |
1.000 |
5,701.25 |
0.618 |
5,693.00 |
HIGH |
5,679.75 |
0.618 |
5,671.50 |
0.500 |
5,669.00 |
0.382 |
5,666.50 |
LOW |
5,658.25 |
0.618 |
5,645.00 |
1.000 |
5,636.75 |
1.618 |
5,623.50 |
2.618 |
5,602.00 |
4.250 |
5,567.00 |
|
|
Fisher Pivots for day following 10-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,673.25 |
5,670.75 |
PP |
5,671.25 |
5,666.00 |
S1 |
5,669.00 |
5,661.00 |
|