Trading Metrics calculated at close of trading on 11-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,678.50 |
5,674.75 |
-3.75 |
-0.1% |
5,581.00 |
High |
5,679.75 |
5,676.25 |
-3.50 |
-0.1% |
5,649.50 |
Low |
5,658.25 |
5,636.25 |
-22.00 |
-0.4% |
5,573.50 |
Close |
5,675.50 |
5,670.75 |
-4.75 |
-0.1% |
5,648.25 |
Range |
21.50 |
40.00 |
18.50 |
86.0% |
76.00 |
ATR |
40.20 |
40.19 |
-0.01 |
0.0% |
0.00 |
Volume |
174,081 |
238,806 |
64,725 |
37.2% |
931,236 |
|
Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,781.00 |
5,766.00 |
5,692.75 |
|
R3 |
5,741.00 |
5,726.00 |
5,681.75 |
|
R2 |
5,701.00 |
5,701.00 |
5,678.00 |
|
R1 |
5,686.00 |
5,686.00 |
5,674.50 |
5,673.50 |
PP |
5,661.00 |
5,661.00 |
5,661.00 |
5,655.00 |
S1 |
5,646.00 |
5,646.00 |
5,667.00 |
5,633.50 |
S2 |
5,621.00 |
5,621.00 |
5,663.50 |
|
S3 |
5,581.00 |
5,606.00 |
5,659.75 |
|
S4 |
5,541.00 |
5,566.00 |
5,648.75 |
|
|
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 |
5,612.50 |
75.25 |
1.3% |
32.25 |
0.6% |
77% |
False |
False |
187,500 |
10 |
5,687.75 |
5,571.75 |
116.00 |
2.0% |
32.50 |
0.6% |
85% |
False |
False |
188,841 |
20 |
5,687.75 |
5,347.50 |
340.25 |
6.0% |
39.00 |
0.7% |
95% |
False |
False |
200,131 |
40 |
5,687.75 |
5,315.00 |
372.75 |
6.6% |
44.00 |
0.8% |
95% |
False |
False |
222,316 |
60 |
5,687.75 |
5,265.00 |
422.75 |
7.5% |
41.75 |
0.7% |
96% |
False |
False |
164,907 |
80 |
5,687.75 |
5,028.00 |
659.75 |
11.6% |
40.25 |
0.7% |
97% |
False |
False |
123,772 |
100 |
5,687.75 |
4,850.25 |
837.50 |
14.8% |
40.50 |
0.7% |
98% |
False |
False |
99,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,846.25 |
2.618 |
5,781.00 |
1.618 |
5,741.00 |
1.000 |
5,716.25 |
0.618 |
5,701.00 |
HIGH |
5,676.25 |
0.618 |
5,661.00 |
0.500 |
5,656.25 |
0.382 |
5,651.50 |
LOW |
5,636.25 |
0.618 |
5,611.50 |
1.000 |
5,596.25 |
1.618 |
5,571.50 |
2.618 |
5,531.50 |
4.250 |
5,466.25 |
|
|
Fisher Pivots for day following 11-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,666.00 |
5,667.75 |
PP |
5,661.00 |
5,665.00 |
S1 |
5,656.25 |
5,662.00 |
|