Trading Metrics calculated at close of trading on 12-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,674.75 |
5,670.00 |
-4.75 |
-0.1% |
5,658.25 |
High |
5,676.25 |
5,689.75 |
13.50 |
0.2% |
5,689.75 |
Low |
5,636.25 |
5,656.50 |
20.25 |
0.4% |
5,634.50 |
Close |
5,670.75 |
5,689.00 |
18.25 |
0.3% |
5,689.00 |
Range |
40.00 |
33.25 |
-6.75 |
-16.9% |
55.25 |
ATR |
40.19 |
39.69 |
-0.50 |
-1.2% |
0.00 |
Volume |
238,806 |
186,832 |
-51,974 |
-21.8% |
958,072 |
|
Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,778.25 |
5,766.75 |
5,707.25 |
|
R3 |
5,745.00 |
5,733.50 |
5,698.25 |
|
R2 |
5,711.75 |
5,711.75 |
5,695.00 |
|
R1 |
5,700.25 |
5,700.25 |
5,692.00 |
5,706.00 |
PP |
5,678.50 |
5,678.50 |
5,678.50 |
5,681.25 |
S1 |
5,667.00 |
5,667.00 |
5,686.00 |
5,672.75 |
S2 |
5,645.25 |
5,645.25 |
5,683.00 |
|
S3 |
5,612.00 |
5,633.75 |
5,679.75 |
|
S4 |
5,578.75 |
5,600.50 |
5,670.75 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,836.75 |
5,818.25 |
5,719.50 |
|
R3 |
5,781.50 |
5,763.00 |
5,704.25 |
|
R2 |
5,726.25 |
5,726.25 |
5,699.25 |
|
R1 |
5,707.75 |
5,707.75 |
5,694.00 |
5,717.00 |
PP |
5,671.00 |
5,671.00 |
5,671.00 |
5,675.75 |
S1 |
5,652.50 |
5,652.50 |
5,684.00 |
5,661.75 |
S2 |
5,615.75 |
5,615.75 |
5,678.75 |
|
S3 |
5,560.50 |
5,597.25 |
5,673.75 |
|
S4 |
5,505.25 |
5,542.00 |
5,658.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,689.75 |
5,634.50 |
55.25 |
1.0% |
31.50 |
0.6% |
99% |
True |
False |
191,614 |
10 |
5,689.75 |
5,573.50 |
116.25 |
2.0% |
33.25 |
0.6% |
99% |
True |
False |
188,930 |
20 |
5,689.75 |
5,347.75 |
342.00 |
6.0% |
38.00 |
0.7% |
100% |
True |
False |
195,533 |
40 |
5,689.75 |
5,315.00 |
374.75 |
6.6% |
43.75 |
0.8% |
100% |
True |
False |
222,303 |
60 |
5,689.75 |
5,287.00 |
402.75 |
7.1% |
41.50 |
0.7% |
100% |
True |
False |
168,007 |
80 |
5,689.75 |
5,028.00 |
661.75 |
11.6% |
40.50 |
0.7% |
100% |
True |
False |
126,106 |
100 |
5,689.75 |
4,850.25 |
839.50 |
14.8% |
40.50 |
0.7% |
100% |
True |
False |
100,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,831.00 |
2.618 |
5,776.75 |
1.618 |
5,743.50 |
1.000 |
5,723.00 |
0.618 |
5,710.25 |
HIGH |
5,689.75 |
0.618 |
5,677.00 |
0.500 |
5,673.00 |
0.382 |
5,669.25 |
LOW |
5,656.50 |
0.618 |
5,636.00 |
1.000 |
5,623.25 |
1.618 |
5,602.75 |
2.618 |
5,569.50 |
4.250 |
5,515.25 |
|
|
Fisher Pivots for day following 12-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,683.75 |
5,680.25 |
PP |
5,678.50 |
5,671.75 |
S1 |
5,673.00 |
5,663.00 |
|