Trading Metrics calculated at close of trading on 03-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,408.2 |
1,396.1 |
-12.1 |
-0.9% |
1,388.4 |
High |
1,410.9 |
1,396.9 |
-14.0 |
-1.0% |
1,426.3 |
Low |
1,391.7 |
1,383.7 |
-8.0 |
-0.6% |
1,388.4 |
Close |
1,398.0 |
1,388.7 |
-9.3 |
-0.7% |
1,398.4 |
Range |
19.2 |
13.2 |
-6.0 |
-31.3% |
37.9 |
ATR |
19.3 |
19.0 |
-0.4 |
-1.9% |
0.0 |
Volume |
105,604 |
136,049 |
30,445 |
28.8% |
745,098 |
|
Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.3 |
1,422.3 |
1,396.0 |
|
R3 |
1,416.3 |
1,409.0 |
1,392.3 |
|
R2 |
1,403.0 |
1,403.0 |
1,391.0 |
|
R1 |
1,395.8 |
1,395.8 |
1,390.0 |
1,392.8 |
PP |
1,389.8 |
1,389.8 |
1,389.8 |
1,388.3 |
S1 |
1,382.8 |
1,382.8 |
1,387.5 |
1,379.5 |
S2 |
1,376.5 |
1,376.5 |
1,386.3 |
|
S3 |
1,363.3 |
1,369.5 |
1,385.0 |
|
S4 |
1,350.3 |
1,356.3 |
1,381.5 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,518.0 |
1,496.3 |
1,419.3 |
|
R3 |
1,480.3 |
1,458.3 |
1,408.8 |
|
R2 |
1,442.3 |
1,442.3 |
1,405.3 |
|
R1 |
1,420.3 |
1,420.3 |
1,401.8 |
1,431.3 |
PP |
1,404.3 |
1,404.3 |
1,404.3 |
1,409.8 |
S1 |
1,382.5 |
1,382.5 |
1,395.0 |
1,393.5 |
S2 |
1,366.5 |
1,366.5 |
1,391.5 |
|
S3 |
1,328.5 |
1,344.5 |
1,388.0 |
|
S4 |
1,290.8 |
1,306.8 |
1,377.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,426.0 |
1,383.7 |
42.3 |
3.0% |
17.5 |
1.3% |
12% |
False |
True |
128,712 |
10 |
1,426.3 |
1,364.1 |
62.2 |
4.5% |
17.3 |
1.2% |
40% |
False |
False |
137,510 |
20 |
1,426.3 |
1,338.6 |
87.7 |
6.3% |
20.0 |
1.4% |
57% |
False |
False |
146,432 |
40 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
19.3 |
1.4% |
60% |
False |
False |
156,321 |
60 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
17.3 |
1.2% |
60% |
False |
False |
104,329 |
80 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
14.8 |
1.1% |
60% |
False |
False |
78,249 |
100 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
12.8 |
0.9% |
60% |
False |
False |
62,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,453.0 |
2.618 |
1,431.5 |
1.618 |
1,418.3 |
1.000 |
1,410.0 |
0.618 |
1,405.0 |
HIGH |
1,397.0 |
0.618 |
1,391.8 |
0.500 |
1,390.3 |
0.382 |
1,388.8 |
LOW |
1,383.8 |
0.618 |
1,375.5 |
1.000 |
1,370.5 |
1.618 |
1,362.3 |
2.618 |
1,349.3 |
4.250 |
1,327.5 |
|
|
Fisher Pivots for day following 03-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,390.3 |
1,397.3 |
PP |
1,389.8 |
1,394.5 |
S1 |
1,389.3 |
1,391.5 |
|