| Trading Metrics calculated at close of trading on 08-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,389.1 |
1,400.0 |
10.9 |
0.8% |
1,398.8 |
| High |
1,397.5 |
1,403.3 |
5.8 |
0.4% |
1,410.9 |
| Low |
1,381.9 |
1,384.2 |
2.3 |
0.2% |
1,377.7 |
| Close |
1,397.1 |
1,390.6 |
-6.5 |
-0.5% |
1,397.1 |
| Range |
15.6 |
19.1 |
3.5 |
22.4% |
33.2 |
| ATR |
18.7 |
18.7 |
0.0 |
0.1% |
0.0 |
| Volume |
100,043 |
100,089 |
46 |
0.0% |
589,872 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,450.0 |
1,439.5 |
1,401.0 |
|
| R3 |
1,431.0 |
1,420.3 |
1,395.8 |
|
| R2 |
1,411.8 |
1,411.8 |
1,394.0 |
|
| R1 |
1,401.3 |
1,401.3 |
1,392.3 |
1,397.0 |
| PP |
1,392.8 |
1,392.8 |
1,392.8 |
1,390.5 |
| S1 |
1,382.0 |
1,382.0 |
1,388.8 |
1,377.8 |
| S2 |
1,373.5 |
1,373.5 |
1,387.0 |
|
| S3 |
1,354.5 |
1,363.0 |
1,385.3 |
|
| S4 |
1,335.5 |
1,344.0 |
1,380.0 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,494.8 |
1,479.3 |
1,415.3 |
|
| R3 |
1,461.8 |
1,446.0 |
1,406.3 |
|
| R2 |
1,428.5 |
1,428.5 |
1,403.3 |
|
| R1 |
1,412.8 |
1,412.8 |
1,400.3 |
1,404.0 |
| PP |
1,395.3 |
1,395.3 |
1,395.3 |
1,390.8 |
| S1 |
1,379.5 |
1,379.5 |
1,394.0 |
1,370.8 |
| S2 |
1,362.0 |
1,362.0 |
1,391.0 |
|
| S3 |
1,328.8 |
1,346.3 |
1,388.0 |
|
| S4 |
1,295.8 |
1,313.3 |
1,378.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,410.9 |
1,377.7 |
33.2 |
2.4% |
17.3 |
1.2% |
39% |
False |
False |
114,541 |
| 10 |
1,426.3 |
1,377.7 |
48.6 |
3.5% |
18.3 |
1.3% |
27% |
False |
False |
129,178 |
| 20 |
1,426.3 |
1,341.0 |
85.3 |
6.1% |
18.3 |
1.3% |
58% |
False |
False |
136,633 |
| 40 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
19.3 |
1.4% |
62% |
False |
False |
153,526 |
| 60 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
17.5 |
1.3% |
62% |
False |
False |
109,846 |
| 80 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
15.3 |
1.1% |
62% |
False |
False |
82,388 |
| 100 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
13.3 |
0.9% |
62% |
False |
False |
65,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,484.5 |
|
2.618 |
1,453.3 |
|
1.618 |
1,434.3 |
|
1.000 |
1,422.5 |
|
0.618 |
1,415.0 |
|
HIGH |
1,403.3 |
|
0.618 |
1,396.0 |
|
0.500 |
1,393.8 |
|
0.382 |
1,391.5 |
|
LOW |
1,384.3 |
|
0.618 |
1,372.5 |
|
1.000 |
1,365.0 |
|
1.618 |
1,353.3 |
|
2.618 |
1,334.3 |
|
4.250 |
1,303.0 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,393.8 |
1,390.5 |
| PP |
1,392.8 |
1,390.5 |
| S1 |
1,391.8 |
1,390.5 |
|