Trading Metrics calculated at close of trading on 09-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,400.0 |
1,390.8 |
-9.2 |
-0.7% |
1,398.8 |
High |
1,403.3 |
1,395.1 |
-8.2 |
-0.6% |
1,410.9 |
Low |
1,384.2 |
1,384.2 |
0.0 |
0.0% |
1,377.7 |
Close |
1,390.6 |
1,389.4 |
-1.2 |
-0.1% |
1,397.1 |
Range |
19.1 |
10.9 |
-8.2 |
-42.9% |
33.2 |
ATR |
18.7 |
18.2 |
-0.6 |
-3.0% |
0.0 |
Volume |
100,089 |
118,950 |
18,861 |
18.8% |
589,872 |
|
Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.3 |
1,416.8 |
1,395.5 |
|
R3 |
1,411.3 |
1,405.8 |
1,392.5 |
|
R2 |
1,400.5 |
1,400.5 |
1,391.5 |
|
R1 |
1,395.0 |
1,395.0 |
1,390.5 |
1,392.3 |
PP |
1,389.5 |
1,389.5 |
1,389.5 |
1,388.3 |
S1 |
1,384.0 |
1,384.0 |
1,388.5 |
1,381.3 |
S2 |
1,378.8 |
1,378.8 |
1,387.5 |
|
S3 |
1,367.8 |
1,373.3 |
1,386.5 |
|
S4 |
1,356.8 |
1,362.3 |
1,383.5 |
|
|
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 |
1,403.3 |
1,377.7 |
25.6 |
1.8% |
15.5 |
1.1% |
46% |
False |
False |
117,210 |
10 |
1,426.3 |
1,377.7 |
48.6 |
3.5% |
17.3 |
1.2% |
24% |
False |
False |
126,537 |
20 |
1,426.3 |
1,341.0 |
85.3 |
6.1% |
18.0 |
1.3% |
57% |
False |
False |
134,875 |
40 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
19.3 |
1.4% |
61% |
False |
False |
150,799 |
60 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
17.5 |
1.3% |
61% |
False |
False |
111,825 |
80 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
15.3 |
1.1% |
61% |
False |
False |
83,874 |
100 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
13.3 |
1.0% |
61% |
False |
False |
67,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.5 |
2.618 |
1,423.8 |
1.618 |
1,412.8 |
1.000 |
1,406.0 |
0.618 |
1,401.8 |
HIGH |
1,395.0 |
0.618 |
1,391.0 |
0.500 |
1,389.8 |
0.382 |
1,388.3 |
LOW |
1,384.3 |
0.618 |
1,377.5 |
1.000 |
1,373.3 |
1.618 |
1,366.5 |
2.618 |
1,355.8 |
4.250 |
1,338.0 |
|
|
Fisher Pivots for day following 09-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,389.8 |
1,392.5 |
PP |
1,389.5 |
1,391.5 |
S1 |
1,389.5 |
1,390.5 |
|