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 |
1,385.2 |
1,397.4 |
12.2 |
0.9% |
1,398.8 |
High |
1,400.0 |
1,398.1 |
-1.9 |
-0.1% |
1,410.9 |
Low |
1,382.8 |
1,376.0 |
-6.8 |
-0.5% |
1,377.7 |
Close |
1,398.2 |
1,387.3 |
-10.9 |
-0.8% |
1,397.1 |
Range |
17.2 |
22.1 |
4.9 |
28.5% |
33.2 |
ATR |
18.1 |
18.4 |
0.3 |
1.6% |
0.0 |
Volume |
117,011 |
143,532 |
26,521 |
22.7% |
589,872 |
|
Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.5 |
1,442.5 |
1,399.5 |
|
R3 |
1,431.3 |
1,420.3 |
1,393.5 |
|
R2 |
1,409.3 |
1,409.3 |
1,391.3 |
|
R1 |
1,398.3 |
1,398.3 |
1,389.3 |
1,392.8 |
PP |
1,387.3 |
1,387.3 |
1,387.3 |
1,384.3 |
S1 |
1,376.3 |
1,376.3 |
1,385.3 |
1,370.5 |
S2 |
1,365.0 |
1,365.0 |
1,383.3 |
|
S3 |
1,343.0 |
1,354.0 |
1,381.3 |
|
S4 |
1,320.8 |
1,332.0 |
1,375.3 |
|
|
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 |
1,376.0 |
27.3 |
2.0% |
17.0 |
1.2% |
41% |
False |
True |
115,925 |
10 |
1,420.9 |
1,376.0 |
44.9 |
3.2% |
17.8 |
1.3% |
25% |
False |
True |
123,495 |
20 |
1,426.3 |
1,341.0 |
85.3 |
6.1% |
17.5 |
1.3% |
54% |
False |
False |
130,901 |
40 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
19.0 |
1.4% |
59% |
False |
False |
145,446 |
60 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
17.8 |
1.3% |
59% |
False |
False |
116,166 |
80 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
15.8 |
1.1% |
59% |
False |
False |
87,131 |
100 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
13.8 |
1.0% |
59% |
False |
False |
69,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,492.0 |
2.618 |
1,456.0 |
1.618 |
1,433.8 |
1.000 |
1,420.3 |
0.618 |
1,411.8 |
HIGH |
1,398.0 |
0.618 |
1,389.8 |
0.500 |
1,387.0 |
0.382 |
1,384.5 |
LOW |
1,376.0 |
0.618 |
1,362.3 |
1.000 |
1,354.0 |
1.618 |
1,340.3 |
2.618 |
1,318.3 |
4.250 |
1,282.0 |
|
|
Fisher Pivots for day following 11-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,387.3 |
1,388.0 |
PP |
1,387.3 |
1,387.8 |
S1 |
1,387.0 |
1,387.5 |
|