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 |
20,871 |
20,856 |
-15 |
-0.1% |
20,599 |
High |
20,894 |
20,907 |
13 |
0.1% |
21,010 |
Low |
20,836 |
20,805 |
-31 |
-0.1% |
20,599 |
Close |
20,865 |
20,879 |
14 |
0.1% |
20,874 |
Range |
58 |
102 |
44 |
75.9% |
411 |
ATR |
147 |
144 |
-3 |
-2.2% |
0 |
Volume |
75,155 |
97,914 |
22,759 |
30.3% |
632,809 |
|
Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,170 |
21,126 |
20,935 |
|
R3 |
21,068 |
21,024 |
20,907 |
|
R2 |
20,966 |
20,966 |
20,898 |
|
R1 |
20,922 |
20,922 |
20,888 |
20,944 |
PP |
20,864 |
20,864 |
20,864 |
20,875 |
S1 |
20,820 |
20,820 |
20,870 |
20,842 |
S2 |
20,762 |
20,762 |
20,860 |
|
S3 |
20,660 |
20,718 |
20,851 |
|
S4 |
20,558 |
20,616 |
20,823 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,061 |
21,878 |
21,100 |
|
R3 |
21,650 |
21,467 |
20,987 |
|
R2 |
21,239 |
21,239 |
20,949 |
|
R1 |
21,056 |
21,056 |
20,912 |
21,148 |
PP |
20,828 |
20,828 |
20,828 |
20,873 |
S1 |
20,645 |
20,645 |
20,836 |
20,737 |
S2 |
20,417 |
20,417 |
20,799 |
|
S3 |
20,006 |
20,234 |
20,761 |
|
S4 |
19,595 |
19,823 |
20,648 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,949 |
20,805 |
144 |
0.7% |
81 |
0.4% |
51% |
False |
True |
93,108 |
10 |
21,010 |
20,328 |
682 |
3.3% |
128 |
0.6% |
81% |
False |
False |
115,921 |
20 |
21,010 |
20,311 |
699 |
3.3% |
157 |
0.7% |
81% |
False |
False |
135,805 |
40 |
21,010 |
20,311 |
699 |
3.3% |
147 |
0.7% |
81% |
False |
False |
137,829 |
60 |
21,106 |
19,898 |
1,208 |
5.8% |
140 |
0.7% |
81% |
False |
False |
92,069 |
80 |
21,106 |
19,552 |
1,554 |
7.4% |
136 |
0.7% |
85% |
False |
False |
69,077 |
100 |
21,106 |
19,405 |
1,701 |
8.1% |
130 |
0.6% |
87% |
False |
False |
55,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,341 |
2.618 |
21,174 |
1.618 |
21,072 |
1.000 |
21,009 |
0.618 |
20,970 |
HIGH |
20,907 |
0.618 |
20,868 |
0.500 |
20,856 |
0.382 |
20,844 |
LOW |
20,805 |
0.618 |
20,742 |
1.000 |
20,703 |
1.618 |
20,640 |
2.618 |
20,538 |
4.250 |
20,372 |
|
|
Fisher Pivots for day following 03-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,871 |
20,874 |
PP |
20,864 |
20,869 |
S1 |
20,856 |
20,864 |
|