Trading Metrics calculated at close of trading on 02-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,273.1 |
1,261.0 |
-12.1 |
-1.0% |
1,284.3 |
High |
1,275.7 |
1,262.0 |
-13.7 |
-1.1% |
1,284.3 |
Low |
1,258.6 |
1,256.1 |
-2.5 |
-0.2% |
1,264.3 |
Close |
1,258.9 |
1,260.5 |
1.6 |
0.1% |
1,271.7 |
Range |
17.1 |
5.9 |
-11.2 |
-65.5% |
20.0 |
ATR |
13.0 |
12.5 |
-0.5 |
-3.9% |
0.0 |
Volume |
7,673 |
8,939 |
1,266 |
16.5% |
28,714 |
|
Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.2 |
1,274.8 |
1,263.7 |
|
R3 |
1,271.3 |
1,268.9 |
1,262.1 |
|
R2 |
1,265.4 |
1,265.4 |
1,261.6 |
|
R1 |
1,263.0 |
1,263.0 |
1,261.0 |
1,261.3 |
PP |
1,259.5 |
1,259.5 |
1,259.5 |
1,258.7 |
S1 |
1,257.1 |
1,257.1 |
1,260.0 |
1,255.4 |
S2 |
1,253.6 |
1,253.6 |
1,259.4 |
|
S3 |
1,247.7 |
1,251.2 |
1,258.9 |
|
S4 |
1,241.8 |
1,245.3 |
1,257.3 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.4 |
1,322.6 |
1,282.7 |
|
R3 |
1,313.4 |
1,302.6 |
1,277.2 |
|
R2 |
1,293.4 |
1,293.4 |
1,275.4 |
|
R1 |
1,282.6 |
1,282.6 |
1,273.5 |
1,278.0 |
PP |
1,273.4 |
1,273.4 |
1,273.4 |
1,271.2 |
S1 |
1,262.6 |
1,262.6 |
1,269.9 |
1,258.0 |
S2 |
1,253.4 |
1,253.4 |
1,268.0 |
|
S3 |
1,233.4 |
1,242.6 |
1,266.2 |
|
S4 |
1,213.4 |
1,222.6 |
1,260.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,276.0 |
1,256.1 |
19.9 |
1.6% |
9.6 |
0.8% |
22% |
False |
True |
6,144 |
10 |
1,295.3 |
1,256.1 |
39.2 |
3.1% |
11.2 |
0.9% |
11% |
False |
True |
5,760 |
20 |
1,300.3 |
1,248.8 |
51.5 |
4.1% |
12.2 |
1.0% |
23% |
False |
False |
4,796 |
40 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
11.5 |
0.9% |
60% |
False |
False |
4,029 |
60 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
11.8 |
0.9% |
60% |
False |
False |
3,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.1 |
2.618 |
1,277.4 |
1.618 |
1,271.5 |
1.000 |
1,267.9 |
0.618 |
1,265.6 |
HIGH |
1,262.0 |
0.618 |
1,259.7 |
0.500 |
1,259.1 |
0.382 |
1,258.4 |
LOW |
1,256.1 |
0.618 |
1,252.5 |
1.000 |
1,250.2 |
1.618 |
1,246.6 |
2.618 |
1,240.7 |
4.250 |
1,231.0 |
|
|
Fisher Pivots for day following 02-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,260.0 |
1,265.9 |
PP |
1,259.5 |
1,264.1 |
S1 |
1,259.1 |
1,262.3 |
|