Trading Metrics calculated at close of trading on 04-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,260.6 |
1,242.2 |
-18.4 |
-1.5% |
1,284.3 |
High |
1,260.9 |
1,245.0 |
-15.9 |
-1.3% |
1,284.3 |
Low |
1,240.0 |
1,229.3 |
-10.7 |
-0.9% |
1,264.3 |
Close |
1,252.0 |
1,232.0 |
-20.0 |
-1.6% |
1,271.7 |
Range |
20.9 |
15.7 |
-5.2 |
-24.9% |
20.0 |
ATR |
13.1 |
13.8 |
0.7 |
5.3% |
0.0 |
Volume |
9,161 |
29,804 |
20,643 |
225.3% |
28,714 |
|
Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.5 |
1,273.0 |
1,240.6 |
|
R3 |
1,266.8 |
1,257.3 |
1,236.3 |
|
R2 |
1,251.1 |
1,251.1 |
1,234.9 |
|
R1 |
1,241.6 |
1,241.6 |
1,233.4 |
1,238.5 |
PP |
1,235.4 |
1,235.4 |
1,235.4 |
1,233.9 |
S1 |
1,225.9 |
1,225.9 |
1,230.6 |
1,222.8 |
S2 |
1,219.7 |
1,219.7 |
1,229.1 |
|
S3 |
1,204.0 |
1,210.2 |
1,227.7 |
|
S4 |
1,188.3 |
1,194.5 |
1,223.4 |
|
|
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 |
1,275.7 |
1,229.3 |
46.4 |
3.8% |
12.9 |
1.0% |
6% |
False |
True |
12,379 |
10 |
1,293.3 |
1,229.3 |
64.0 |
5.2% |
12.6 |
1.0% |
4% |
False |
True |
8,685 |
20 |
1,300.3 |
1,229.3 |
71.0 |
5.8% |
12.9 |
1.1% |
4% |
False |
True |
6,230 |
40 |
1,300.3 |
1,201.4 |
98.9 |
8.0% |
11.8 |
1.0% |
31% |
False |
False |
4,815 |
60 |
1,300.3 |
1,201.4 |
98.9 |
8.0% |
12.0 |
1.0% |
31% |
False |
False |
3,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.7 |
2.618 |
1,286.1 |
1.618 |
1,270.4 |
1.000 |
1,260.7 |
0.618 |
1,254.7 |
HIGH |
1,245.0 |
0.618 |
1,239.0 |
0.500 |
1,237.2 |
0.382 |
1,235.3 |
LOW |
1,229.3 |
0.618 |
1,219.6 |
1.000 |
1,213.6 |
1.618 |
1,203.9 |
2.618 |
1,188.2 |
4.250 |
1,162.6 |
|
|
Fisher Pivots for day following 04-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,237.2 |
1,245.7 |
PP |
1,235.4 |
1,241.1 |
S1 |
1,233.7 |
1,236.6 |
|