Trading Metrics calculated at close of trading on 05-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,242.2 |
1,232.6 |
-9.6 |
-0.8% |
1,273.1 |
High |
1,245.0 |
1,239.1 |
-5.9 |
-0.5% |
1,275.7 |
Low |
1,229.3 |
1,229.8 |
0.5 |
0.0% |
1,229.3 |
Close |
1,232.0 |
1,230.4 |
-1.6 |
-0.1% |
1,230.4 |
Range |
15.7 |
9.3 |
-6.4 |
-40.8% |
46.4 |
ATR |
13.8 |
13.4 |
-0.3 |
-2.3% |
0.0 |
Volume |
29,804 |
25,271 |
-4,533 |
-15.2% |
80,848 |
|
Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.0 |
1,255.0 |
1,235.5 |
|
R3 |
1,251.7 |
1,245.7 |
1,233.0 |
|
R2 |
1,242.4 |
1,242.4 |
1,232.1 |
|
R1 |
1,236.4 |
1,236.4 |
1,231.3 |
1,234.8 |
PP |
1,233.1 |
1,233.1 |
1,233.1 |
1,232.3 |
S1 |
1,227.1 |
1,227.1 |
1,229.5 |
1,225.5 |
S2 |
1,223.8 |
1,223.8 |
1,228.7 |
|
S3 |
1,214.5 |
1,217.8 |
1,227.8 |
|
S4 |
1,205.2 |
1,208.5 |
1,225.3 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.3 |
1,353.8 |
1,255.9 |
|
R3 |
1,337.9 |
1,307.4 |
1,243.2 |
|
R2 |
1,291.5 |
1,291.5 |
1,238.9 |
|
R1 |
1,261.0 |
1,261.0 |
1,234.7 |
1,253.1 |
PP |
1,245.1 |
1,245.1 |
1,245.1 |
1,241.2 |
S1 |
1,214.6 |
1,214.6 |
1,226.1 |
1,206.7 |
S2 |
1,198.7 |
1,198.7 |
1,221.9 |
|
S3 |
1,152.3 |
1,168.2 |
1,217.6 |
|
S4 |
1,105.9 |
1,121.8 |
1,204.9 |
|
|
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% |
13.8 |
1.1% |
2% |
False |
False |
16,169 |
10 |
1,284.3 |
1,229.3 |
55.0 |
4.5% |
12.5 |
1.0% |
2% |
False |
False |
10,956 |
20 |
1,300.3 |
1,229.3 |
71.0 |
5.8% |
12.9 |
1.1% |
2% |
False |
False |
7,409 |
40 |
1,300.3 |
1,201.4 |
98.9 |
8.0% |
11.9 |
1.0% |
29% |
False |
False |
5,342 |
60 |
1,300.3 |
1,201.4 |
98.9 |
8.0% |
12.0 |
1.0% |
29% |
False |
False |
4,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.6 |
2.618 |
1,263.4 |
1.618 |
1,254.1 |
1.000 |
1,248.4 |
0.618 |
1,244.8 |
HIGH |
1,239.1 |
0.618 |
1,235.5 |
0.500 |
1,234.5 |
0.382 |
1,233.4 |
LOW |
1,229.8 |
0.618 |
1,224.1 |
1.000 |
1,220.5 |
1.618 |
1,214.8 |
2.618 |
1,205.5 |
4.250 |
1,190.3 |
|
|
Fisher Pivots for day following 05-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,234.5 |
1,245.1 |
PP |
1,233.1 |
1,240.2 |
S1 |
1,231.8 |
1,235.3 |
|