| Trading Metrics calculated at close of trading on 09-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,227.9 |
1,229.7 |
1.8 |
0.1% |
1,273.1 |
| High |
1,240.2 |
1,232.1 |
-8.1 |
-0.7% |
1,275.7 |
| Low |
1,225.5 |
1,217.8 |
-7.7 |
-0.6% |
1,229.3 |
| Close |
1,230.6 |
1,219.6 |
-11.0 |
-0.9% |
1,230.4 |
| Range |
14.7 |
14.3 |
-0.4 |
-2.7% |
46.4 |
| ATR |
13.5 |
13.6 |
0.1 |
0.4% |
0.0 |
| Volume |
19,466 |
21,487 |
2,021 |
10.4% |
80,848 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,266.1 |
1,257.1 |
1,227.5 |
|
| R3 |
1,251.8 |
1,242.8 |
1,223.5 |
|
| R2 |
1,237.5 |
1,237.5 |
1,222.2 |
|
| R1 |
1,228.5 |
1,228.5 |
1,220.9 |
1,225.9 |
| PP |
1,223.2 |
1,223.2 |
1,223.2 |
1,221.8 |
| S1 |
1,214.2 |
1,214.2 |
1,218.3 |
1,211.6 |
| S2 |
1,208.9 |
1,208.9 |
1,217.0 |
|
| S3 |
1,194.6 |
1,199.9 |
1,215.7 |
|
| S4 |
1,180.3 |
1,185.6 |
1,211.7 |
|
|
| 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 |
1,260.9 |
1,217.8 |
43.1 |
3.5% |
15.0 |
1.2% |
4% |
False |
True |
21,037 |
| 10 |
1,276.0 |
1,217.8 |
58.2 |
4.8% |
12.3 |
1.0% |
3% |
False |
True |
13,590 |
| 20 |
1,300.3 |
1,217.8 |
82.5 |
6.8% |
12.9 |
1.1% |
2% |
False |
True |
9,002 |
| 40 |
1,300.3 |
1,203.6 |
96.7 |
7.9% |
12.2 |
1.0% |
17% |
False |
False |
6,200 |
| 60 |
1,300.3 |
1,201.4 |
98.9 |
8.1% |
11.9 |
1.0% |
18% |
False |
False |
4,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,292.9 |
|
2.618 |
1,269.5 |
|
1.618 |
1,255.2 |
|
1.000 |
1,246.4 |
|
0.618 |
1,240.9 |
|
HIGH |
1,232.1 |
|
0.618 |
1,226.6 |
|
0.500 |
1,225.0 |
|
0.382 |
1,223.3 |
|
LOW |
1,217.8 |
|
0.618 |
1,209.0 |
|
1.000 |
1,203.5 |
|
1.618 |
1,194.7 |
|
2.618 |
1,180.4 |
|
4.250 |
1,157.0 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,225.0 |
1,229.0 |
| PP |
1,223.2 |
1,225.9 |
| S1 |
1,221.4 |
1,222.7 |
|