| Trading Metrics calculated at close of trading on 10-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,229.7 |
1,225.3 |
-4.4 |
-0.4% |
1,273.1 |
| High |
1,232.1 |
1,229.0 |
-3.1 |
-0.3% |
1,275.7 |
| Low |
1,217.8 |
1,221.0 |
3.2 |
0.3% |
1,229.3 |
| Close |
1,219.6 |
1,222.4 |
2.8 |
0.2% |
1,230.4 |
| Range |
14.3 |
8.0 |
-6.3 |
-44.1% |
46.4 |
| ATR |
13.6 |
13.3 |
-0.3 |
-2.2% |
0.0 |
| Volume |
21,487 |
17,232 |
-4,255 |
-19.8% |
80,848 |
|
| Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,248.1 |
1,243.3 |
1,226.8 |
|
| R3 |
1,240.1 |
1,235.3 |
1,224.6 |
|
| R2 |
1,232.1 |
1,232.1 |
1,223.9 |
|
| R1 |
1,227.3 |
1,227.3 |
1,223.1 |
1,225.7 |
| PP |
1,224.1 |
1,224.1 |
1,224.1 |
1,223.4 |
| S1 |
1,219.3 |
1,219.3 |
1,221.7 |
1,217.7 |
| S2 |
1,216.1 |
1,216.1 |
1,220.9 |
|
| S3 |
1,208.1 |
1,211.3 |
1,220.2 |
|
| S4 |
1,200.1 |
1,203.3 |
1,218.0 |
|
|
| 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 |
1,245.0 |
1,217.8 |
27.2 |
2.2% |
12.4 |
1.0% |
17% |
False |
False |
22,652 |
| 10 |
1,275.7 |
1,217.8 |
57.9 |
4.7% |
11.9 |
1.0% |
8% |
False |
False |
14,781 |
| 20 |
1,300.3 |
1,217.8 |
82.5 |
6.7% |
12.2 |
1.0% |
6% |
False |
False |
9,718 |
| 40 |
1,300.3 |
1,203.6 |
96.7 |
7.9% |
12.1 |
1.0% |
19% |
False |
False |
6,541 |
| 60 |
1,300.3 |
1,201.4 |
98.9 |
8.1% |
11.9 |
1.0% |
21% |
False |
False |
5,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,263.0 |
|
2.618 |
1,249.9 |
|
1.618 |
1,241.9 |
|
1.000 |
1,237.0 |
|
0.618 |
1,233.9 |
|
HIGH |
1,229.0 |
|
0.618 |
1,225.9 |
|
0.500 |
1,225.0 |
|
0.382 |
1,224.1 |
|
LOW |
1,221.0 |
|
0.618 |
1,216.1 |
|
1.000 |
1,213.0 |
|
1.618 |
1,208.1 |
|
2.618 |
1,200.1 |
|
4.250 |
1,187.0 |
|
|
| Fisher Pivots for day following 10-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,225.0 |
1,229.0 |
| PP |
1,224.1 |
1,226.8 |
| S1 |
1,223.3 |
1,224.6 |
|