Trading Metrics calculated at close of trading on 11-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,225.3 |
1,221.9 |
-3.4 |
-0.3% |
1,273.1 |
High |
1,229.0 |
1,231.2 |
2.2 |
0.2% |
1,275.7 |
Low |
1,221.0 |
1,220.9 |
-0.1 |
0.0% |
1,229.3 |
Close |
1,222.4 |
1,227.7 |
5.3 |
0.4% |
1,230.4 |
Range |
8.0 |
10.3 |
2.3 |
28.8% |
46.4 |
ATR |
13.3 |
13.1 |
-0.2 |
-1.6% |
0.0 |
Volume |
17,232 |
55,137 |
37,905 |
220.0% |
80,848 |
|
Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.5 |
1,252.9 |
1,233.4 |
|
R3 |
1,247.2 |
1,242.6 |
1,230.5 |
|
R2 |
1,236.9 |
1,236.9 |
1,229.6 |
|
R1 |
1,232.3 |
1,232.3 |
1,228.6 |
1,234.6 |
PP |
1,226.6 |
1,226.6 |
1,226.6 |
1,227.8 |
S1 |
1,222.0 |
1,222.0 |
1,226.8 |
1,224.3 |
S2 |
1,216.3 |
1,216.3 |
1,225.8 |
|
S3 |
1,206.0 |
1,211.7 |
1,224.9 |
|
S4 |
1,195.7 |
1,201.4 |
1,222.0 |
|
|
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 |
1,240.2 |
1,217.8 |
22.4 |
1.8% |
11.3 |
0.9% |
44% |
False |
False |
27,718 |
10 |
1,275.7 |
1,217.8 |
57.9 |
4.7% |
12.1 |
1.0% |
17% |
False |
False |
20,049 |
20 |
1,300.3 |
1,217.8 |
82.5 |
6.7% |
12.0 |
1.0% |
12% |
False |
False |
12,375 |
40 |
1,300.3 |
1,217.8 |
82.5 |
6.7% |
11.8 |
1.0% |
12% |
False |
False |
7,872 |
60 |
1,300.3 |
1,201.4 |
98.9 |
8.1% |
11.8 |
1.0% |
27% |
False |
False |
6,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,275.0 |
2.618 |
1,258.2 |
1.618 |
1,247.9 |
1.000 |
1,241.5 |
0.618 |
1,237.6 |
HIGH |
1,231.2 |
0.618 |
1,227.3 |
0.500 |
1,226.1 |
0.382 |
1,224.8 |
LOW |
1,220.9 |
0.618 |
1,214.5 |
1.000 |
1,210.6 |
1.618 |
1,204.2 |
2.618 |
1,193.9 |
4.250 |
1,177.1 |
|
|
Fisher Pivots for day following 11-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,227.2 |
1,226.8 |
PP |
1,226.6 |
1,225.9 |
S1 |
1,226.1 |
1,225.0 |
|