Trading Metrics calculated at close of trading on 12-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,221.9 |
1,228.5 |
6.6 |
0.5% |
1,227.9 |
High |
1,231.2 |
1,235.1 |
3.9 |
0.3% |
1,240.2 |
Low |
1,220.9 |
1,227.9 |
7.0 |
0.6% |
1,217.8 |
Close |
1,227.7 |
1,231.1 |
3.4 |
0.3% |
1,231.1 |
Range |
10.3 |
7.2 |
-3.1 |
-30.1% |
22.4 |
ATR |
13.1 |
12.7 |
-0.4 |
-3.1% |
0.0 |
Volume |
55,137 |
22,143 |
-32,994 |
-59.8% |
135,465 |
|
Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,253.0 |
1,249.2 |
1,235.1 |
|
R3 |
1,245.8 |
1,242.0 |
1,233.1 |
|
R2 |
1,238.6 |
1,238.6 |
1,232.4 |
|
R1 |
1,234.8 |
1,234.8 |
1,231.8 |
1,236.7 |
PP |
1,231.4 |
1,231.4 |
1,231.4 |
1,232.3 |
S1 |
1,227.6 |
1,227.6 |
1,230.4 |
1,229.5 |
S2 |
1,224.2 |
1,224.2 |
1,229.8 |
|
S3 |
1,217.0 |
1,220.4 |
1,229.1 |
|
S4 |
1,209.8 |
1,213.2 |
1,227.1 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.9 |
1,286.4 |
1,243.4 |
|
R3 |
1,274.5 |
1,264.0 |
1,237.3 |
|
R2 |
1,252.1 |
1,252.1 |
1,235.2 |
|
R1 |
1,241.6 |
1,241.6 |
1,233.2 |
1,246.9 |
PP |
1,229.7 |
1,229.7 |
1,229.7 |
1,232.3 |
S1 |
1,219.2 |
1,219.2 |
1,229.0 |
1,224.5 |
S2 |
1,207.3 |
1,207.3 |
1,227.0 |
|
S3 |
1,184.9 |
1,196.8 |
1,224.9 |
|
S4 |
1,162.5 |
1,174.4 |
1,218.8 |
|
|
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% |
10.9 |
0.9% |
59% |
False |
False |
27,093 |
10 |
1,275.7 |
1,217.8 |
57.9 |
4.7% |
12.3 |
1.0% |
23% |
False |
False |
21,631 |
20 |
1,300.3 |
1,217.8 |
82.5 |
6.7% |
12.0 |
1.0% |
16% |
False |
False |
13,337 |
40 |
1,300.3 |
1,217.8 |
82.5 |
6.7% |
11.6 |
0.9% |
16% |
False |
False |
8,359 |
60 |
1,300.3 |
1,201.4 |
98.9 |
8.0% |
11.7 |
0.9% |
30% |
False |
False |
6,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,265.7 |
2.618 |
1,253.9 |
1.618 |
1,246.7 |
1.000 |
1,242.3 |
0.618 |
1,239.5 |
HIGH |
1,235.1 |
0.618 |
1,232.3 |
0.500 |
1,231.5 |
0.382 |
1,230.7 |
LOW |
1,227.9 |
0.618 |
1,223.5 |
1.000 |
1,220.7 |
1.618 |
1,216.3 |
2.618 |
1,209.1 |
4.250 |
1,197.3 |
|
|
Fisher Pivots for day following 12-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,231.5 |
1,230.1 |
PP |
1,231.4 |
1,229.0 |
S1 |
1,231.2 |
1,228.0 |
|