Trading Metrics calculated at close of trading on 03-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,476.0 |
3,491.0 |
15.0 |
0.4% |
3,427.0 |
High |
3,500.0 |
3,496.0 |
-4.0 |
-0.1% |
3,461.0 |
Low |
3,472.0 |
3,469.0 |
-3.0 |
-0.1% |
3,396.0 |
Close |
3,497.0 |
3,472.0 |
-25.0 |
-0.7% |
3,455.0 |
Range |
28.0 |
27.0 |
-1.0 |
-3.6% |
65.0 |
ATR |
40.2 |
39.4 |
-0.9 |
-2.2% |
0.0 |
Volume |
982,488 |
899,397 |
-83,091 |
-8.5% |
4,325,803 |
|
Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,560.0 |
3,543.0 |
3,486.9 |
|
R3 |
3,533.0 |
3,516.0 |
3,479.4 |
|
R2 |
3,506.0 |
3,506.0 |
3,477.0 |
|
R1 |
3,489.0 |
3,489.0 |
3,474.5 |
3,484.0 |
PP |
3,479.0 |
3,479.0 |
3,479.0 |
3,476.5 |
S1 |
3,462.0 |
3,462.0 |
3,469.5 |
3,457.0 |
S2 |
3,452.0 |
3,452.0 |
3,467.1 |
|
S3 |
3,425.0 |
3,435.0 |
3,464.6 |
|
S4 |
3,398.0 |
3,408.0 |
3,457.2 |
|
|
Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,632.3 |
3,608.7 |
3,490.8 |
|
R3 |
3,567.3 |
3,543.7 |
3,472.9 |
|
R2 |
3,502.3 |
3,502.3 |
3,466.9 |
|
R1 |
3,478.7 |
3,478.7 |
3,461.0 |
3,490.5 |
PP |
3,437.3 |
3,437.3 |
3,437.3 |
3,443.3 |
S1 |
3,413.7 |
3,413.7 |
3,449.0 |
3,425.5 |
S2 |
3,372.3 |
3,372.3 |
3,443.1 |
|
S3 |
3,307.3 |
3,348.7 |
3,437.1 |
|
S4 |
3,242.3 |
3,283.7 |
3,419.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,500.0 |
3,411.0 |
89.0 |
2.6% |
29.4 |
0.8% |
69% |
False |
False |
875,557 |
10 |
3,500.0 |
3,396.0 |
104.0 |
3.0% |
31.9 |
0.9% |
73% |
False |
False |
879,000 |
20 |
3,500.0 |
3,289.0 |
211.0 |
6.1% |
32.7 |
0.9% |
87% |
False |
False |
909,552 |
40 |
3,500.0 |
3,172.0 |
328.0 |
9.4% |
42.5 |
1.2% |
91% |
False |
False |
1,008,826 |
60 |
3,500.0 |
3,172.0 |
328.0 |
9.4% |
47.5 |
1.4% |
91% |
False |
False |
675,304 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
45.1 |
1.3% |
71% |
False |
False |
507,909 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
41.8 |
1.2% |
71% |
False |
False |
406,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,610.8 |
2.618 |
3,566.7 |
1.618 |
3,539.7 |
1.000 |
3,523.0 |
0.618 |
3,512.7 |
HIGH |
3,496.0 |
0.618 |
3,485.7 |
0.500 |
3,482.5 |
0.382 |
3,479.3 |
LOW |
3,469.0 |
0.618 |
3,452.3 |
1.000 |
3,442.0 |
1.618 |
3,425.3 |
2.618 |
3,398.3 |
4.250 |
3,354.3 |
|
|
Fisher Pivots for day following 03-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,482.5 |
3,476.5 |
PP |
3,479.0 |
3,475.0 |
S1 |
3,475.5 |
3,473.5 |
|