Trading Metrics calculated at close of trading on 04-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,491.0 |
3,489.0 |
-2.0 |
-0.1% |
3,460.0 |
High |
3,496.0 |
3,510.0 |
14.0 |
0.4% |
3,510.0 |
Low |
3,469.0 |
3,473.0 |
4.0 |
0.1% |
3,453.0 |
Close |
3,472.0 |
3,497.0 |
25.0 |
0.7% |
3,497.0 |
Range |
27.0 |
37.0 |
10.0 |
37.0% |
57.0 |
ATR |
39.4 |
39.3 |
-0.1 |
-0.2% |
0.0 |
Volume |
899,397 |
824,847 |
-74,550 |
-8.3% |
3,554,168 |
|
Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,604.3 |
3,587.7 |
3,517.4 |
|
R3 |
3,567.3 |
3,550.7 |
3,507.2 |
|
R2 |
3,530.3 |
3,530.3 |
3,503.8 |
|
R1 |
3,513.7 |
3,513.7 |
3,500.4 |
3,522.0 |
PP |
3,493.3 |
3,493.3 |
3,493.3 |
3,497.5 |
S1 |
3,476.7 |
3,476.7 |
3,493.6 |
3,485.0 |
S2 |
3,456.3 |
3,456.3 |
3,490.2 |
|
S3 |
3,419.3 |
3,439.7 |
3,486.8 |
|
S4 |
3,382.3 |
3,402.7 |
3,476.7 |
|
|
Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,657.7 |
3,634.3 |
3,528.4 |
|
R3 |
3,600.7 |
3,577.3 |
3,512.7 |
|
R2 |
3,543.7 |
3,543.7 |
3,507.5 |
|
R1 |
3,520.3 |
3,520.3 |
3,502.2 |
3,532.0 |
PP |
3,486.7 |
3,486.7 |
3,486.7 |
3,492.5 |
S1 |
3,463.3 |
3,463.3 |
3,491.8 |
3,475.0 |
S2 |
3,429.7 |
3,429.7 |
3,486.6 |
|
S3 |
3,372.7 |
3,406.3 |
3,481.3 |
|
S4 |
3,315.7 |
3,349.3 |
3,465.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,510.0 |
3,440.0 |
70.0 |
2.0% |
27.8 |
0.8% |
81% |
True |
False |
867,736 |
10 |
3,510.0 |
3,396.0 |
114.0 |
3.3% |
33.1 |
0.9% |
89% |
True |
False |
874,392 |
20 |
3,510.0 |
3,296.0 |
214.0 |
6.1% |
31.6 |
0.9% |
94% |
True |
False |
885,942 |
40 |
3,510.0 |
3,172.0 |
338.0 |
9.7% |
42.5 |
1.2% |
96% |
True |
False |
1,025,502 |
60 |
3,510.0 |
3,172.0 |
338.0 |
9.7% |
45.8 |
1.3% |
96% |
True |
False |
689,011 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.1% |
45.3 |
1.3% |
77% |
False |
False |
518,219 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.1% |
42.0 |
1.2% |
77% |
False |
False |
414,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,667.3 |
2.618 |
3,606.9 |
1.618 |
3,569.9 |
1.000 |
3,547.0 |
0.618 |
3,532.9 |
HIGH |
3,510.0 |
0.618 |
3,495.9 |
0.500 |
3,491.5 |
0.382 |
3,487.1 |
LOW |
3,473.0 |
0.618 |
3,450.1 |
1.000 |
3,436.0 |
1.618 |
3,413.1 |
2.618 |
3,376.1 |
4.250 |
3,315.8 |
|
|
Fisher Pivots for day following 04-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,495.2 |
3,494.5 |
PP |
3,493.3 |
3,492.0 |
S1 |
3,491.5 |
3,489.5 |
|