Trading Metrics calculated at close of trading on 03-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,941.19 |
20,915.00 |
-26.19 |
-0.1% |
20,723.59 |
High |
20,960.92 |
20,972.74 |
11.82 |
0.1% |
21,070.90 |
Low |
20,904.06 |
20,874.18 |
-29.88 |
-0.1% |
20,723.59 |
Close |
20,949.89 |
20,957.90 |
8.01 |
0.0% |
20,940.51 |
Range |
56.86 |
98.56 |
41.70 |
73.3% |
347.31 |
ATR |
133.19 |
130.72 |
-2.47 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,230.62 |
21,192.82 |
21,012.11 |
|
R3 |
21,132.06 |
21,094.26 |
20,985.00 |
|
R2 |
21,033.50 |
21,033.50 |
20,975.97 |
|
R1 |
20,995.70 |
20,995.70 |
20,966.93 |
21,014.60 |
PP |
20,934.94 |
20,934.94 |
20,934.94 |
20,944.39 |
S1 |
20,897.14 |
20,897.14 |
20,948.87 |
20,916.04 |
S2 |
20,836.38 |
20,836.38 |
20,939.83 |
|
S3 |
20,737.82 |
20,798.58 |
20,930.80 |
|
S4 |
20,639.26 |
20,700.02 |
20,903.69 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,953.60 |
21,794.36 |
21,131.53 |
|
R3 |
21,606.29 |
21,447.05 |
21,036.02 |
|
R2 |
21,258.98 |
21,258.98 |
21,004.18 |
|
R1 |
21,099.74 |
21,099.74 |
20,972.35 |
21,179.36 |
PP |
20,911.67 |
20,911.67 |
20,911.67 |
20,951.48 |
S1 |
20,752.43 |
20,752.43 |
20,908.67 |
20,832.05 |
S2 |
20,564.36 |
20,564.36 |
20,876.84 |
|
S3 |
20,217.05 |
20,405.12 |
20,845.00 |
|
S4 |
19,869.74 |
20,057.81 |
20,749.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,005.80 |
20,874.18 |
131.62 |
0.6% |
72.93 |
0.3% |
64% |
False |
True |
|
10 |
21,070.90 |
20,406.68 |
664.22 |
3.2% |
96.87 |
0.5% |
83% |
False |
False |
|
20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
123.31 |
0.6% |
84% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
124.63 |
0.6% |
84% |
False |
False |
|
60 |
21,169.11 |
20,015.33 |
1,153.78 |
5.5% |
116.45 |
0.6% |
82% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
114.52 |
0.5% |
86% |
False |
False |
|
100 |
21,169.11 |
19,527.83 |
1,641.28 |
7.8% |
113.21 |
0.5% |
87% |
False |
False |
|
120 |
21,169.11 |
18,252.55 |
2,916.56 |
13.9% |
114.33 |
0.5% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,391.62 |
2.618 |
21,230.77 |
1.618 |
21,132.21 |
1.000 |
21,071.30 |
0.618 |
21,033.65 |
HIGH |
20,972.74 |
0.618 |
20,935.09 |
0.500 |
20,923.46 |
0.382 |
20,911.83 |
LOW |
20,874.18 |
0.618 |
20,813.27 |
1.000 |
20,775.62 |
1.618 |
20,714.71 |
2.618 |
20,616.15 |
4.250 |
20,455.30 |
|
|
Fisher Pivots for day following 03-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,946.42 |
20,947.07 |
PP |
20,934.94 |
20,936.23 |
S1 |
20,923.46 |
20,925.40 |
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