Trading Metrics calculated at close of trading on 04-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,915.00 |
20,987.83 |
72.83 |
0.3% |
20,723.59 |
High |
20,972.74 |
20,990.79 |
18.05 |
0.1% |
21,070.90 |
Low |
20,874.18 |
20,847.95 |
-26.23 |
-0.1% |
20,723.59 |
Close |
20,957.90 |
20,951.47 |
-6.43 |
0.0% |
20,940.51 |
Range |
98.56 |
142.84 |
44.28 |
44.9% |
347.31 |
ATR |
130.72 |
131.59 |
0.87 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,358.59 |
21,297.87 |
21,030.03 |
|
R3 |
21,215.75 |
21,155.03 |
20,990.75 |
|
R2 |
21,072.91 |
21,072.91 |
20,977.66 |
|
R1 |
21,012.19 |
21,012.19 |
20,964.56 |
20,971.13 |
PP |
20,930.07 |
20,930.07 |
20,930.07 |
20,909.54 |
S1 |
20,869.35 |
20,869.35 |
20,938.38 |
20,828.29 |
S2 |
20,787.23 |
20,787.23 |
20,925.28 |
|
S3 |
20,644.39 |
20,726.51 |
20,912.19 |
|
S4 |
20,501.55 |
20,583.67 |
20,872.91 |
|
|
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 |
20,990.79 |
20,847.95 |
142.84 |
0.7% |
87.50 |
0.4% |
72% |
True |
True |
|
10 |
21,070.90 |
20,505.33 |
565.57 |
2.7% |
88.84 |
0.4% |
79% |
False |
False |
|
20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
118.05 |
0.6% |
83% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
125.30 |
0.6% |
83% |
False |
False |
|
60 |
21,169.11 |
20,015.33 |
1,153.78 |
5.5% |
117.39 |
0.6% |
81% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
115.60 |
0.6% |
85% |
False |
False |
|
100 |
21,169.11 |
19,623.19 |
1,545.92 |
7.4% |
113.27 |
0.5% |
86% |
False |
False |
|
120 |
21,169.11 |
18,603.14 |
2,565.97 |
12.2% |
112.21 |
0.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,597.86 |
2.618 |
21,364.75 |
1.618 |
21,221.91 |
1.000 |
21,133.63 |
0.618 |
21,079.07 |
HIGH |
20,990.79 |
0.618 |
20,936.23 |
0.500 |
20,919.37 |
0.382 |
20,902.51 |
LOW |
20,847.95 |
0.618 |
20,759.67 |
1.000 |
20,705.11 |
1.618 |
20,616.83 |
2.618 |
20,473.99 |
4.250 |
20,240.88 |
|
|
Fisher Pivots for day following 04-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,940.77 |
20,940.77 |
PP |
20,930.07 |
20,930.07 |
S1 |
20,919.37 |
20,919.37 |
|