Trading Metrics calculated at close of trading on 05-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,987.83 |
20,929.04 |
-58.79 |
-0.3% |
20,962.73 |
High |
20,990.79 |
21,006.94 |
16.15 |
0.1% |
21,006.94 |
Low |
20,847.95 |
20,905.00 |
57.05 |
0.3% |
20,847.95 |
Close |
20,951.47 |
21,006.94 |
55.47 |
0.3% |
21,006.94 |
Range |
142.84 |
101.94 |
-40.90 |
-28.6% |
158.99 |
ATR |
131.59 |
129.47 |
-2.12 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,278.78 |
21,244.80 |
21,063.01 |
|
R3 |
21,176.84 |
21,142.86 |
21,034.97 |
|
R2 |
21,074.90 |
21,074.90 |
21,025.63 |
|
R1 |
21,040.92 |
21,040.92 |
21,016.28 |
21,057.91 |
PP |
20,972.96 |
20,972.96 |
20,972.96 |
20,981.46 |
S1 |
20,938.98 |
20,938.98 |
20,997.60 |
20,955.97 |
S2 |
20,871.02 |
20,871.02 |
20,988.25 |
|
S3 |
20,769.08 |
20,837.04 |
20,978.91 |
|
S4 |
20,667.14 |
20,735.10 |
20,950.87 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,430.91 |
21,377.92 |
21,094.38 |
|
R3 |
21,271.92 |
21,218.93 |
21,050.66 |
|
R2 |
21,112.93 |
21,112.93 |
21,036.09 |
|
R1 |
21,059.94 |
21,059.94 |
21,021.51 |
21,086.44 |
PP |
20,953.94 |
20,953.94 |
20,953.94 |
20,967.19 |
S1 |
20,900.95 |
20,900.95 |
20,992.37 |
20,927.45 |
S2 |
20,794.95 |
20,794.95 |
20,977.79 |
|
S3 |
20,635.96 |
20,741.96 |
20,963.22 |
|
S4 |
20,476.97 |
20,582.97 |
20,919.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,006.94 |
20,847.95 |
158.99 |
0.8% |
95.69 |
0.5% |
100% |
True |
False |
|
10 |
21,070.90 |
20,723.59 |
347.31 |
1.7% |
89.43 |
0.4% |
82% |
False |
False |
|
20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
116.43 |
0.6% |
91% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
124.77 |
0.6% |
91% |
False |
False |
|
60 |
21,169.11 |
20,061.73 |
1,107.38 |
5.3% |
118.20 |
0.6% |
85% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
115.36 |
0.5% |
89% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
112.94 |
0.5% |
89% |
False |
False |
|
120 |
21,169.11 |
18,736.96 |
2,432.15 |
11.6% |
110.80 |
0.5% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,440.19 |
2.618 |
21,273.82 |
1.618 |
21,171.88 |
1.000 |
21,108.88 |
0.618 |
21,069.94 |
HIGH |
21,006.94 |
0.618 |
20,968.00 |
0.500 |
20,955.97 |
0.382 |
20,943.94 |
LOW |
20,905.00 |
0.618 |
20,842.00 |
1.000 |
20,803.06 |
1.618 |
20,740.06 |
2.618 |
20,638.12 |
4.250 |
20,471.76 |
|
|
Fisher Pivots for day following 05-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,989.95 |
20,980.44 |
PP |
20,972.96 |
20,953.94 |
S1 |
20,955.97 |
20,927.45 |
|