Trading Metrics calculated at close of trading on 08-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,929.04 |
20,991.26 |
62.22 |
0.3% |
20,962.73 |
High |
21,006.94 |
21,017.89 |
10.95 |
0.1% |
21,006.94 |
Low |
20,905.00 |
20,971.05 |
66.05 |
0.3% |
20,847.95 |
Close |
21,006.94 |
21,012.28 |
5.34 |
0.0% |
21,006.94 |
Range |
101.94 |
46.84 |
-55.10 |
-54.1% |
158.99 |
ATR |
129.47 |
123.57 |
-5.90 |
-4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,140.93 |
21,123.44 |
21,038.04 |
|
R3 |
21,094.09 |
21,076.60 |
21,025.16 |
|
R2 |
21,047.25 |
21,047.25 |
21,020.87 |
|
R1 |
21,029.76 |
21,029.76 |
21,016.57 |
21,038.51 |
PP |
21,000.41 |
21,000.41 |
21,000.41 |
21,004.78 |
S1 |
20,982.92 |
20,982.92 |
21,007.99 |
20,991.67 |
S2 |
20,953.57 |
20,953.57 |
21,003.69 |
|
S3 |
20,906.73 |
20,936.08 |
20,999.40 |
|
S4 |
20,859.89 |
20,889.24 |
20,986.52 |
|
|
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 |
21,017.89 |
20,847.95 |
169.94 |
0.8% |
89.41 |
0.4% |
97% |
True |
False |
|
10 |
21,070.90 |
20,847.95 |
222.95 |
1.1% |
87.25 |
0.4% |
74% |
False |
False |
|
20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
112.82 |
0.5% |
92% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
123.12 |
0.6% |
92% |
False |
False |
|
60 |
21,169.11 |
20,204.76 |
964.35 |
4.6% |
116.57 |
0.6% |
84% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
114.19 |
0.5% |
89% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
112.64 |
0.5% |
89% |
False |
False |
|
120 |
21,169.11 |
18,806.06 |
2,363.05 |
11.2% |
110.20 |
0.5% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,216.96 |
2.618 |
21,140.52 |
1.618 |
21,093.68 |
1.000 |
21,064.73 |
0.618 |
21,046.84 |
HIGH |
21,017.89 |
0.618 |
21,000.00 |
0.500 |
20,994.47 |
0.382 |
20,988.94 |
LOW |
20,971.05 |
0.618 |
20,942.10 |
1.000 |
20,924.21 |
1.618 |
20,895.26 |
2.618 |
20,848.42 |
4.250 |
20,771.98 |
|
|
Fisher Pivots for day following 08-May-2017 |
Pivot |
1 day |
3 day |
R1 |
21,006.34 |
20,985.83 |
PP |
21,000.41 |
20,959.37 |
S1 |
20,994.47 |
20,932.92 |
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