Trading Metrics calculated at close of trading on 09-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,991.26 |
21,022.28 |
31.02 |
0.1% |
20,962.73 |
High |
21,017.89 |
21,046.85 |
28.96 |
0.1% |
21,006.94 |
Low |
20,971.05 |
20,938.04 |
-33.01 |
-0.2% |
20,847.95 |
Close |
21,012.28 |
20,975.78 |
-36.50 |
-0.2% |
21,006.94 |
Range |
46.84 |
108.81 |
61.97 |
132.3% |
158.99 |
ATR |
123.57 |
122.51 |
-1.05 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,313.32 |
21,253.36 |
21,035.63 |
|
R3 |
21,204.51 |
21,144.55 |
21,005.70 |
|
R2 |
21,095.70 |
21,095.70 |
20,995.73 |
|
R1 |
21,035.74 |
21,035.74 |
20,985.75 |
21,011.32 |
PP |
20,986.89 |
20,986.89 |
20,986.89 |
20,974.68 |
S1 |
20,926.93 |
20,926.93 |
20,965.81 |
20,902.51 |
S2 |
20,878.08 |
20,878.08 |
20,955.83 |
|
S3 |
20,769.27 |
20,818.12 |
20,945.86 |
|
S4 |
20,660.46 |
20,709.31 |
20,915.93 |
|
|
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 |
21,046.85 |
20,847.95 |
198.90 |
0.9% |
99.80 |
0.5% |
64% |
True |
False |
|
10 |
21,070.90 |
20,847.95 |
222.95 |
1.1% |
86.37 |
0.4% |
57% |
False |
False |
|
20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
111.49 |
0.5% |
86% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
123.83 |
0.6% |
86% |
False |
False |
|
60 |
21,169.11 |
20,322.95 |
846.16 |
4.0% |
116.83 |
0.6% |
77% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
113.57 |
0.5% |
87% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
112.66 |
0.5% |
87% |
False |
False |
|
120 |
21,169.11 |
18,806.06 |
2,363.05 |
11.3% |
110.12 |
0.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,509.29 |
2.618 |
21,331.71 |
1.618 |
21,222.90 |
1.000 |
21,155.66 |
0.618 |
21,114.09 |
HIGH |
21,046.85 |
0.618 |
21,005.28 |
0.500 |
20,992.45 |
0.382 |
20,979.61 |
LOW |
20,938.04 |
0.618 |
20,870.80 |
1.000 |
20,829.23 |
1.618 |
20,761.99 |
2.618 |
20,653.18 |
4.250 |
20,475.60 |
|
|
Fisher Pivots for day following 09-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,992.45 |
20,975.93 |
PP |
20,986.89 |
20,975.88 |
S1 |
20,981.34 |
20,975.83 |
|