| 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 |
12,613.0 |
12,811.5 |
198.5 |
1.6% |
12,471.0 |
| High |
12,840.0 |
12,820.5 |
-19.5 |
-0.2% |
12,840.0 |
| Low |
12,590.0 |
12,666.5 |
76.5 |
0.6% |
12,442.5 |
| Close |
12,718.5 |
12,707.5 |
-11.0 |
-0.1% |
12,718.5 |
| Range |
250.0 |
154.0 |
-96.0 |
-38.4% |
397.5 |
| ATR |
125.6 |
127.6 |
2.0 |
1.6% |
0.0 |
| Volume |
73,969 |
63,284 |
-10,685 |
-14.4% |
294,164 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,193.5 |
13,104.5 |
12,792.2 |
|
| R3 |
13,039.5 |
12,950.5 |
12,749.9 |
|
| R2 |
12,885.5 |
12,885.5 |
12,735.7 |
|
| R1 |
12,796.5 |
12,796.5 |
12,721.6 |
12,764.0 |
| PP |
12,731.5 |
12,731.5 |
12,731.5 |
12,715.3 |
| S1 |
12,642.5 |
12,642.5 |
12,693.4 |
12,610.0 |
| S2 |
12,577.5 |
12,577.5 |
12,679.3 |
|
| S3 |
12,423.5 |
12,488.5 |
12,665.2 |
|
| S4 |
12,269.5 |
12,334.5 |
12,622.8 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,859.5 |
13,686.5 |
12,937.1 |
|
| R3 |
13,462.0 |
13,289.0 |
12,827.8 |
|
| R2 |
13,064.5 |
13,064.5 |
12,791.4 |
|
| R1 |
12,891.5 |
12,891.5 |
12,754.9 |
12,978.0 |
| PP |
12,667.0 |
12,667.0 |
12,667.0 |
12,710.3 |
| S1 |
12,494.0 |
12,494.0 |
12,682.1 |
12,580.5 |
| S2 |
12,269.5 |
12,269.5 |
12,645.6 |
|
| S3 |
11,872.0 |
12,096.5 |
12,609.2 |
|
| S4 |
11,474.5 |
11,699.0 |
12,499.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,840.0 |
12,442.5 |
397.5 |
3.1% |
136.6 |
1.1% |
67% |
False |
False |
71,489 |
| 10 |
12,840.0 |
12,271.5 |
568.5 |
4.5% |
114.7 |
0.9% |
77% |
False |
False |
68,688 |
| 20 |
12,840.0 |
11,962.5 |
877.5 |
6.9% |
119.4 |
0.9% |
85% |
False |
False |
79,141 |
| 40 |
12,840.0 |
11,878.5 |
961.5 |
7.6% |
116.2 |
0.9% |
86% |
False |
False |
75,478 |
| 60 |
12,840.0 |
11,577.0 |
1,263.0 |
9.9% |
109.6 |
0.9% |
90% |
False |
False |
50,764 |
| 80 |
12,840.0 |
11,456.0 |
1,384.0 |
10.9% |
106.5 |
0.8% |
90% |
False |
False |
38,243 |
| 100 |
12,840.0 |
11,252.5 |
1,587.5 |
12.5% |
99.4 |
0.8% |
92% |
False |
False |
30,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,475.0 |
|
2.618 |
13,223.7 |
|
1.618 |
13,069.7 |
|
1.000 |
12,974.5 |
|
0.618 |
12,915.7 |
|
HIGH |
12,820.5 |
|
0.618 |
12,761.7 |
|
0.500 |
12,743.5 |
|
0.382 |
12,725.3 |
|
LOW |
12,666.5 |
|
0.618 |
12,571.3 |
|
1.000 |
12,512.5 |
|
1.618 |
12,417.3 |
|
2.618 |
12,263.3 |
|
4.250 |
12,012.0 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,743.5 |
12,702.3 |
| PP |
12,731.5 |
12,697.2 |
| S1 |
12,719.5 |
12,692.0 |
|