| 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 |
12,811.5 |
12,715.5 |
-96.0 |
-0.7% |
12,471.0 |
| High |
12,820.5 |
12,792.5 |
-28.0 |
-0.2% |
12,840.0 |
| Low |
12,666.5 |
12,711.0 |
44.5 |
0.4% |
12,442.5 |
| Close |
12,707.5 |
12,772.5 |
65.0 |
0.5% |
12,718.5 |
| Range |
154.0 |
81.5 |
-72.5 |
-47.1% |
397.5 |
| ATR |
127.6 |
124.6 |
-3.0 |
-2.4% |
0.0 |
| Volume |
63,284 |
56,684 |
-6,600 |
-10.4% |
294,164 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,003.2 |
12,969.3 |
12,817.3 |
|
| R3 |
12,921.7 |
12,887.8 |
12,794.9 |
|
| R2 |
12,840.2 |
12,840.2 |
12,787.4 |
|
| R1 |
12,806.3 |
12,806.3 |
12,780.0 |
12,823.3 |
| PP |
12,758.7 |
12,758.7 |
12,758.7 |
12,767.1 |
| S1 |
12,724.8 |
12,724.8 |
12,765.0 |
12,741.8 |
| S2 |
12,677.2 |
12,677.2 |
12,757.6 |
|
| S3 |
12,595.7 |
12,643.3 |
12,750.1 |
|
| S4 |
12,514.2 |
12,561.8 |
12,727.7 |
|
|
| 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 |
12,487.5 |
352.5 |
2.8% |
133.1 |
1.0% |
81% |
False |
False |
70,632 |
| 10 |
12,840.0 |
12,426.0 |
414.0 |
3.2% |
99.7 |
0.8% |
84% |
False |
False |
66,776 |
| 20 |
12,840.0 |
11,962.5 |
877.5 |
6.9% |
117.0 |
0.9% |
92% |
False |
False |
78,234 |
| 40 |
12,840.0 |
11,878.5 |
961.5 |
7.5% |
115.7 |
0.9% |
93% |
False |
False |
76,460 |
| 60 |
12,840.0 |
11,676.0 |
1,164.0 |
9.1% |
109.2 |
0.9% |
94% |
False |
False |
51,707 |
| 80 |
12,840.0 |
11,456.0 |
1,384.0 |
10.8% |
106.4 |
0.8% |
95% |
False |
False |
38,948 |
| 100 |
12,840.0 |
11,299.0 |
1,541.0 |
12.1% |
99.7 |
0.8% |
96% |
False |
False |
31,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,138.9 |
|
2.618 |
13,005.9 |
|
1.618 |
12,924.4 |
|
1.000 |
12,874.0 |
|
0.618 |
12,842.9 |
|
HIGH |
12,792.5 |
|
0.618 |
12,761.4 |
|
0.500 |
12,751.8 |
|
0.382 |
12,742.1 |
|
LOW |
12,711.0 |
|
0.618 |
12,660.6 |
|
1.000 |
12,629.5 |
|
1.618 |
12,579.1 |
|
2.618 |
12,497.6 |
|
4.250 |
12,364.6 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,765.6 |
12,753.3 |
| PP |
12,758.7 |
12,734.2 |
| S1 |
12,751.8 |
12,715.0 |
|