| Trading Metrics calculated at close of trading on 10-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,715.5 |
12,740.5 |
25.0 |
0.2% |
12,471.0 |
| High |
12,792.5 |
12,788.5 |
-4.0 |
0.0% |
12,840.0 |
| Low |
12,711.0 |
12,717.5 |
6.5 |
0.1% |
12,442.5 |
| Close |
12,772.5 |
12,765.0 |
-7.5 |
-0.1% |
12,718.5 |
| Range |
81.5 |
71.0 |
-10.5 |
-12.9% |
397.5 |
| ATR |
124.6 |
120.7 |
-3.8 |
-3.1% |
0.0 |
| Volume |
56,684 |
82,864 |
26,180 |
46.2% |
294,164 |
|
| Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,970.0 |
12,938.5 |
12,804.1 |
|
| R3 |
12,899.0 |
12,867.5 |
12,784.5 |
|
| R2 |
12,828.0 |
12,828.0 |
12,778.0 |
|
| R1 |
12,796.5 |
12,796.5 |
12,771.5 |
12,812.3 |
| PP |
12,757.0 |
12,757.0 |
12,757.0 |
12,764.9 |
| S1 |
12,725.5 |
12,725.5 |
12,758.5 |
12,741.3 |
| S2 |
12,686.0 |
12,686.0 |
12,752.0 |
|
| S3 |
12,615.0 |
12,654.5 |
12,745.5 |
|
| S4 |
12,544.0 |
12,583.5 |
12,726.0 |
|
|
| 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 |
12,544.0 |
296.0 |
2.3% |
135.1 |
1.1% |
75% |
False |
False |
71,087 |
| 10 |
12,840.0 |
12,426.0 |
414.0 |
3.2% |
100.0 |
0.8% |
82% |
False |
False |
68,985 |
| 20 |
12,840.0 |
11,962.5 |
877.5 |
6.9% |
115.0 |
0.9% |
91% |
False |
False |
79,255 |
| 40 |
12,840.0 |
11,878.5 |
961.5 |
7.5% |
114.2 |
0.9% |
92% |
False |
False |
77,455 |
| 60 |
12,840.0 |
11,701.0 |
1,139.0 |
8.9% |
109.3 |
0.9% |
93% |
False |
False |
53,085 |
| 80 |
12,840.0 |
11,456.0 |
1,384.0 |
10.8% |
106.5 |
0.8% |
95% |
False |
False |
39,977 |
| 100 |
12,840.0 |
11,381.5 |
1,458.5 |
11.4% |
99.3 |
0.8% |
95% |
False |
False |
32,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,090.3 |
|
2.618 |
12,974.4 |
|
1.618 |
12,903.4 |
|
1.000 |
12,859.5 |
|
0.618 |
12,832.4 |
|
HIGH |
12,788.5 |
|
0.618 |
12,761.4 |
|
0.500 |
12,753.0 |
|
0.382 |
12,744.6 |
|
LOW |
12,717.5 |
|
0.618 |
12,673.6 |
|
1.000 |
12,646.5 |
|
1.618 |
12,602.6 |
|
2.618 |
12,531.6 |
|
4.250 |
12,415.8 |
|
|
| Fisher Pivots for day following 10-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,761.0 |
12,757.8 |
| PP |
12,757.0 |
12,750.7 |
| S1 |
12,753.0 |
12,743.5 |
|