| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,740.5 |
12,769.0 |
28.5 |
0.2% |
12,471.0 |
| High |
12,788.5 |
12,780.5 |
-8.0 |
-0.1% |
12,840.0 |
| Low |
12,717.5 |
12,667.0 |
-50.5 |
-0.4% |
12,442.5 |
| Close |
12,765.0 |
12,708.0 |
-57.0 |
-0.4% |
12,718.5 |
| Range |
71.0 |
113.5 |
42.5 |
59.9% |
397.5 |
| ATR |
120.7 |
120.2 |
-0.5 |
-0.4% |
0.0 |
| Volume |
82,864 |
63,496 |
-19,368 |
-23.4% |
294,164 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,059.0 |
12,997.0 |
12,770.4 |
|
| R3 |
12,945.5 |
12,883.5 |
12,739.2 |
|
| R2 |
12,832.0 |
12,832.0 |
12,728.8 |
|
| R1 |
12,770.0 |
12,770.0 |
12,718.4 |
12,744.3 |
| PP |
12,718.5 |
12,718.5 |
12,718.5 |
12,705.6 |
| S1 |
12,656.5 |
12,656.5 |
12,697.6 |
12,630.8 |
| S2 |
12,605.0 |
12,605.0 |
12,687.2 |
|
| S3 |
12,491.5 |
12,543.0 |
12,676.8 |
|
| S4 |
12,378.0 |
12,429.5 |
12,645.6 |
|
|
| 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 |
12,590.0 |
250.0 |
2.0% |
134.0 |
1.1% |
47% |
False |
False |
68,059 |
| 10 |
12,840.0 |
12,426.0 |
414.0 |
3.3% |
105.4 |
0.8% |
68% |
False |
False |
68,925 |
| 20 |
12,840.0 |
11,962.5 |
877.5 |
6.9% |
115.8 |
0.9% |
85% |
False |
False |
76,929 |
| 40 |
12,840.0 |
11,878.5 |
961.5 |
7.6% |
115.3 |
0.9% |
86% |
False |
False |
77,206 |
| 60 |
12,840.0 |
11,722.0 |
1,118.0 |
8.8% |
109.0 |
0.9% |
88% |
False |
False |
54,128 |
| 80 |
12,840.0 |
11,456.0 |
1,384.0 |
10.9% |
107.4 |
0.8% |
90% |
False |
False |
40,724 |
| 100 |
12,840.0 |
11,405.0 |
1,435.0 |
11.3% |
99.8 |
0.8% |
91% |
False |
False |
32,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,262.9 |
|
2.618 |
13,077.6 |
|
1.618 |
12,964.1 |
|
1.000 |
12,894.0 |
|
0.618 |
12,850.6 |
|
HIGH |
12,780.5 |
|
0.618 |
12,737.1 |
|
0.500 |
12,723.8 |
|
0.382 |
12,710.4 |
|
LOW |
12,667.0 |
|
0.618 |
12,596.9 |
|
1.000 |
12,553.5 |
|
1.618 |
12,483.4 |
|
2.618 |
12,369.9 |
|
4.250 |
12,184.6 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,723.8 |
12,729.8 |
| PP |
12,718.5 |
12,722.5 |
| S1 |
12,713.3 |
12,715.3 |
|