| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,381.50 |
2,386.25 |
4.75 |
0.2% |
2,365.75 |
| High |
2,390.75 |
2,388.75 |
-2.00 |
-0.1% |
2,394.75 |
| Low |
2,377.00 |
2,381.75 |
4.75 |
0.2% |
2,365.25 |
| Close |
2,387.00 |
2,385.75 |
-1.25 |
-0.1% |
2,380.50 |
| Range |
13.75 |
7.00 |
-6.75 |
-49.1% |
29.50 |
| ATR |
18.00 |
17.22 |
-0.79 |
-4.4% |
0.00 |
| Volume |
906,278 |
958,983 |
52,705 |
5.8% |
6,653,919 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.50 |
2,403.00 |
2,389.50 |
|
| R3 |
2,399.50 |
2,396.00 |
2,387.75 |
|
| R2 |
2,392.50 |
2,392.50 |
2,387.00 |
|
| R1 |
2,389.00 |
2,389.00 |
2,386.50 |
2,387.25 |
| PP |
2,385.50 |
2,385.50 |
2,385.50 |
2,384.50 |
| S1 |
2,382.00 |
2,382.00 |
2,385.00 |
2,380.25 |
| S2 |
2,378.50 |
2,378.50 |
2,384.50 |
|
| S3 |
2,371.50 |
2,375.00 |
2,383.75 |
|
| S4 |
2,364.50 |
2,368.00 |
2,382.00 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,468.75 |
2,454.00 |
2,396.75 |
|
| R3 |
2,439.25 |
2,424.50 |
2,388.50 |
|
| R2 |
2,409.75 |
2,409.75 |
2,386.00 |
|
| R1 |
2,395.00 |
2,395.00 |
2,383.25 |
2,402.50 |
| PP |
2,380.25 |
2,380.25 |
2,380.25 |
2,383.75 |
| S1 |
2,365.50 |
2,365.50 |
2,377.75 |
2,373.00 |
| S2 |
2,350.75 |
2,350.75 |
2,375.00 |
|
| S3 |
2,321.25 |
2,336.00 |
2,372.50 |
|
| S4 |
2,291.75 |
2,306.50 |
2,364.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,394.75 |
2,377.00 |
17.75 |
0.7% |
11.00 |
0.5% |
49% |
False |
False |
1,128,184 |
| 10 |
2,394.75 |
2,331.25 |
63.50 |
2.7% |
14.50 |
0.6% |
86% |
False |
False |
1,251,978 |
| 20 |
2,394.75 |
2,322.75 |
72.00 |
3.0% |
17.75 |
0.7% |
88% |
False |
False |
1,374,031 |
| 40 |
2,394.75 |
2,317.75 |
77.00 |
3.2% |
17.50 |
0.7% |
88% |
False |
False |
1,411,630 |
| 60 |
2,397.25 |
2,276.00 |
121.25 |
5.1% |
16.75 |
0.7% |
91% |
False |
False |
946,753 |
| 80 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
16.50 |
0.7% |
93% |
False |
False |
710,813 |
| 100 |
2,397.25 |
2,196.25 |
201.00 |
8.4% |
16.50 |
0.7% |
94% |
False |
False |
568,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,418.50 |
|
2.618 |
2,407.00 |
|
1.618 |
2,400.00 |
|
1.000 |
2,395.75 |
|
0.618 |
2,393.00 |
|
HIGH |
2,388.75 |
|
0.618 |
2,386.00 |
|
0.500 |
2,385.25 |
|
0.382 |
2,384.50 |
|
LOW |
2,381.75 |
|
0.618 |
2,377.50 |
|
1.000 |
2,374.75 |
|
1.618 |
2,370.50 |
|
2.618 |
2,363.50 |
|
4.250 |
2,352.00 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,385.50 |
2,385.00 |
| PP |
2,385.50 |
2,384.50 |
| S1 |
2,385.25 |
2,384.00 |
|