| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,386.25 |
2,384.00 |
-2.25 |
-0.1% |
2,365.75 |
| High |
2,388.75 |
2,386.00 |
-2.75 |
-0.1% |
2,394.75 |
| Low |
2,381.75 |
2,375.50 |
-6.25 |
-0.3% |
2,365.25 |
| Close |
2,385.75 |
2,383.25 |
-2.50 |
-0.1% |
2,380.50 |
| Range |
7.00 |
10.50 |
3.50 |
50.0% |
29.50 |
| ATR |
17.22 |
16.74 |
-0.48 |
-2.8% |
0.00 |
| Volume |
958,983 |
1,076,558 |
117,575 |
12.3% |
6,653,919 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,413.00 |
2,408.75 |
2,389.00 |
|
| R3 |
2,402.50 |
2,398.25 |
2,386.25 |
|
| R2 |
2,392.00 |
2,392.00 |
2,385.25 |
|
| R1 |
2,387.75 |
2,387.75 |
2,384.25 |
2,384.50 |
| PP |
2,381.50 |
2,381.50 |
2,381.50 |
2,380.00 |
| S1 |
2,377.25 |
2,377.25 |
2,382.25 |
2,374.00 |
| S2 |
2,371.00 |
2,371.00 |
2,381.25 |
|
| S3 |
2,360.50 |
2,366.75 |
2,380.25 |
|
| S4 |
2,350.00 |
2,356.25 |
2,377.50 |
|
|
| 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 |
2,390.75 |
2,375.50 |
15.25 |
0.6% |
10.25 |
0.4% |
51% |
False |
True |
1,044,877 |
| 10 |
2,394.75 |
2,332.50 |
62.25 |
2.6% |
14.00 |
0.6% |
82% |
False |
False |
1,234,204 |
| 20 |
2,394.75 |
2,322.75 |
72.00 |
3.0% |
17.75 |
0.7% |
84% |
False |
False |
1,367,406 |
| 40 |
2,394.75 |
2,317.75 |
77.00 |
3.2% |
17.50 |
0.7% |
85% |
False |
False |
1,436,125 |
| 60 |
2,397.25 |
2,276.00 |
121.25 |
5.1% |
16.75 |
0.7% |
88% |
False |
False |
964,659 |
| 80 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
16.25 |
0.7% |
91% |
False |
False |
724,246 |
| 100 |
2,397.25 |
2,222.50 |
174.75 |
7.3% |
16.25 |
0.7% |
92% |
False |
False |
579,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,430.50 |
|
2.618 |
2,413.50 |
|
1.618 |
2,403.00 |
|
1.000 |
2,396.50 |
|
0.618 |
2,392.50 |
|
HIGH |
2,386.00 |
|
0.618 |
2,382.00 |
|
0.500 |
2,380.75 |
|
0.382 |
2,379.50 |
|
LOW |
2,375.50 |
|
0.618 |
2,369.00 |
|
1.000 |
2,365.00 |
|
1.618 |
2,358.50 |
|
2.618 |
2,348.00 |
|
4.250 |
2,331.00 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,382.50 |
2,383.25 |
| PP |
2,381.50 |
2,383.25 |
| S1 |
2,380.75 |
2,383.00 |
|