| Trading Metrics calculated at close of trading on 05-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,382.00 |
2,386.00 |
4.00 |
0.2% |
2,381.50 |
| High |
2,390.75 |
2,399.25 |
8.50 |
0.4% |
2,399.25 |
| Low |
2,376.00 |
2,379.00 |
3.00 |
0.1% |
2,375.50 |
| Close |
2,385.50 |
2,397.75 |
12.25 |
0.5% |
2,397.75 |
| Range |
14.75 |
20.25 |
5.50 |
37.3% |
23.75 |
| ATR |
16.60 |
16.86 |
0.26 |
1.6% |
0.00 |
| Volume |
1,229,736 |
1,127,621 |
-102,115 |
-8.3% |
5,299,176 |
|
| Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.75 |
2,445.50 |
2,409.00 |
|
| R3 |
2,432.50 |
2,425.25 |
2,403.25 |
|
| R2 |
2,412.25 |
2,412.25 |
2,401.50 |
|
| R1 |
2,405.00 |
2,405.00 |
2,399.50 |
2,408.50 |
| PP |
2,392.00 |
2,392.00 |
2,392.00 |
2,393.75 |
| S1 |
2,384.75 |
2,384.75 |
2,396.00 |
2,388.50 |
| S2 |
2,371.75 |
2,371.75 |
2,394.00 |
|
| S3 |
2,351.50 |
2,364.50 |
2,392.25 |
|
| S4 |
2,331.25 |
2,344.25 |
2,386.50 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,462.00 |
2,453.75 |
2,410.75 |
|
| R3 |
2,438.25 |
2,430.00 |
2,404.25 |
|
| R2 |
2,414.50 |
2,414.50 |
2,402.00 |
|
| R1 |
2,406.25 |
2,406.25 |
2,400.00 |
2,410.50 |
| PP |
2,390.75 |
2,390.75 |
2,390.75 |
2,393.00 |
| S1 |
2,382.50 |
2,382.50 |
2,395.50 |
2,386.50 |
| S2 |
2,367.00 |
2,367.00 |
2,393.50 |
|
| S3 |
2,343.25 |
2,358.75 |
2,391.25 |
|
| S4 |
2,319.50 |
2,335.00 |
2,384.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,399.25 |
2,375.50 |
23.75 |
1.0% |
13.25 |
0.6% |
94% |
True |
False |
1,059,835 |
| 10 |
2,399.25 |
2,365.25 |
34.00 |
1.4% |
13.25 |
0.6% |
96% |
True |
False |
1,195,309 |
| 20 |
2,399.25 |
2,322.75 |
76.50 |
3.2% |
16.75 |
0.7% |
98% |
True |
False |
1,308,535 |
| 40 |
2,399.25 |
2,317.75 |
81.50 |
3.4% |
17.75 |
0.7% |
98% |
True |
False |
1,466,958 |
| 60 |
2,399.25 |
2,282.50 |
116.75 |
4.9% |
17.00 |
0.7% |
99% |
True |
False |
1,003,828 |
| 80 |
2,399.25 |
2,243.00 |
156.25 |
6.5% |
16.50 |
0.7% |
99% |
True |
False |
753,685 |
| 100 |
2,399.25 |
2,222.50 |
176.75 |
7.4% |
16.25 |
0.7% |
99% |
True |
False |
603,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,485.25 |
|
2.618 |
2,452.25 |
|
1.618 |
2,432.00 |
|
1.000 |
2,419.50 |
|
0.618 |
2,411.75 |
|
HIGH |
2,399.25 |
|
0.618 |
2,391.50 |
|
0.500 |
2,389.00 |
|
0.382 |
2,386.75 |
|
LOW |
2,379.00 |
|
0.618 |
2,366.50 |
|
1.000 |
2,358.75 |
|
1.618 |
2,346.25 |
|
2.618 |
2,326.00 |
|
4.250 |
2,293.00 |
|
|
| Fisher Pivots for day following 05-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,395.00 |
2,394.25 |
| PP |
2,392.00 |
2,390.75 |
| S1 |
2,389.00 |
2,387.50 |
|