| Trading Metrics calculated at close of trading on 08-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,386.00 |
2,402.50 |
16.50 |
0.7% |
2,381.50 |
| High |
2,399.25 |
2,403.75 |
4.50 |
0.2% |
2,399.25 |
| Low |
2,379.00 |
2,389.75 |
10.75 |
0.5% |
2,375.50 |
| Close |
2,397.75 |
2,395.00 |
-2.75 |
-0.1% |
2,397.75 |
| Range |
20.25 |
14.00 |
-6.25 |
-30.9% |
23.75 |
| ATR |
16.86 |
16.65 |
-0.20 |
-1.2% |
0.00 |
| Volume |
1,127,621 |
957,161 |
-170,460 |
-15.1% |
5,299,176 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.25 |
2,430.50 |
2,402.75 |
|
| R3 |
2,424.25 |
2,416.50 |
2,398.75 |
|
| R2 |
2,410.25 |
2,410.25 |
2,397.50 |
|
| R1 |
2,402.50 |
2,402.50 |
2,396.25 |
2,399.50 |
| PP |
2,396.25 |
2,396.25 |
2,396.25 |
2,394.50 |
| S1 |
2,388.50 |
2,388.50 |
2,393.75 |
2,385.50 |
| S2 |
2,382.25 |
2,382.25 |
2,392.50 |
|
| S3 |
2,368.25 |
2,374.50 |
2,391.25 |
|
| S4 |
2,354.25 |
2,360.50 |
2,387.25 |
|
|
| 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 |
2,403.75 |
2,375.50 |
28.25 |
1.2% |
13.25 |
0.6% |
69% |
True |
False |
1,070,011 |
| 10 |
2,403.75 |
2,368.25 |
35.50 |
1.5% |
13.50 |
0.6% |
75% |
True |
False |
1,135,627 |
| 20 |
2,403.75 |
2,322.75 |
81.00 |
3.4% |
16.25 |
0.7% |
89% |
True |
False |
1,282,720 |
| 40 |
2,403.75 |
2,317.75 |
86.00 |
3.6% |
17.50 |
0.7% |
90% |
True |
False |
1,444,238 |
| 60 |
2,403.75 |
2,297.75 |
106.00 |
4.4% |
16.75 |
0.7% |
92% |
True |
False |
1,019,639 |
| 80 |
2,403.75 |
2,243.00 |
160.75 |
6.7% |
16.50 |
0.7% |
95% |
True |
False |
765,627 |
| 100 |
2,403.75 |
2,222.50 |
181.25 |
7.6% |
16.25 |
0.7% |
95% |
True |
False |
612,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.25 |
|
2.618 |
2,440.50 |
|
1.618 |
2,426.50 |
|
1.000 |
2,417.75 |
|
0.618 |
2,412.50 |
|
HIGH |
2,403.75 |
|
0.618 |
2,398.50 |
|
0.500 |
2,396.75 |
|
0.382 |
2,395.00 |
|
LOW |
2,389.75 |
|
0.618 |
2,381.00 |
|
1.000 |
2,375.75 |
|
1.618 |
2,367.00 |
|
2.618 |
2,353.00 |
|
4.250 |
2,330.25 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,396.75 |
2,393.25 |
| PP |
2,396.25 |
2,391.50 |
| S1 |
2,395.50 |
2,390.00 |
|