| Trading Metrics calculated at close of trading on 09-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,402.50 |
2,394.50 |
-8.00 |
-0.3% |
2,381.50 |
| High |
2,403.75 |
2,400.00 |
-3.75 |
-0.2% |
2,399.25 |
| Low |
2,389.75 |
2,388.75 |
-1.00 |
0.0% |
2,375.50 |
| Close |
2,395.00 |
2,393.25 |
-1.75 |
-0.1% |
2,397.75 |
| Range |
14.00 |
11.25 |
-2.75 |
-19.6% |
23.75 |
| ATR |
16.65 |
16.27 |
-0.39 |
-2.3% |
0.00 |
| Volume |
957,161 |
1,105,436 |
148,275 |
15.5% |
5,299,176 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,427.75 |
2,421.75 |
2,399.50 |
|
| R3 |
2,416.50 |
2,410.50 |
2,396.25 |
|
| R2 |
2,405.25 |
2,405.25 |
2,395.25 |
|
| R1 |
2,399.25 |
2,399.25 |
2,394.25 |
2,396.50 |
| PP |
2,394.00 |
2,394.00 |
2,394.00 |
2,392.75 |
| S1 |
2,388.00 |
2,388.00 |
2,392.25 |
2,385.50 |
| S2 |
2,382.75 |
2,382.75 |
2,391.25 |
|
| S3 |
2,371.50 |
2,376.75 |
2,390.25 |
|
| S4 |
2,360.25 |
2,365.50 |
2,387.00 |
|
|
| 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% |
14.25 |
0.6% |
63% |
False |
False |
1,099,302 |
| 10 |
2,403.75 |
2,375.50 |
28.25 |
1.2% |
12.50 |
0.5% |
63% |
False |
False |
1,113,743 |
| 20 |
2,403.75 |
2,322.75 |
81.00 |
3.4% |
16.00 |
0.7% |
87% |
False |
False |
1,270,427 |
| 40 |
2,403.75 |
2,317.75 |
86.00 |
3.6% |
17.75 |
0.7% |
88% |
False |
False |
1,431,553 |
| 60 |
2,403.75 |
2,308.25 |
95.50 |
4.0% |
16.75 |
0.7% |
89% |
False |
False |
1,037,984 |
| 80 |
2,403.75 |
2,246.25 |
157.50 |
6.6% |
16.25 |
0.7% |
93% |
False |
False |
779,409 |
| 100 |
2,403.75 |
2,222.50 |
181.25 |
7.6% |
16.00 |
0.7% |
94% |
False |
False |
623,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,447.75 |
|
2.618 |
2,429.50 |
|
1.618 |
2,418.25 |
|
1.000 |
2,411.25 |
|
0.618 |
2,407.00 |
|
HIGH |
2,400.00 |
|
0.618 |
2,395.75 |
|
0.500 |
2,394.50 |
|
0.382 |
2,393.00 |
|
LOW |
2,388.75 |
|
0.618 |
2,381.75 |
|
1.000 |
2,377.50 |
|
1.618 |
2,370.50 |
|
2.618 |
2,359.25 |
|
4.250 |
2,341.00 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,394.50 |
2,392.50 |
| PP |
2,394.00 |
2,392.00 |
| S1 |
2,393.50 |
2,391.50 |
|