| Trading Metrics calculated at close of trading on 10-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,394.50 |
2,391.75 |
-2.75 |
-0.1% |
2,381.50 |
| High |
2,400.00 |
2,397.00 |
-3.00 |
-0.1% |
2,399.25 |
| Low |
2,388.75 |
2,387.50 |
-1.25 |
-0.1% |
2,375.50 |
| Close |
2,393.25 |
2,395.25 |
2.00 |
0.1% |
2,397.75 |
| Range |
11.25 |
9.50 |
-1.75 |
-15.6% |
23.75 |
| ATR |
16.27 |
15.78 |
-0.48 |
-3.0% |
0.00 |
| Volume |
1,105,436 |
998,859 |
-106,577 |
-9.6% |
5,299,176 |
|
| Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,421.75 |
2,418.00 |
2,400.50 |
|
| R3 |
2,412.25 |
2,408.50 |
2,397.75 |
|
| R2 |
2,402.75 |
2,402.75 |
2,397.00 |
|
| R1 |
2,399.00 |
2,399.00 |
2,396.00 |
2,401.00 |
| PP |
2,393.25 |
2,393.25 |
2,393.25 |
2,394.25 |
| S1 |
2,389.50 |
2,389.50 |
2,394.50 |
2,391.50 |
| S2 |
2,383.75 |
2,383.75 |
2,393.50 |
|
| S3 |
2,374.25 |
2,380.00 |
2,392.75 |
|
| S4 |
2,364.75 |
2,370.50 |
2,390.00 |
|
|
| 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 |
2,376.00 |
27.75 |
1.2% |
14.00 |
0.6% |
69% |
False |
False |
1,083,762 |
| 10 |
2,403.75 |
2,375.50 |
28.25 |
1.2% |
12.25 |
0.5% |
70% |
False |
False |
1,064,319 |
| 20 |
2,403.75 |
2,322.75 |
81.00 |
3.4% |
15.25 |
0.6% |
90% |
False |
False |
1,227,535 |
| 40 |
2,403.75 |
2,317.75 |
86.00 |
3.6% |
17.50 |
0.7% |
90% |
False |
False |
1,406,156 |
| 60 |
2,403.75 |
2,315.00 |
88.75 |
3.7% |
16.75 |
0.7% |
90% |
False |
False |
1,054,356 |
| 80 |
2,403.75 |
2,246.25 |
157.50 |
6.6% |
16.25 |
0.7% |
95% |
False |
False |
791,879 |
| 100 |
2,403.75 |
2,222.50 |
181.25 |
7.6% |
15.75 |
0.7% |
95% |
False |
False |
633,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,437.50 |
|
2.618 |
2,421.75 |
|
1.618 |
2,412.25 |
|
1.000 |
2,406.50 |
|
0.618 |
2,402.75 |
|
HIGH |
2,397.00 |
|
0.618 |
2,393.25 |
|
0.500 |
2,392.25 |
|
0.382 |
2,391.25 |
|
LOW |
2,387.50 |
|
0.618 |
2,381.75 |
|
1.000 |
2,378.00 |
|
1.618 |
2,372.25 |
|
2.618 |
2,362.75 |
|
4.250 |
2,347.00 |
|
|
| Fisher Pivots for day following 10-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,394.25 |
2,395.50 |
| PP |
2,393.25 |
2,395.50 |
| S1 |
2,392.25 |
2,395.50 |
|