| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,398.8 |
1,408.2 |
9.4 |
0.7% |
1,388.4 |
| High |
1,410.4 |
1,410.9 |
0.5 |
0.0% |
1,426.3 |
| Low |
1,395.1 |
1,391.7 |
-3.4 |
-0.2% |
1,388.4 |
| Close |
1,408.4 |
1,398.0 |
-10.4 |
-0.7% |
1,398.4 |
| Range |
15.3 |
19.2 |
3.9 |
25.5% |
37.9 |
| ATR |
19.3 |
19.3 |
0.0 |
0.0% |
0.0 |
| Volume |
117,254 |
105,604 |
-11,650 |
-9.9% |
745,098 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,457.8 |
1,447.0 |
1,408.5 |
|
| R3 |
1,438.5 |
1,428.0 |
1,403.3 |
|
| R2 |
1,419.5 |
1,419.5 |
1,401.5 |
|
| R1 |
1,408.8 |
1,408.8 |
1,399.8 |
1,404.5 |
| PP |
1,400.3 |
1,400.3 |
1,400.3 |
1,398.0 |
| S1 |
1,389.5 |
1,389.5 |
1,396.3 |
1,385.3 |
| S2 |
1,381.0 |
1,381.0 |
1,394.5 |
|
| S3 |
1,361.8 |
1,370.3 |
1,392.8 |
|
| S4 |
1,342.5 |
1,351.0 |
1,387.5 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,518.0 |
1,496.3 |
1,419.3 |
|
| R3 |
1,480.3 |
1,458.3 |
1,408.8 |
|
| R2 |
1,442.3 |
1,442.3 |
1,405.3 |
|
| R1 |
1,420.3 |
1,420.3 |
1,401.8 |
1,431.3 |
| PP |
1,404.3 |
1,404.3 |
1,404.3 |
1,409.8 |
| S1 |
1,382.5 |
1,382.5 |
1,395.0 |
1,393.5 |
| S2 |
1,366.5 |
1,366.5 |
1,391.5 |
|
| S3 |
1,328.5 |
1,344.5 |
1,388.0 |
|
| S4 |
1,290.8 |
1,306.8 |
1,377.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,426.3 |
1,391.7 |
34.6 |
2.5% |
18.8 |
1.3% |
18% |
False |
True |
135,864 |
| 10 |
1,426.3 |
1,359.3 |
67.0 |
4.8% |
17.8 |
1.3% |
58% |
False |
False |
138,264 |
| 20 |
1,426.3 |
1,338.6 |
87.7 |
6.3% |
19.8 |
1.4% |
68% |
False |
False |
146,221 |
| 40 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
19.3 |
1.4% |
70% |
False |
False |
153,016 |
| 60 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
17.3 |
1.2% |
70% |
False |
False |
102,062 |
| 80 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
14.8 |
1.0% |
70% |
False |
False |
76,549 |
| 100 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
12.5 |
0.9% |
70% |
False |
False |
61,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,492.5 |
|
2.618 |
1,461.3 |
|
1.618 |
1,442.0 |
|
1.000 |
1,430.0 |
|
0.618 |
1,422.8 |
|
HIGH |
1,411.0 |
|
0.618 |
1,403.5 |
|
0.500 |
1,401.3 |
|
0.382 |
1,399.0 |
|
LOW |
1,391.8 |
|
0.618 |
1,379.8 |
|
1.000 |
1,372.5 |
|
1.618 |
1,360.8 |
|
2.618 |
1,341.5 |
|
4.250 |
1,310.0 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,401.3 |
1,406.3 |
| PP |
1,400.3 |
1,403.5 |
| S1 |
1,399.0 |
1,400.8 |
|