| Trading Metrics calculated at close of trading on 04-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,396.1 |
1,389.6 |
-6.5 |
-0.5% |
1,388.4 |
| High |
1,396.9 |
1,396.7 |
-0.2 |
0.0% |
1,426.3 |
| Low |
1,383.7 |
1,377.7 |
-6.0 |
-0.4% |
1,388.4 |
| Close |
1,388.7 |
1,388.4 |
-0.3 |
0.0% |
1,398.4 |
| Range |
13.2 |
19.0 |
5.8 |
43.9% |
37.9 |
| ATR |
19.0 |
19.0 |
0.0 |
0.0% |
0.0 |
| Volume |
136,049 |
130,922 |
-5,127 |
-3.8% |
745,098 |
|
| Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.5 |
1,435.5 |
1,398.8 |
|
| R3 |
1,425.5 |
1,416.5 |
1,393.5 |
|
| R2 |
1,406.5 |
1,406.5 |
1,392.0 |
|
| R1 |
1,397.5 |
1,397.5 |
1,390.3 |
1,392.5 |
| PP |
1,387.5 |
1,387.5 |
1,387.5 |
1,385.0 |
| S1 |
1,378.5 |
1,378.5 |
1,386.8 |
1,373.5 |
| S2 |
1,368.5 |
1,368.5 |
1,385.0 |
|
| S3 |
1,349.5 |
1,359.5 |
1,383.3 |
|
| S4 |
1,330.5 |
1,340.5 |
1,378.0 |
|
|
| 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 |
1,420.9 |
1,377.7 |
43.2 |
3.1% |
18.8 |
1.3% |
25% |
False |
True |
131,065 |
| 10 |
1,426.3 |
1,374.2 |
52.1 |
3.8% |
17.3 |
1.2% |
27% |
False |
False |
136,647 |
| 20 |
1,426.3 |
1,338.6 |
87.7 |
6.3% |
19.0 |
1.4% |
57% |
False |
False |
143,197 |
| 40 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
19.3 |
1.4% |
60% |
False |
False |
157,824 |
| 60 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
17.3 |
1.3% |
60% |
False |
False |
106,511 |
| 80 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
15.0 |
1.1% |
60% |
False |
False |
79,886 |
| 100 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
12.8 |
0.9% |
60% |
False |
False |
63,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,477.5 |
|
2.618 |
1,446.5 |
|
1.618 |
1,427.5 |
|
1.000 |
1,415.8 |
|
0.618 |
1,408.5 |
|
HIGH |
1,396.8 |
|
0.618 |
1,389.5 |
|
0.500 |
1,387.3 |
|
0.382 |
1,385.0 |
|
LOW |
1,377.8 |
|
0.618 |
1,366.0 |
|
1.000 |
1,358.8 |
|
1.618 |
1,347.0 |
|
2.618 |
1,328.0 |
|
4.250 |
1,297.0 |
|
|
| Fisher Pivots for day following 04-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,388.0 |
1,394.3 |
| PP |
1,387.5 |
1,392.3 |
| S1 |
1,387.3 |
1,390.3 |
|