| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
239.39 |
239.35 |
-0.04 |
0.0% |
238.68 |
| High |
239.87 |
239.57 |
-0.30 |
-0.1% |
239.72 |
| Low |
239.15 |
238.13 |
-1.02 |
-0.4% |
237.70 |
| Close |
239.87 |
239.38 |
-0.49 |
-0.2% |
239.70 |
| Range |
0.72 |
1.44 |
0.72 |
100.0% |
2.02 |
| ATR |
1.34 |
1.37 |
0.03 |
2.2% |
0.00 |
| Volume |
54,293,800 |
62,358,300 |
8,064,500 |
14.9% |
320,859,796 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
243.35 |
242.80 |
240.17 |
|
| R3 |
241.91 |
241.36 |
239.78 |
|
| R2 |
240.47 |
240.47 |
239.64 |
|
| R1 |
239.92 |
239.92 |
239.51 |
240.20 |
| PP |
239.03 |
239.03 |
239.03 |
239.16 |
| S1 |
238.48 |
238.48 |
239.25 |
238.76 |
| S2 |
237.59 |
237.59 |
239.12 |
|
| S3 |
236.15 |
237.04 |
238.98 |
|
| S4 |
234.71 |
235.60 |
238.59 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
245.10 |
244.42 |
240.81 |
|
| R3 |
243.08 |
242.40 |
240.26 |
|
| R2 |
241.06 |
241.06 |
240.07 |
|
| R1 |
240.38 |
240.38 |
239.89 |
240.72 |
| PP |
239.04 |
239.04 |
239.04 |
239.21 |
| S1 |
238.36 |
238.36 |
239.51 |
238.70 |
| S2 |
237.02 |
237.02 |
239.33 |
|
| S3 |
235.00 |
236.34 |
239.14 |
|
| S4 |
232.98 |
234.32 |
238.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
240.19 |
238.13 |
2.06 |
0.9% |
1.02 |
0.4% |
61% |
False |
True |
55,680,420 |
| 10 |
240.19 |
237.70 |
2.49 |
1.0% |
1.01 |
0.4% |
67% |
False |
False |
60,079,349 |
| 20 |
240.19 |
232.51 |
7.68 |
3.2% |
1.32 |
0.5% |
89% |
False |
False |
72,749,364 |
| 40 |
240.19 |
231.61 |
8.58 |
3.6% |
1.51 |
0.6% |
91% |
False |
False |
78,059,157 |
| 60 |
240.32 |
231.61 |
8.71 |
3.6% |
1.42 |
0.6% |
89% |
False |
False |
78,642,523 |
| 80 |
240.32 |
225.27 |
15.05 |
6.3% |
1.38 |
0.6% |
94% |
False |
False |
76,929,547 |
| 100 |
240.32 |
222.73 |
17.59 |
7.3% |
1.35 |
0.6% |
95% |
False |
False |
76,177,343 |
| 120 |
240.32 |
217.92 |
22.40 |
9.4% |
1.35 |
0.6% |
96% |
False |
False |
77,732,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
245.69 |
|
2.618 |
243.34 |
|
1.618 |
241.90 |
|
1.000 |
241.01 |
|
0.618 |
240.46 |
|
HIGH |
239.57 |
|
0.618 |
239.02 |
|
0.500 |
238.85 |
|
0.382 |
238.68 |
|
LOW |
238.13 |
|
0.618 |
237.24 |
|
1.000 |
236.69 |
|
1.618 |
235.80 |
|
2.618 |
234.36 |
|
4.250 |
232.01 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
239.20 |
239.31 |
| PP |
239.03 |
239.23 |
| S1 |
238.85 |
239.16 |
|