| 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 |
21,022.28 |
20,958.49 |
-63.79 |
-0.3% |
20,962.73 |
| High |
21,046.85 |
20,976.28 |
-70.57 |
-0.3% |
21,006.94 |
| Low |
20,938.04 |
20,884.15 |
-53.89 |
-0.3% |
20,847.95 |
| Close |
20,975.78 |
20,943.11 |
-32.67 |
-0.2% |
21,006.94 |
| Range |
108.81 |
92.13 |
-16.68 |
-15.3% |
158.99 |
| ATR |
122.51 |
120.34 |
-2.17 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,210.90 |
21,169.14 |
20,993.78 |
|
| R3 |
21,118.77 |
21,077.01 |
20,968.45 |
|
| R2 |
21,026.64 |
21,026.64 |
20,960.00 |
|
| R1 |
20,984.88 |
20,984.88 |
20,951.56 |
20,959.70 |
| PP |
20,934.51 |
20,934.51 |
20,934.51 |
20,921.92 |
| S1 |
20,892.75 |
20,892.75 |
20,934.66 |
20,867.57 |
| S2 |
20,842.38 |
20,842.38 |
20,926.22 |
|
| S3 |
20,750.25 |
20,800.62 |
20,917.77 |
|
| S4 |
20,658.12 |
20,708.49 |
20,892.44 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,430.91 |
21,377.92 |
21,094.38 |
|
| R3 |
21,271.92 |
21,218.93 |
21,050.66 |
|
| R2 |
21,112.93 |
21,112.93 |
21,036.09 |
|
| R1 |
21,059.94 |
21,059.94 |
21,021.51 |
21,086.44 |
| PP |
20,953.94 |
20,953.94 |
20,953.94 |
20,967.19 |
| S1 |
20,900.95 |
20,900.95 |
20,992.37 |
20,927.45 |
| S2 |
20,794.95 |
20,794.95 |
20,977.79 |
|
| S3 |
20,635.96 |
20,741.96 |
20,963.22 |
|
| S4 |
20,476.97 |
20,582.97 |
20,919.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,046.85 |
20,847.95 |
198.90 |
0.9% |
98.51 |
0.5% |
48% |
False |
False |
|
| 10 |
21,046.85 |
20,847.95 |
198.90 |
0.9% |
85.72 |
0.4% |
48% |
False |
False |
|
| 20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
108.72 |
0.5% |
82% |
False |
False |
|
| 40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
123.95 |
0.6% |
82% |
False |
False |
|
| 60 |
21,169.11 |
20,374.02 |
795.09 |
3.8% |
116.39 |
0.6% |
72% |
False |
False |
|
| 80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
113.44 |
0.5% |
85% |
False |
False |
|
| 100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
111.40 |
0.5% |
85% |
False |
False |
|
| 120 |
21,169.11 |
18,825.89 |
2,343.22 |
11.2% |
109.90 |
0.5% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,367.83 |
|
2.618 |
21,217.48 |
|
1.618 |
21,125.35 |
|
1.000 |
21,068.41 |
|
0.618 |
21,033.22 |
|
HIGH |
20,976.28 |
|
0.618 |
20,941.09 |
|
0.500 |
20,930.22 |
|
0.382 |
20,919.34 |
|
LOW |
20,884.15 |
|
0.618 |
20,827.21 |
|
1.000 |
20,792.02 |
|
1.618 |
20,735.08 |
|
2.618 |
20,642.95 |
|
4.250 |
20,492.60 |
|
|
| Fisher Pivots for day following 10-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,938.81 |
20,965.50 |
| PP |
20,934.51 |
20,958.04 |
| S1 |
20,930.22 |
20,950.57 |
|