| Trading Metrics calculated at close of trading on 08-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
| Open |
20,876 |
21,001 |
125 |
0.6% |
20,894 |
| High |
20,972 |
21,010 |
38 |
0.2% |
20,972 |
| Low |
20,813 |
20,902 |
89 |
0.4% |
20,775 |
| Close |
20,954 |
20,941 |
-13 |
-0.1% |
20,954 |
| Range |
159 |
108 |
-51 |
-32.1% |
197 |
| ATR |
147 |
144 |
-3 |
-1.9% |
0 |
| Volume |
95,622 |
83,336 |
-12,286 |
-12.8% |
487,914 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,275 |
21,216 |
21,001 |
|
| R3 |
21,167 |
21,108 |
20,971 |
|
| R2 |
21,059 |
21,059 |
20,961 |
|
| R1 |
21,000 |
21,000 |
20,951 |
20,976 |
| PP |
20,951 |
20,951 |
20,951 |
20,939 |
| S1 |
20,892 |
20,892 |
20,931 |
20,868 |
| S2 |
20,843 |
20,843 |
20,921 |
|
| S3 |
20,735 |
20,784 |
20,911 |
|
| S4 |
20,627 |
20,676 |
20,882 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,491 |
21,420 |
21,062 |
|
| R3 |
21,294 |
21,223 |
21,008 |
|
| R2 |
21,097 |
21,097 |
20,990 |
|
| R1 |
21,026 |
21,026 |
20,972 |
21,062 |
| PP |
20,900 |
20,900 |
20,900 |
20,918 |
| S1 |
20,829 |
20,829 |
20,936 |
20,865 |
| S2 |
20,703 |
20,703 |
20,918 |
|
| S3 |
20,506 |
20,632 |
20,900 |
|
| S4 |
20,309 |
20,435 |
20,846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,010 |
20,775 |
235 |
1.1% |
120 |
0.6% |
71% |
True |
False |
96,944 |
| 10 |
21,010 |
20,686 |
324 |
1.5% |
123 |
0.6% |
79% |
True |
False |
106,849 |
| 20 |
21,010 |
20,311 |
699 |
3.3% |
146 |
0.7% |
90% |
True |
False |
125,883 |
| 40 |
21,010 |
20,311 |
699 |
3.3% |
149 |
0.7% |
90% |
True |
False |
139,886 |
| 60 |
21,106 |
20,072 |
1,034 |
4.9% |
141 |
0.7% |
84% |
False |
False |
97,256 |
| 80 |
21,106 |
19,552 |
1,554 |
7.4% |
137 |
0.7% |
89% |
False |
False |
72,970 |
| 100 |
21,106 |
19,552 |
1,554 |
7.4% |
130 |
0.6% |
89% |
False |
False |
58,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,469 |
|
2.618 |
21,293 |
|
1.618 |
21,185 |
|
1.000 |
21,118 |
|
0.618 |
21,077 |
|
HIGH |
21,010 |
|
0.618 |
20,969 |
|
0.500 |
20,956 |
|
0.382 |
20,943 |
|
LOW |
20,902 |
|
0.618 |
20,835 |
|
1.000 |
20,794 |
|
1.618 |
20,727 |
|
2.618 |
20,619 |
|
4.250 |
20,443 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,956 |
20,925 |
| PP |
20,951 |
20,909 |
| S1 |
20,946 |
20,893 |
|