| Trading Metrics calculated at close of trading on 09-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
| Open |
21,001 |
20,943 |
-58 |
-0.3% |
20,894 |
| High |
21,010 |
20,987 |
-23 |
-0.1% |
20,972 |
| Low |
20,902 |
20,875 |
-27 |
-0.1% |
20,775 |
| Close |
20,941 |
20,907 |
-34 |
-0.2% |
20,954 |
| Range |
108 |
112 |
4 |
3.7% |
197 |
| ATR |
144 |
142 |
-2 |
-1.6% |
0 |
| Volume |
83,336 |
88,501 |
5,165 |
6.2% |
487,914 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,259 |
21,195 |
20,969 |
|
| R3 |
21,147 |
21,083 |
20,938 |
|
| R2 |
21,035 |
21,035 |
20,928 |
|
| R1 |
20,971 |
20,971 |
20,917 |
20,947 |
| PP |
20,923 |
20,923 |
20,923 |
20,911 |
| S1 |
20,859 |
20,859 |
20,897 |
20,835 |
| S2 |
20,811 |
20,811 |
20,887 |
|
| S3 |
20,699 |
20,747 |
20,876 |
|
| S4 |
20,587 |
20,635 |
20,846 |
|
|
| 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% |
131 |
0.6% |
56% |
False |
False |
99,613 |
| 10 |
21,010 |
20,775 |
235 |
1.1% |
106 |
0.5% |
56% |
False |
False |
103,048 |
| 20 |
21,010 |
20,311 |
699 |
3.3% |
144 |
0.7% |
85% |
False |
False |
123,328 |
| 40 |
21,010 |
20,311 |
699 |
3.3% |
150 |
0.7% |
85% |
False |
False |
139,060 |
| 60 |
21,106 |
20,174 |
932 |
4.5% |
141 |
0.7% |
79% |
False |
False |
98,729 |
| 80 |
21,106 |
19,552 |
1,554 |
7.4% |
137 |
0.7% |
87% |
False |
False |
74,075 |
| 100 |
21,106 |
19,552 |
1,554 |
7.4% |
130 |
0.6% |
87% |
False |
False |
59,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,463 |
|
2.618 |
21,280 |
|
1.618 |
21,168 |
|
1.000 |
21,099 |
|
0.618 |
21,056 |
|
HIGH |
20,987 |
|
0.618 |
20,944 |
|
0.500 |
20,931 |
|
0.382 |
20,918 |
|
LOW |
20,875 |
|
0.618 |
20,806 |
|
1.000 |
20,763 |
|
1.618 |
20,694 |
|
2.618 |
20,582 |
|
4.250 |
20,399 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,931 |
20,912 |
| PP |
20,923 |
20,910 |
| S1 |
20,915 |
20,909 |
|