Trading Metrics calculated at close of trading on 15-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,225.0 |
1,228.3 |
3.3 |
0.3% |
1,223.1 |
High |
1,231.6 |
1,237.4 |
5.8 |
0.5% |
1,236.9 |
Low |
1,224.4 |
1,226.8 |
2.4 |
0.2% |
1,214.3 |
Close |
1,227.7 |
1,230.0 |
2.3 |
0.2% |
1,227.7 |
Range |
7.2 |
10.6 |
3.4 |
47.2% |
22.6 |
ATR |
13.2 |
13.0 |
-0.2 |
-1.4% |
0.0 |
Volume |
199,881 |
189,226 |
-10,655 |
-5.3% |
1,087,387 |
|
Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.2 |
1,257.2 |
1,235.8 |
|
R3 |
1,252.6 |
1,246.6 |
1,232.9 |
|
R2 |
1,242.0 |
1,242.0 |
1,231.9 |
|
R1 |
1,236.0 |
1,236.0 |
1,231.0 |
1,239.0 |
PP |
1,231.4 |
1,231.4 |
1,231.4 |
1,232.9 |
S1 |
1,225.4 |
1,225.4 |
1,229.0 |
1,228.4 |
S2 |
1,220.8 |
1,220.8 |
1,228.1 |
|
S3 |
1,210.2 |
1,214.8 |
1,227.1 |
|
S4 |
1,199.6 |
1,204.2 |
1,224.2 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.1 |
1,283.5 |
1,240.1 |
|
R3 |
1,271.5 |
1,260.9 |
1,233.9 |
|
R2 |
1,248.9 |
1,248.9 |
1,231.8 |
|
R1 |
1,238.3 |
1,238.3 |
1,229.8 |
1,243.6 |
PP |
1,226.3 |
1,226.3 |
1,226.3 |
1,229.0 |
S1 |
1,215.7 |
1,215.7 |
1,225.6 |
1,221.0 |
S2 |
1,203.7 |
1,203.7 |
1,223.6 |
|
S3 |
1,181.1 |
1,193.1 |
1,221.5 |
|
S4 |
1,158.5 |
1,170.5 |
1,215.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,237.4 |
1,214.3 |
23.1 |
1.9% |
10.3 |
0.8% |
68% |
True |
False |
215,110 |
10 |
1,258.8 |
1,214.3 |
44.5 |
3.6% |
12.1 |
1.0% |
35% |
False |
False |
230,598 |
20 |
1,294.4 |
1,214.3 |
80.1 |
6.5% |
12.2 |
1.0% |
20% |
False |
False |
235,205 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.8% |
12.3 |
1.0% |
19% |
False |
False |
196,382 |
60 |
1,297.4 |
1,198.0 |
99.4 |
8.1% |
12.5 |
1.0% |
32% |
False |
False |
136,085 |
80 |
1,297.4 |
1,186.0 |
111.4 |
9.1% |
13.0 |
1.1% |
39% |
False |
False |
103,489 |
100 |
1,297.4 |
1,133.5 |
163.9 |
13.3% |
13.0 |
1.1% |
59% |
False |
False |
83,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,282.5 |
2.618 |
1,265.2 |
1.618 |
1,254.6 |
1.000 |
1,248.0 |
0.618 |
1,244.0 |
HIGH |
1,237.4 |
0.618 |
1,233.4 |
0.500 |
1,232.1 |
0.382 |
1,230.8 |
LOW |
1,226.8 |
0.618 |
1,220.2 |
1.000 |
1,216.2 |
1.618 |
1,209.6 |
2.618 |
1,199.0 |
4.250 |
1,181.8 |
|
|
Fisher Pivots for day following 15-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,232.1 |
1,229.1 |
PP |
1,231.4 |
1,228.1 |
S1 |
1,230.7 |
1,227.2 |
|