Trading Metrics calculated at close of trading on 18-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,237.2 |
1,261.4 |
24.2 |
2.0% |
1,223.1 |
High |
1,261.5 |
1,265.0 |
3.5 |
0.3% |
1,236.9 |
Low |
1,236.3 |
1,245.7 |
9.4 |
0.8% |
1,214.3 |
Close |
1,258.7 |
1,252.8 |
-5.9 |
-0.5% |
1,227.7 |
Range |
25.2 |
19.3 |
-5.9 |
-23.4% |
22.6 |
ATR |
13.6 |
14.0 |
0.4 |
3.0% |
0.0 |
Volume |
377,872 |
368,898 |
-8,974 |
-2.4% |
1,087,387 |
|
Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.4 |
1,301.9 |
1,263.4 |
|
R3 |
1,293.1 |
1,282.6 |
1,258.1 |
|
R2 |
1,273.8 |
1,273.8 |
1,256.3 |
|
R1 |
1,263.3 |
1,263.3 |
1,254.6 |
1,258.9 |
PP |
1,254.5 |
1,254.5 |
1,254.5 |
1,252.3 |
S1 |
1,244.0 |
1,244.0 |
1,251.0 |
1,239.6 |
S2 |
1,235.2 |
1,235.2 |
1,249.3 |
|
S3 |
1,215.9 |
1,224.7 |
1,247.5 |
|
S4 |
1,196.6 |
1,205.4 |
1,242.2 |
|
|
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 |
1,265.0 |
1,224.4 |
40.6 |
3.2% |
14.3 |
1.1% |
70% |
True |
False |
268,017 |
10 |
1,265.0 |
1,214.3 |
50.7 |
4.0% |
13.1 |
1.0% |
76% |
True |
False |
250,348 |
20 |
1,290.1 |
1,214.3 |
75.8 |
6.1% |
13.0 |
1.0% |
51% |
False |
False |
243,401 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.8 |
1.0% |
46% |
False |
False |
217,697 |
60 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.8 |
1.0% |
55% |
False |
False |
151,724 |
80 |
1,297.4 |
1,186.0 |
111.4 |
8.9% |
13.1 |
1.0% |
60% |
False |
False |
115,129 |
100 |
1,297.4 |
1,135.7 |
161.7 |
12.9% |
13.3 |
1.1% |
72% |
False |
False |
93,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.0 |
2.618 |
1,315.5 |
1.618 |
1,296.2 |
1.000 |
1,284.3 |
0.618 |
1,276.9 |
HIGH |
1,265.0 |
0.618 |
1,257.6 |
0.500 |
1,255.4 |
0.382 |
1,253.1 |
LOW |
1,245.7 |
0.618 |
1,233.8 |
1.000 |
1,226.4 |
1.618 |
1,214.5 |
2.618 |
1,195.2 |
4.250 |
1,163.7 |
|
|
Fisher Pivots for day following 18-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,255.4 |
1,251.0 |
PP |
1,254.5 |
1,249.3 |
S1 |
1,253.7 |
1,247.5 |
|