Trading Metrics calculated at close of trading on 19-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,261.4 |
1,246.8 |
-14.6 |
-1.2% |
1,228.3 |
High |
1,265.0 |
1,256.4 |
-8.6 |
-0.7% |
1,265.0 |
Low |
1,245.7 |
1,246.1 |
0.4 |
0.0% |
1,226.8 |
Close |
1,252.8 |
1,253.6 |
0.8 |
0.1% |
1,253.6 |
Range |
19.3 |
10.3 |
-9.0 |
-46.6% |
38.2 |
ATR |
14.0 |
13.7 |
-0.3 |
-1.9% |
0.0 |
Volume |
368,898 |
212,923 |
-155,975 |
-42.3% |
1,353,130 |
|
Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.9 |
1,278.6 |
1,259.3 |
|
R3 |
1,272.6 |
1,268.3 |
1,256.4 |
|
R2 |
1,262.3 |
1,262.3 |
1,255.5 |
|
R1 |
1,258.0 |
1,258.0 |
1,254.5 |
1,260.2 |
PP |
1,252.0 |
1,252.0 |
1,252.0 |
1,253.1 |
S1 |
1,247.7 |
1,247.7 |
1,252.7 |
1,249.9 |
S2 |
1,241.7 |
1,241.7 |
1,251.7 |
|
S3 |
1,231.4 |
1,237.4 |
1,250.8 |
|
S4 |
1,221.1 |
1,227.1 |
1,247.9 |
|
|
Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.1 |
1,346.5 |
1,274.6 |
|
R3 |
1,324.9 |
1,308.3 |
1,264.1 |
|
R2 |
1,286.7 |
1,286.7 |
1,260.6 |
|
R1 |
1,270.1 |
1,270.1 |
1,257.1 |
1,278.4 |
PP |
1,248.5 |
1,248.5 |
1,248.5 |
1,252.6 |
S1 |
1,231.9 |
1,231.9 |
1,250.1 |
1,240.2 |
S2 |
1,210.3 |
1,210.3 |
1,246.6 |
|
S3 |
1,172.1 |
1,193.7 |
1,243.1 |
|
S4 |
1,133.9 |
1,155.5 |
1,232.6 |
|
|
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 |
1,226.8 |
38.2 |
3.0% |
14.9 |
1.2% |
70% |
False |
False |
270,626 |
10 |
1,265.0 |
1,214.3 |
50.7 |
4.0% |
13.1 |
1.0% |
78% |
False |
False |
244,051 |
20 |
1,280.0 |
1,214.3 |
65.7 |
5.2% |
13.0 |
1.0% |
60% |
False |
False |
242,567 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.8 |
1.0% |
47% |
False |
False |
222,026 |
60 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.8 |
1.0% |
56% |
False |
False |
155,037 |
80 |
1,297.4 |
1,186.0 |
111.4 |
8.9% |
13.1 |
1.0% |
61% |
False |
False |
117,675 |
100 |
1,297.4 |
1,138.9 |
158.5 |
12.6% |
13.3 |
1.1% |
72% |
False |
False |
95,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.2 |
2.618 |
1,283.4 |
1.618 |
1,273.1 |
1.000 |
1,266.7 |
0.618 |
1,262.8 |
HIGH |
1,256.4 |
0.618 |
1,252.5 |
0.500 |
1,251.3 |
0.382 |
1,250.0 |
LOW |
1,246.1 |
0.618 |
1,239.7 |
1.000 |
1,235.8 |
1.618 |
1,229.4 |
2.618 |
1,219.1 |
4.250 |
1,202.3 |
|
|
Fisher Pivots for day following 19-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,252.8 |
1,252.6 |
PP |
1,252.0 |
1,251.6 |
S1 |
1,251.3 |
1,250.7 |
|