Trading Metrics calculated at close of trading on 22-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,246.8 |
1,257.5 |
10.7 |
0.9% |
1,228.3 |
High |
1,256.4 |
1,262.6 |
6.2 |
0.5% |
1,265.0 |
Low |
1,246.1 |
1,251.6 |
5.5 |
0.4% |
1,226.8 |
Close |
1,253.6 |
1,261.4 |
7.8 |
0.6% |
1,253.6 |
Range |
10.3 |
11.0 |
0.7 |
6.8% |
38.2 |
ATR |
13.7 |
13.5 |
-0.2 |
-1.4% |
0.0 |
Volume |
212,923 |
205,212 |
-7,711 |
-3.6% |
1,353,130 |
|
Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.5 |
1,287.5 |
1,267.5 |
|
R3 |
1,280.5 |
1,276.5 |
1,264.4 |
|
R2 |
1,269.5 |
1,269.5 |
1,263.4 |
|
R1 |
1,265.5 |
1,265.5 |
1,262.4 |
1,267.5 |
PP |
1,258.5 |
1,258.5 |
1,258.5 |
1,259.6 |
S1 |
1,254.5 |
1,254.5 |
1,260.4 |
1,256.5 |
S2 |
1,247.5 |
1,247.5 |
1,259.4 |
|
S3 |
1,236.5 |
1,243.5 |
1,258.4 |
|
S4 |
1,225.5 |
1,232.5 |
1,255.4 |
|
|
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 |
1,230.0 |
35.0 |
2.8% |
15.0 |
1.2% |
90% |
False |
False |
273,823 |
10 |
1,265.0 |
1,214.3 |
50.7 |
4.0% |
12.6 |
1.0% |
93% |
False |
False |
244,466 |
20 |
1,279.9 |
1,214.3 |
65.6 |
5.2% |
12.9 |
1.0% |
72% |
False |
False |
237,686 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.8 |
1.0% |
57% |
False |
False |
225,878 |
60 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.7 |
1.0% |
64% |
False |
False |
158,304 |
80 |
1,297.4 |
1,186.0 |
111.4 |
8.8% |
13.0 |
1.0% |
68% |
False |
False |
120,149 |
100 |
1,297.4 |
1,143.1 |
154.3 |
12.2% |
13.3 |
1.1% |
77% |
False |
False |
97,301 |
120 |
1,297.4 |
1,129.8 |
167.6 |
13.3% |
13.4 |
1.1% |
79% |
False |
False |
81,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,309.4 |
2.618 |
1,291.4 |
1.618 |
1,280.4 |
1.000 |
1,273.6 |
0.618 |
1,269.4 |
HIGH |
1,262.6 |
0.618 |
1,258.4 |
0.500 |
1,257.1 |
0.382 |
1,255.8 |
LOW |
1,251.6 |
0.618 |
1,244.8 |
1.000 |
1,240.6 |
1.618 |
1,233.8 |
2.618 |
1,222.8 |
4.250 |
1,204.9 |
|
|
Fisher Pivots for day following 22-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,260.0 |
1,259.4 |
PP |
1,258.5 |
1,257.4 |
S1 |
1,257.1 |
1,255.4 |
|