Trading Metrics calculated at close of trading on 25-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,251.1 |
1,258.4 |
7.3 |
0.6% |
1,228.3 |
High |
1,258.8 |
1,259.4 |
0.6 |
0.0% |
1,265.0 |
Low |
1,247.6 |
1,253.5 |
5.9 |
0.5% |
1,226.8 |
Close |
1,253.1 |
1,256.4 |
3.3 |
0.3% |
1,253.6 |
Range |
11.2 |
5.9 |
-5.3 |
-47.3% |
38.2 |
ATR |
13.4 |
12.9 |
-0.5 |
-3.8% |
0.0 |
Volume |
257,358 |
202,847 |
-54,511 |
-21.2% |
1,353,130 |
|
Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.1 |
1,271.2 |
1,259.6 |
|
R3 |
1,268.2 |
1,265.3 |
1,258.0 |
|
R2 |
1,262.3 |
1,262.3 |
1,257.5 |
|
R1 |
1,259.4 |
1,259.4 |
1,256.9 |
1,257.9 |
PP |
1,256.4 |
1,256.4 |
1,256.4 |
1,255.7 |
S1 |
1,253.5 |
1,253.5 |
1,255.9 |
1,252.0 |
S2 |
1,250.5 |
1,250.5 |
1,255.3 |
|
S3 |
1,244.6 |
1,247.6 |
1,254.8 |
|
S4 |
1,238.7 |
1,241.7 |
1,253.2 |
|
|
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 |
1,263.8 |
1,246.1 |
17.7 |
1.4% |
10.3 |
0.8% |
58% |
False |
False |
230,690 |
10 |
1,265.0 |
1,224.4 |
40.6 |
3.2% |
12.3 |
1.0% |
79% |
False |
False |
249,354 |
20 |
1,272.4 |
1,214.3 |
58.1 |
4.6% |
12.5 |
1.0% |
72% |
False |
False |
239,174 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.6 |
1.0% |
51% |
False |
False |
235,548 |
60 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.6 |
1.0% |
59% |
False |
False |
170,069 |
80 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.8 |
1.0% |
59% |
False |
False |
129,154 |
100 |
1,297.4 |
1,152.2 |
145.2 |
11.6% |
13.2 |
1.1% |
72% |
False |
False |
104,595 |
120 |
1,297.4 |
1,129.8 |
167.6 |
13.3% |
13.2 |
1.0% |
76% |
False |
False |
87,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.5 |
2.618 |
1,274.8 |
1.618 |
1,268.9 |
1.000 |
1,265.3 |
0.618 |
1,263.0 |
HIGH |
1,259.4 |
0.618 |
1,257.1 |
0.500 |
1,256.5 |
0.382 |
1,255.8 |
LOW |
1,253.5 |
0.618 |
1,249.9 |
1.000 |
1,247.6 |
1.618 |
1,244.0 |
2.618 |
1,238.1 |
4.250 |
1,228.4 |
|
|
Fisher Pivots for day following 25-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,256.5 |
1,256.2 |
PP |
1,256.4 |
1,255.9 |
S1 |
1,256.4 |
1,255.7 |
|