Trading Metrics calculated at close of trading on 26-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,258.4 |
1,255.1 |
-3.3 |
-0.3% |
1,257.5 |
High |
1,259.4 |
1,269.3 |
9.9 |
0.8% |
1,269.3 |
Low |
1,253.5 |
1,252.6 |
-0.9 |
-0.1% |
1,247.6 |
Close |
1,256.4 |
1,268.1 |
11.7 |
0.9% |
1,268.1 |
Range |
5.9 |
16.7 |
10.8 |
183.1% |
21.7 |
ATR |
12.9 |
13.1 |
0.3 |
2.1% |
0.0 |
Volume |
202,847 |
271,457 |
68,610 |
33.8% |
1,211,986 |
|
Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.4 |
1,307.5 |
1,277.3 |
|
R3 |
1,296.7 |
1,290.8 |
1,272.7 |
|
R2 |
1,280.0 |
1,280.0 |
1,271.2 |
|
R1 |
1,274.1 |
1,274.1 |
1,269.6 |
1,277.1 |
PP |
1,263.3 |
1,263.3 |
1,263.3 |
1,264.8 |
S1 |
1,257.4 |
1,257.4 |
1,266.6 |
1,260.4 |
S2 |
1,246.6 |
1,246.6 |
1,265.0 |
|
S3 |
1,229.9 |
1,240.7 |
1,263.5 |
|
S4 |
1,213.2 |
1,224.0 |
1,258.9 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.8 |
1,319.1 |
1,280.0 |
|
R3 |
1,305.1 |
1,297.4 |
1,274.1 |
|
R2 |
1,283.4 |
1,283.4 |
1,272.1 |
|
R1 |
1,275.7 |
1,275.7 |
1,270.1 |
1,279.6 |
PP |
1,261.7 |
1,261.7 |
1,261.7 |
1,263.6 |
S1 |
1,254.0 |
1,254.0 |
1,266.1 |
1,257.9 |
S2 |
1,240.0 |
1,240.0 |
1,264.1 |
|
S3 |
1,218.3 |
1,232.3 |
1,262.1 |
|
S4 |
1,196.6 |
1,210.6 |
1,256.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,269.3 |
1,247.6 |
21.7 |
1.7% |
11.6 |
0.9% |
94% |
True |
False |
242,397 |
10 |
1,269.3 |
1,226.8 |
42.5 |
3.4% |
13.3 |
1.0% |
97% |
True |
False |
256,511 |
20 |
1,272.4 |
1,214.3 |
58.1 |
4.6% |
13.0 |
1.0% |
93% |
False |
False |
244,082 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.7 |
1.0% |
65% |
False |
False |
236,893 |
60 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.6 |
1.0% |
71% |
False |
False |
174,235 |
80 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.9 |
1.0% |
71% |
False |
False |
132,472 |
100 |
1,297.4 |
1,162.4 |
135.0 |
10.6% |
13.2 |
1.0% |
78% |
False |
False |
107,265 |
120 |
1,297.4 |
1,129.8 |
167.6 |
13.2% |
13.2 |
1.0% |
83% |
False |
False |
89,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.3 |
2.618 |
1,313.0 |
1.618 |
1,296.3 |
1.000 |
1,286.0 |
0.618 |
1,279.6 |
HIGH |
1,269.3 |
0.618 |
1,262.9 |
0.500 |
1,261.0 |
0.382 |
1,259.0 |
LOW |
1,252.6 |
0.618 |
1,242.3 |
1.000 |
1,235.9 |
1.618 |
1,225.6 |
2.618 |
1,208.9 |
4.250 |
1,181.6 |
|
|
Fisher Pivots for day following 26-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,265.7 |
1,264.9 |
PP |
1,263.3 |
1,261.7 |
S1 |
1,261.0 |
1,258.5 |
|