Trading Metrics calculated at close of trading on 15-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
Open |
3,591.0 |
3,616.0 |
25.0 |
0.7% |
3,642.0 |
High |
3,611.0 |
3,622.0 |
11.0 |
0.3% |
3,645.0 |
Low |
3,585.0 |
3,593.0 |
8.0 |
0.2% |
3,571.0 |
Close |
3,601.0 |
3,611.0 |
10.0 |
0.3% |
3,601.0 |
Range |
26.0 |
29.0 |
3.0 |
11.5% |
74.0 |
ATR |
39.0 |
38.3 |
-0.7 |
-1.8% |
0.0 |
Volume |
720,852 |
680,799 |
-40,053 |
-5.6% |
4,748,483 |
|
Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,695.7 |
3,682.3 |
3,627.0 |
|
R3 |
3,666.7 |
3,653.3 |
3,619.0 |
|
R2 |
3,637.7 |
3,637.7 |
3,616.3 |
|
R1 |
3,624.3 |
3,624.3 |
3,613.7 |
3,616.5 |
PP |
3,608.7 |
3,608.7 |
3,608.7 |
3,604.8 |
S1 |
3,595.3 |
3,595.3 |
3,608.3 |
3,587.5 |
S2 |
3,579.7 |
3,579.7 |
3,605.7 |
|
S3 |
3,550.7 |
3,566.3 |
3,603.0 |
|
S4 |
3,521.7 |
3,537.3 |
3,595.1 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,827.7 |
3,788.3 |
3,641.7 |
|
R3 |
3,753.7 |
3,714.3 |
3,621.4 |
|
R2 |
3,679.7 |
3,679.7 |
3,614.6 |
|
R1 |
3,640.3 |
3,640.3 |
3,607.8 |
3,623.0 |
PP |
3,605.7 |
3,605.7 |
3,605.7 |
3,597.0 |
S1 |
3,566.3 |
3,566.3 |
3,594.2 |
3,549.0 |
S2 |
3,531.7 |
3,531.7 |
3,587.4 |
|
S3 |
3,457.7 |
3,492.3 |
3,580.7 |
|
S4 |
3,383.7 |
3,418.3 |
3,560.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,623.0 |
3,571.0 |
52.0 |
1.4% |
29.0 |
0.8% |
77% |
False |
False |
862,272 |
10 |
3,645.0 |
3,500.0 |
145.0 |
4.0% |
37.3 |
1.0% |
77% |
False |
False |
900,441 |
20 |
3,645.0 |
3,326.0 |
319.0 |
8.8% |
37.3 |
1.0% |
89% |
False |
False |
1,023,174 |
40 |
3,645.0 |
3,321.0 |
324.0 |
9.0% |
36.3 |
1.0% |
90% |
False |
False |
972,930 |
60 |
3,645.0 |
3,200.0 |
445.0 |
12.3% |
34.7 |
1.0% |
92% |
False |
False |
770,602 |
80 |
3,645.0 |
3,135.0 |
510.0 |
14.1% |
33.8 |
0.9% |
93% |
False |
False |
580,052 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.1% |
31.2 |
0.9% |
93% |
False |
False |
465,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,745.3 |
2.618 |
3,697.9 |
1.618 |
3,668.9 |
1.000 |
3,651.0 |
0.618 |
3,639.9 |
HIGH |
3,622.0 |
0.618 |
3,610.9 |
0.500 |
3,607.5 |
0.382 |
3,604.1 |
LOW |
3,593.0 |
0.618 |
3,575.1 |
1.000 |
3,564.0 |
1.618 |
3,546.1 |
2.618 |
3,517.1 |
4.250 |
3,469.8 |
|
|
Fisher Pivots for day following 15-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,609.8 |
3,606.2 |
PP |
3,608.7 |
3,601.3 |
S1 |
3,607.5 |
3,596.5 |
|