Trading Metrics calculated at close of trading on 23-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
Open |
3,574.0 |
3,553.0 |
-21.0 |
-0.6% |
3,616.0 |
High |
3,579.0 |
3,590.0 |
11.0 |
0.3% |
3,629.0 |
Low |
3,553.0 |
3,550.0 |
-3.0 |
-0.1% |
3,507.0 |
Close |
3,561.0 |
3,581.0 |
20.0 |
0.6% |
3,566.0 |
Range |
26.0 |
40.0 |
14.0 |
53.8% |
122.0 |
ATR |
39.8 |
39.8 |
0.0 |
0.0% |
0.0 |
Volume |
621,188 |
803,652 |
182,464 |
29.4% |
5,493,522 |
|
Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,693.7 |
3,677.3 |
3,603.0 |
|
R3 |
3,653.7 |
3,637.3 |
3,592.0 |
|
R2 |
3,613.7 |
3,613.7 |
3,588.3 |
|
R1 |
3,597.3 |
3,597.3 |
3,584.7 |
3,605.5 |
PP |
3,573.7 |
3,573.7 |
3,573.7 |
3,577.8 |
S1 |
3,557.3 |
3,557.3 |
3,577.3 |
3,565.5 |
S2 |
3,533.7 |
3,533.7 |
3,573.7 |
|
S3 |
3,493.7 |
3,517.3 |
3,570.0 |
|
S4 |
3,453.7 |
3,477.3 |
3,559.0 |
|
|
Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,933.3 |
3,871.7 |
3,633.1 |
|
R3 |
3,811.3 |
3,749.7 |
3,599.6 |
|
R2 |
3,689.3 |
3,689.3 |
3,588.4 |
|
R1 |
3,627.7 |
3,627.7 |
3,577.2 |
3,597.5 |
PP |
3,567.3 |
3,567.3 |
3,567.3 |
3,552.3 |
S1 |
3,505.7 |
3,505.7 |
3,554.8 |
3,475.5 |
S2 |
3,445.3 |
3,445.3 |
3,543.6 |
|
S3 |
3,323.3 |
3,383.7 |
3,532.5 |
|
S4 |
3,201.3 |
3,261.7 |
3,498.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,615.0 |
3,507.0 |
108.0 |
3.0% |
46.0 |
1.3% |
69% |
False |
False |
1,101,377 |
10 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
36.9 |
1.0% |
61% |
False |
False |
966,437 |
20 |
3,645.0 |
3,494.0 |
151.0 |
4.2% |
35.6 |
1.0% |
58% |
False |
False |
952,933 |
40 |
3,645.0 |
3,326.0 |
319.0 |
8.9% |
37.3 |
1.0% |
80% |
False |
False |
975,089 |
60 |
3,645.0 |
3,200.0 |
445.0 |
12.4% |
35.9 |
1.0% |
86% |
False |
False |
870,850 |
80 |
3,645.0 |
3,135.0 |
510.0 |
14.2% |
34.7 |
1.0% |
87% |
False |
False |
657,410 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.2% |
33.1 |
0.9% |
87% |
False |
False |
527,353 |
120 |
3,645.0 |
2,915.0 |
730.0 |
20.4% |
31.5 |
0.9% |
91% |
False |
False |
440,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,760.0 |
2.618 |
3,694.7 |
1.618 |
3,654.7 |
1.000 |
3,630.0 |
0.618 |
3,614.7 |
HIGH |
3,590.0 |
0.618 |
3,574.7 |
0.500 |
3,570.0 |
0.382 |
3,565.3 |
LOW |
3,550.0 |
0.618 |
3,525.3 |
1.000 |
3,510.0 |
1.618 |
3,485.3 |
2.618 |
3,445.3 |
4.250 |
3,380.0 |
|
|
Fisher Pivots for day following 23-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,577.3 |
3,576.5 |
PP |
3,573.7 |
3,572.0 |
S1 |
3,570.0 |
3,567.5 |
|