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 |
3,585.0 |
3,562.0 |
-23.0 |
-0.6% |
3,574.0 |
High |
3,593.0 |
3,565.0 |
-28.0 |
-0.8% |
3,593.0 |
Low |
3,555.0 |
3,530.0 |
-25.0 |
-0.7% |
3,530.0 |
Close |
3,566.0 |
3,561.0 |
-5.0 |
-0.1% |
3,561.0 |
Range |
38.0 |
35.0 |
-3.0 |
-7.9% |
63.0 |
ATR |
38.5 |
38.3 |
-0.2 |
-0.5% |
0.0 |
Volume |
746,070 |
727,122 |
-18,948 |
-2.5% |
3,425,349 |
|
Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,657.0 |
3,644.0 |
3,580.3 |
|
R3 |
3,622.0 |
3,609.0 |
3,570.6 |
|
R2 |
3,587.0 |
3,587.0 |
3,567.4 |
|
R1 |
3,574.0 |
3,574.0 |
3,564.2 |
3,563.0 |
PP |
3,552.0 |
3,552.0 |
3,552.0 |
3,546.5 |
S1 |
3,539.0 |
3,539.0 |
3,557.8 |
3,528.0 |
S2 |
3,517.0 |
3,517.0 |
3,554.6 |
|
S3 |
3,482.0 |
3,504.0 |
3,551.4 |
|
S4 |
3,447.0 |
3,469.0 |
3,541.8 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,750.3 |
3,718.7 |
3,595.7 |
|
R3 |
3,687.3 |
3,655.7 |
3,578.3 |
|
R2 |
3,624.3 |
3,624.3 |
3,572.6 |
|
R1 |
3,592.7 |
3,592.7 |
3,566.8 |
3,577.0 |
PP |
3,561.3 |
3,561.3 |
3,561.3 |
3,553.5 |
S1 |
3,529.7 |
3,529.7 |
3,555.2 |
3,514.0 |
S2 |
3,498.3 |
3,498.3 |
3,549.5 |
|
S3 |
3,435.3 |
3,466.7 |
3,543.7 |
|
S4 |
3,372.3 |
3,403.7 |
3,526.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,593.0 |
3,530.0 |
63.0 |
1.8% |
32.0 |
0.9% |
49% |
False |
True |
685,069 |
10 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
37.3 |
1.0% |
44% |
False |
False |
891,887 |
20 |
3,645.0 |
3,494.0 |
151.0 |
4.2% |
36.9 |
1.0% |
44% |
False |
False |
907,916 |
40 |
3,645.0 |
3,326.0 |
319.0 |
9.0% |
37.2 |
1.0% |
74% |
False |
False |
961,261 |
60 |
3,645.0 |
3,250.0 |
395.0 |
11.1% |
35.9 |
1.0% |
79% |
False |
False |
903,707 |
80 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
34.4 |
1.0% |
84% |
False |
False |
682,357 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
33.1 |
0.9% |
84% |
False |
False |
547,340 |
120 |
3,645.0 |
2,958.0 |
687.0 |
19.3% |
31.9 |
0.9% |
88% |
False |
False |
456,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,713.8 |
2.618 |
3,656.6 |
1.618 |
3,621.6 |
1.000 |
3,600.0 |
0.618 |
3,586.6 |
HIGH |
3,565.0 |
0.618 |
3,551.6 |
0.500 |
3,547.5 |
0.382 |
3,543.4 |
LOW |
3,530.0 |
0.618 |
3,508.4 |
1.000 |
3,495.0 |
1.618 |
3,473.4 |
2.618 |
3,438.4 |
4.250 |
3,381.3 |
|
|
Fisher Pivots for day following 26-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,556.5 |
3,561.5 |
PP |
3,552.0 |
3,561.3 |
S1 |
3,547.5 |
3,561.2 |
|