Trading Metrics calculated at close of trading on 29-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
29-May-2017 |
Change |
Change % |
Previous Week |
Open |
3,562.0 |
3,568.0 |
6.0 |
0.2% |
3,574.0 |
High |
3,565.0 |
3,570.0 |
5.0 |
0.1% |
3,593.0 |
Low |
3,530.0 |
3,552.0 |
22.0 |
0.6% |
3,530.0 |
Close |
3,561.0 |
3,562.0 |
1.0 |
0.0% |
3,561.0 |
Range |
35.0 |
18.0 |
-17.0 |
-48.6% |
63.0 |
ATR |
38.3 |
36.8 |
-1.4 |
-3.8% |
0.0 |
Volume |
727,122 |
207,191 |
-519,931 |
-71.5% |
3,425,349 |
|
Daily Pivots for day following 29-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,615.3 |
3,606.7 |
3,571.9 |
|
R3 |
3,597.3 |
3,588.7 |
3,567.0 |
|
R2 |
3,579.3 |
3,579.3 |
3,565.3 |
|
R1 |
3,570.7 |
3,570.7 |
3,563.7 |
3,566.0 |
PP |
3,561.3 |
3,561.3 |
3,561.3 |
3,559.0 |
S1 |
3,552.7 |
3,552.7 |
3,560.4 |
3,548.0 |
S2 |
3,543.3 |
3,543.3 |
3,558.7 |
|
S3 |
3,525.3 |
3,534.7 |
3,557.1 |
|
S4 |
3,507.3 |
3,516.7 |
3,552.1 |
|
|
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% |
30.4 |
0.9% |
51% |
False |
False |
602,270 |
10 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
36.2 |
1.0% |
45% |
False |
False |
844,526 |
20 |
3,645.0 |
3,500.0 |
145.0 |
4.1% |
36.8 |
1.0% |
43% |
False |
False |
872,484 |
40 |
3,645.0 |
3,326.0 |
319.0 |
9.0% |
37.1 |
1.0% |
74% |
False |
False |
945,906 |
60 |
3,645.0 |
3,292.0 |
353.0 |
9.9% |
35.0 |
1.0% |
76% |
False |
False |
905,750 |
80 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
34.4 |
1.0% |
84% |
False |
False |
684,929 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
33.1 |
0.9% |
84% |
False |
False |
549,411 |
120 |
3,645.0 |
3,037.0 |
608.0 |
17.1% |
31.4 |
0.9% |
86% |
False |
False |
458,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,646.5 |
2.618 |
3,617.1 |
1.618 |
3,599.1 |
1.000 |
3,588.0 |
0.618 |
3,581.1 |
HIGH |
3,570.0 |
0.618 |
3,563.1 |
0.500 |
3,561.0 |
0.382 |
3,558.9 |
LOW |
3,552.0 |
0.618 |
3,540.9 |
1.000 |
3,534.0 |
1.618 |
3,522.9 |
2.618 |
3,504.9 |
4.250 |
3,475.5 |
|
|
Fisher Pivots for day following 29-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,561.7 |
3,561.8 |
PP |
3,561.3 |
3,561.7 |
S1 |
3,561.0 |
3,561.5 |
|