Trading Metrics calculated at close of trading on 30-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
Open |
3,568.0 |
3,555.0 |
-13.0 |
-0.4% |
3,574.0 |
High |
3,570.0 |
3,558.0 |
-12.0 |
-0.3% |
3,593.0 |
Low |
3,552.0 |
3,534.0 |
-18.0 |
-0.5% |
3,530.0 |
Close |
3,562.0 |
3,547.0 |
-15.0 |
-0.4% |
3,561.0 |
Range |
18.0 |
24.0 |
6.0 |
33.3% |
63.0 |
ATR |
36.8 |
36.2 |
-0.6 |
-1.7% |
0.0 |
Volume |
207,191 |
826,176 |
618,985 |
298.8% |
3,425,349 |
|
Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,618.3 |
3,606.7 |
3,560.2 |
|
R3 |
3,594.3 |
3,582.7 |
3,553.6 |
|
R2 |
3,570.3 |
3,570.3 |
3,551.4 |
|
R1 |
3,558.7 |
3,558.7 |
3,549.2 |
3,552.5 |
PP |
3,546.3 |
3,546.3 |
3,546.3 |
3,543.3 |
S1 |
3,534.7 |
3,534.7 |
3,544.8 |
3,528.5 |
S2 |
3,522.3 |
3,522.3 |
3,542.6 |
|
S3 |
3,498.3 |
3,510.7 |
3,540.4 |
|
S4 |
3,474.3 |
3,486.7 |
3,533.8 |
|
|
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% |
27.2 |
0.8% |
27% |
False |
False |
606,775 |
10 |
3,615.0 |
3,507.0 |
108.0 |
3.0% |
36.6 |
1.0% |
37% |
False |
False |
854,076 |
20 |
3,645.0 |
3,507.0 |
138.0 |
3.9% |
36.3 |
1.0% |
29% |
False |
False |
877,209 |
40 |
3,645.0 |
3,326.0 |
319.0 |
9.0% |
37.2 |
1.0% |
69% |
False |
False |
950,957 |
60 |
3,645.0 |
3,292.0 |
353.0 |
10.0% |
35.2 |
1.0% |
72% |
False |
False |
919,086 |
80 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
34.4 |
1.0% |
81% |
False |
False |
695,226 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
33.2 |
0.9% |
81% |
False |
False |
557,532 |
120 |
3,645.0 |
3,060.0 |
585.0 |
16.5% |
31.4 |
0.9% |
83% |
False |
False |
465,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,660.0 |
2.618 |
3,620.8 |
1.618 |
3,596.8 |
1.000 |
3,582.0 |
0.618 |
3,572.8 |
HIGH |
3,558.0 |
0.618 |
3,548.8 |
0.500 |
3,546.0 |
0.382 |
3,543.2 |
LOW |
3,534.0 |
0.618 |
3,519.2 |
1.000 |
3,510.0 |
1.618 |
3,495.2 |
2.618 |
3,471.2 |
4.250 |
3,432.0 |
|
|
Fisher Pivots for day following 30-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,546.7 |
3,550.0 |
PP |
3,546.3 |
3,549.0 |
S1 |
3,546.0 |
3,548.0 |
|