Trading Metrics calculated at close of trading on 16-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,689.50 |
5,705.00 |
15.50 |
0.3% |
5,658.25 |
High |
5,706.50 |
5,727.25 |
20.75 |
0.4% |
5,689.75 |
Low |
5,682.50 |
5,696.25 |
13.75 |
0.2% |
5,634.50 |
Close |
5,701.25 |
5,724.25 |
23.00 |
0.4% |
5,689.00 |
Range |
24.00 |
31.00 |
7.00 |
29.2% |
55.25 |
ATR |
38.57 |
38.03 |
-0.54 |
-1.4% |
0.00 |
Volume |
180,918 |
183,423 |
2,505 |
1.4% |
958,072 |
|
Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,809.00 |
5,797.50 |
5,741.25 |
|
R3 |
5,778.00 |
5,766.50 |
5,732.75 |
|
R2 |
5,747.00 |
5,747.00 |
5,730.00 |
|
R1 |
5,735.50 |
5,735.50 |
5,727.00 |
5,741.25 |
PP |
5,716.00 |
5,716.00 |
5,716.00 |
5,718.75 |
S1 |
5,704.50 |
5,704.50 |
5,721.50 |
5,710.25 |
S2 |
5,685.00 |
5,685.00 |
5,718.50 |
|
S3 |
5,654.00 |
5,673.50 |
5,715.75 |
|
S4 |
5,623.00 |
5,642.50 |
5,707.25 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,836.75 |
5,818.25 |
5,719.50 |
|
R3 |
5,781.50 |
5,763.00 |
5,704.25 |
|
R2 |
5,726.25 |
5,726.25 |
5,699.25 |
|
R1 |
5,707.75 |
5,707.75 |
5,694.00 |
5,717.00 |
PP |
5,671.00 |
5,671.00 |
5,671.00 |
5,675.75 |
S1 |
5,652.50 |
5,652.50 |
5,684.00 |
5,661.75 |
S2 |
5,615.75 |
5,615.75 |
5,678.75 |
|
S3 |
5,560.50 |
5,597.25 |
5,673.75 |
|
S4 |
5,505.25 |
5,542.00 |
5,658.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,727.25 |
5,636.25 |
91.00 |
1.6% |
30.00 |
0.5% |
97% |
True |
False |
192,812 |
10 |
5,727.25 |
5,603.75 |
123.50 |
2.2% |
30.50 |
0.5% |
98% |
True |
False |
191,857 |
20 |
5,727.25 |
5,388.75 |
338.50 |
5.9% |
36.75 |
0.6% |
99% |
True |
False |
194,008 |
40 |
5,727.25 |
5,315.00 |
412.25 |
7.2% |
44.00 |
0.8% |
99% |
True |
False |
224,196 |
60 |
5,727.25 |
5,299.25 |
428.00 |
7.5% |
41.25 |
0.7% |
99% |
True |
False |
174,066 |
80 |
5,727.25 |
5,028.00 |
699.25 |
12.2% |
40.25 |
0.7% |
100% |
True |
False |
130,653 |
100 |
5,727.25 |
4,850.25 |
877.00 |
15.3% |
40.25 |
0.7% |
100% |
True |
False |
104,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,859.00 |
2.618 |
5,808.50 |
1.618 |
5,777.50 |
1.000 |
5,758.25 |
0.618 |
5,746.50 |
HIGH |
5,727.25 |
0.618 |
5,715.50 |
0.500 |
5,711.75 |
0.382 |
5,708.00 |
LOW |
5,696.25 |
0.618 |
5,677.00 |
1.000 |
5,665.25 |
1.618 |
5,646.00 |
2.618 |
5,615.00 |
4.250 |
5,564.50 |
|
|
Fisher Pivots for day following 16-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,720.00 |
5,713.50 |
PP |
5,716.00 |
5,702.75 |
S1 |
5,711.75 |
5,692.00 |
|