Trading Metrics calculated at close of trading on 17-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,705.00 |
5,723.50 |
18.50 |
0.3% |
5,658.25 |
High |
5,727.25 |
5,724.00 |
-3.25 |
-0.1% |
5,689.75 |
Low |
5,696.25 |
5,574.75 |
-121.50 |
-2.1% |
5,634.50 |
Close |
5,724.25 |
5,578.75 |
-145.50 |
-2.5% |
5,689.00 |
Range |
31.00 |
149.25 |
118.25 |
381.5% |
55.25 |
ATR |
38.03 |
45.99 |
7.96 |
20.9% |
0.00 |
Volume |
183,423 |
506,880 |
323,457 |
176.3% |
958,072 |
|
Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,073.50 |
5,975.50 |
5,660.75 |
|
R3 |
5,924.25 |
5,826.25 |
5,619.75 |
|
R2 |
5,775.00 |
5,775.00 |
5,606.00 |
|
R1 |
5,677.00 |
5,677.00 |
5,592.50 |
5,651.50 |
PP |
5,625.75 |
5,625.75 |
5,625.75 |
5,613.00 |
S1 |
5,527.75 |
5,527.75 |
5,565.00 |
5,502.00 |
S2 |
5,476.50 |
5,476.50 |
5,551.50 |
|
S3 |
5,327.25 |
5,378.50 |
5,537.75 |
|
S4 |
5,178.00 |
5,229.25 |
5,496.75 |
|
|
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 |
5,574.75 |
152.50 |
2.7% |
55.50 |
1.0% |
3% |
False |
True |
259,371 |
10 |
5,727.25 |
5,574.75 |
152.50 |
2.7% |
43.00 |
0.8% |
3% |
False |
True |
221,902 |
20 |
5,727.25 |
5,394.50 |
332.75 |
6.0% |
42.25 |
0.8% |
55% |
False |
False |
208,673 |
40 |
5,727.25 |
5,315.00 |
412.25 |
7.4% |
45.00 |
0.8% |
64% |
False |
False |
226,499 |
60 |
5,727.25 |
5,299.25 |
428.00 |
7.7% |
43.25 |
0.8% |
65% |
False |
False |
182,501 |
80 |
5,727.25 |
5,059.00 |
668.25 |
12.0% |
41.50 |
0.7% |
78% |
False |
False |
136,986 |
100 |
5,727.25 |
4,850.25 |
877.00 |
15.7% |
41.50 |
0.7% |
83% |
False |
False |
109,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,358.25 |
2.618 |
6,114.75 |
1.618 |
5,965.50 |
1.000 |
5,873.25 |
0.618 |
5,816.25 |
HIGH |
5,724.00 |
0.618 |
5,667.00 |
0.500 |
5,649.50 |
0.382 |
5,631.75 |
LOW |
5,574.75 |
0.618 |
5,482.50 |
1.000 |
5,425.50 |
1.618 |
5,333.25 |
2.618 |
5,184.00 |
4.250 |
4,940.50 |
|
|
Fisher Pivots for day following 17-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,649.50 |
5,651.00 |
PP |
5,625.75 |
5,627.00 |
S1 |
5,602.25 |
5,602.75 |
|