Trading Metrics calculated at close of trading on 18-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,723.50 |
5,575.50 |
-148.00 |
-2.6% |
5,658.25 |
High |
5,724.00 |
5,648.50 |
-75.50 |
-1.3% |
5,689.75 |
Low |
5,574.75 |
5,550.50 |
-24.25 |
-0.4% |
5,634.50 |
Close |
5,578.75 |
5,630.50 |
51.75 |
0.9% |
5,689.00 |
Range |
149.25 |
98.00 |
-51.25 |
-34.3% |
55.25 |
ATR |
45.99 |
49.71 |
3.71 |
8.1% |
0.00 |
Volume |
506,880 |
522,258 |
15,378 |
3.0% |
958,072 |
|
Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,903.75 |
5,865.25 |
5,684.50 |
|
R3 |
5,805.75 |
5,767.25 |
5,657.50 |
|
R2 |
5,707.75 |
5,707.75 |
5,648.50 |
|
R1 |
5,669.25 |
5,669.25 |
5,639.50 |
5,688.50 |
PP |
5,609.75 |
5,609.75 |
5,609.75 |
5,619.50 |
S1 |
5,571.25 |
5,571.25 |
5,621.50 |
5,590.50 |
S2 |
5,511.75 |
5,511.75 |
5,612.50 |
|
S3 |
5,413.75 |
5,473.25 |
5,603.50 |
|
S4 |
5,315.75 |
5,375.25 |
5,576.50 |
|
|
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 |
5,550.50 |
176.75 |
3.1% |
67.00 |
1.2% |
45% |
False |
True |
316,062 |
10 |
5,727.25 |
5,550.50 |
176.75 |
3.1% |
49.75 |
0.9% |
45% |
False |
True |
251,781 |
20 |
5,727.25 |
5,427.50 |
299.75 |
5.3% |
44.00 |
0.8% |
68% |
False |
False |
223,217 |
40 |
5,727.25 |
5,317.25 |
410.00 |
7.3% |
45.75 |
0.8% |
76% |
False |
False |
231,159 |
60 |
5,727.25 |
5,299.25 |
428.00 |
7.6% |
44.50 |
0.8% |
77% |
False |
False |
191,200 |
80 |
5,727.25 |
5,083.75 |
643.50 |
11.4% |
42.25 |
0.8% |
85% |
False |
False |
143,512 |
100 |
5,727.25 |
4,850.25 |
877.00 |
15.6% |
42.25 |
0.7% |
89% |
False |
False |
114,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,065.00 |
2.618 |
5,905.00 |
1.618 |
5,807.00 |
1.000 |
5,746.50 |
0.618 |
5,709.00 |
HIGH |
5,648.50 |
0.618 |
5,611.00 |
0.500 |
5,599.50 |
0.382 |
5,588.00 |
LOW |
5,550.50 |
0.618 |
5,490.00 |
1.000 |
5,452.50 |
1.618 |
5,392.00 |
2.618 |
5,294.00 |
4.250 |
5,134.00 |
|
|
Fisher Pivots for day following 18-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,620.25 |
5,639.00 |
PP |
5,609.75 |
5,636.00 |
S1 |
5,599.50 |
5,633.25 |
|