Trading Metrics calculated at close of trading on 19-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,575.50 |
5,631.50 |
56.00 |
1.0% |
5,689.50 |
High |
5,648.50 |
5,676.50 |
28.00 |
0.5% |
5,727.25 |
Low |
5,550.50 |
5,622.00 |
71.50 |
1.3% |
5,550.50 |
Close |
5,630.50 |
5,653.25 |
22.75 |
0.4% |
5,653.25 |
Range |
98.00 |
54.50 |
-43.50 |
-44.4% |
176.75 |
ATR |
49.71 |
50.05 |
0.34 |
0.7% |
0.00 |
Volume |
522,258 |
292,202 |
-230,056 |
-44.1% |
1,685,681 |
|
Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,814.00 |
5,788.25 |
5,683.25 |
|
R3 |
5,759.50 |
5,733.75 |
5,668.25 |
|
R2 |
5,705.00 |
5,705.00 |
5,663.25 |
|
R1 |
5,679.25 |
5,679.25 |
5,658.25 |
5,692.00 |
PP |
5,650.50 |
5,650.50 |
5,650.50 |
5,657.00 |
S1 |
5,624.75 |
5,624.75 |
5,648.25 |
5,637.50 |
S2 |
5,596.00 |
5,596.00 |
5,643.25 |
|
S3 |
5,541.50 |
5,570.25 |
5,638.25 |
|
S4 |
5,487.00 |
5,515.75 |
5,623.25 |
|
|
Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,174.00 |
6,090.25 |
5,750.50 |
|
R3 |
5,997.25 |
5,913.50 |
5,701.75 |
|
R2 |
5,820.50 |
5,820.50 |
5,685.75 |
|
R1 |
5,736.75 |
5,736.75 |
5,669.50 |
5,690.25 |
PP |
5,643.75 |
5,643.75 |
5,643.75 |
5,620.50 |
S1 |
5,560.00 |
5,560.00 |
5,637.00 |
5,513.50 |
S2 |
5,467.00 |
5,467.00 |
5,620.75 |
|
S3 |
5,290.25 |
5,383.25 |
5,604.75 |
|
S4 |
5,113.50 |
5,206.50 |
5,556.00 |
|
|
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% |
71.25 |
1.3% |
58% |
False |
False |
337,136 |
10 |
5,727.25 |
5,550.50 |
176.75 |
3.1% |
51.50 |
0.9% |
58% |
False |
False |
264,375 |
20 |
5,727.25 |
5,471.00 |
256.25 |
4.5% |
45.50 |
0.8% |
71% |
False |
False |
228,139 |
40 |
5,727.25 |
5,317.25 |
410.00 |
7.3% |
46.50 |
0.8% |
82% |
False |
False |
231,720 |
60 |
5,727.25 |
5,299.25 |
428.00 |
7.6% |
44.75 |
0.8% |
83% |
False |
False |
196,060 |
80 |
5,727.25 |
5,083.75 |
643.50 |
11.4% |
42.25 |
0.7% |
89% |
False |
False |
147,160 |
100 |
5,727.25 |
4,850.25 |
877.00 |
15.5% |
42.50 |
0.8% |
92% |
False |
False |
117,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,908.00 |
2.618 |
5,819.25 |
1.618 |
5,764.75 |
1.000 |
5,731.00 |
0.618 |
5,710.25 |
HIGH |
5,676.50 |
0.618 |
5,655.75 |
0.500 |
5,649.25 |
0.382 |
5,642.75 |
LOW |
5,622.00 |
0.618 |
5,588.25 |
1.000 |
5,567.50 |
1.618 |
5,533.75 |
2.618 |
5,479.25 |
4.250 |
5,390.50 |
|
|
Fisher Pivots for day following 19-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,652.00 |
5,648.00 |
PP |
5,650.50 |
5,642.50 |
S1 |
5,649.25 |
5,637.25 |
|