Trading Metrics calculated at close of trading on 22-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,631.50 |
5,652.75 |
21.25 |
0.4% |
5,689.50 |
High |
5,676.50 |
5,704.25 |
27.75 |
0.5% |
5,727.25 |
Low |
5,622.00 |
5,648.75 |
26.75 |
0.5% |
5,550.50 |
Close |
5,653.25 |
5,702.00 |
48.75 |
0.9% |
5,653.25 |
Range |
54.50 |
55.50 |
1.00 |
1.8% |
176.75 |
ATR |
50.05 |
50.44 |
0.39 |
0.8% |
0.00 |
Volume |
292,202 |
198,203 |
-93,999 |
-32.2% |
1,685,681 |
|
Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,851.50 |
5,832.25 |
5,732.50 |
|
R3 |
5,796.00 |
5,776.75 |
5,717.25 |
|
R2 |
5,740.50 |
5,740.50 |
5,712.25 |
|
R1 |
5,721.25 |
5,721.25 |
5,707.00 |
5,731.00 |
PP |
5,685.00 |
5,685.00 |
5,685.00 |
5,689.75 |
S1 |
5,665.75 |
5,665.75 |
5,697.00 |
5,675.50 |
S2 |
5,629.50 |
5,629.50 |
5,691.75 |
|
S3 |
5,574.00 |
5,610.25 |
5,686.75 |
|
S4 |
5,518.50 |
5,554.75 |
5,671.50 |
|
|
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% |
77.75 |
1.4% |
86% |
False |
False |
340,593 |
10 |
5,727.25 |
5,550.50 |
176.75 |
3.1% |
54.50 |
1.0% |
86% |
False |
False |
267,760 |
20 |
5,727.25 |
5,499.00 |
228.25 |
4.0% |
46.00 |
0.8% |
89% |
False |
False |
227,423 |
40 |
5,727.25 |
5,317.25 |
410.00 |
7.2% |
46.50 |
0.8% |
94% |
False |
False |
229,301 |
60 |
5,727.25 |
5,315.00 |
412.25 |
7.2% |
45.00 |
0.8% |
94% |
False |
False |
199,354 |
80 |
5,727.25 |
5,083.75 |
643.50 |
11.3% |
42.75 |
0.7% |
96% |
False |
False |
149,631 |
100 |
5,727.25 |
4,850.25 |
877.00 |
15.4% |
42.50 |
0.7% |
97% |
False |
False |
119,746 |
120 |
5,727.25 |
4,711.00 |
1,016.25 |
17.8% |
42.75 |
0.7% |
98% |
False |
False |
99,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,940.00 |
2.618 |
5,849.50 |
1.618 |
5,794.00 |
1.000 |
5,759.75 |
0.618 |
5,738.50 |
HIGH |
5,704.25 |
0.618 |
5,683.00 |
0.500 |
5,676.50 |
0.382 |
5,670.00 |
LOW |
5,648.75 |
0.618 |
5,614.50 |
1.000 |
5,593.25 |
1.618 |
5,559.00 |
2.618 |
5,503.50 |
4.250 |
5,413.00 |
|
|
Fisher Pivots for day following 22-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,693.50 |
5,677.00 |
PP |
5,685.00 |
5,652.25 |
S1 |
5,676.50 |
5,627.50 |
|