Trading Metrics calculated at close of trading on 23-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,652.75 |
5,701.50 |
48.75 |
0.9% |
5,689.50 |
High |
5,704.25 |
5,718.50 |
14.25 |
0.2% |
5,727.25 |
Low |
5,648.75 |
5,688.50 |
39.75 |
0.7% |
5,550.50 |
Close |
5,702.00 |
5,711.50 |
9.50 |
0.2% |
5,653.25 |
Range |
55.50 |
30.00 |
-25.50 |
-45.9% |
176.75 |
ATR |
50.44 |
48.98 |
-1.46 |
-2.9% |
0.00 |
Volume |
198,203 |
219,010 |
20,807 |
10.5% |
1,685,681 |
|
Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,796.25 |
5,783.75 |
5,728.00 |
|
R3 |
5,766.25 |
5,753.75 |
5,719.75 |
|
R2 |
5,736.25 |
5,736.25 |
5,717.00 |
|
R1 |
5,723.75 |
5,723.75 |
5,714.25 |
5,730.00 |
PP |
5,706.25 |
5,706.25 |
5,706.25 |
5,709.25 |
S1 |
5,693.75 |
5,693.75 |
5,708.75 |
5,700.00 |
S2 |
5,676.25 |
5,676.25 |
5,706.00 |
|
S3 |
5,646.25 |
5,663.75 |
5,703.25 |
|
S4 |
5,616.25 |
5,633.75 |
5,695.00 |
|
|
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 |
5,724.00 |
5,550.50 |
173.50 |
3.0% |
77.50 |
1.4% |
93% |
False |
False |
347,710 |
10 |
5,727.25 |
5,550.50 |
176.75 |
3.1% |
53.75 |
0.9% |
91% |
False |
False |
270,261 |
20 |
5,727.25 |
5,534.25 |
193.00 |
3.4% |
44.75 |
0.8% |
92% |
False |
False |
229,731 |
40 |
5,727.25 |
5,347.50 |
379.75 |
6.6% |
45.75 |
0.8% |
96% |
False |
False |
227,863 |
60 |
5,727.25 |
5,315.00 |
412.25 |
7.2% |
45.00 |
0.8% |
96% |
False |
False |
202,995 |
80 |
5,727.25 |
5,083.75 |
643.50 |
11.3% |
42.75 |
0.7% |
98% |
False |
False |
152,367 |
100 |
5,727.25 |
4,850.25 |
877.00 |
15.4% |
42.25 |
0.7% |
98% |
False |
False |
121,936 |
120 |
5,727.25 |
4,711.00 |
1,016.25 |
17.8% |
42.75 |
0.7% |
98% |
False |
False |
101,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,846.00 |
2.618 |
5,797.00 |
1.618 |
5,767.00 |
1.000 |
5,748.50 |
0.618 |
5,737.00 |
HIGH |
5,718.50 |
0.618 |
5,707.00 |
0.500 |
5,703.50 |
0.382 |
5,700.00 |
LOW |
5,688.50 |
0.618 |
5,670.00 |
1.000 |
5,658.50 |
1.618 |
5,640.00 |
2.618 |
5,610.00 |
4.250 |
5,561.00 |
|
|
Fisher Pivots for day following 23-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,708.75 |
5,697.75 |
PP |
5,706.25 |
5,684.00 |
S1 |
5,703.50 |
5,670.25 |
|