Trading Metrics calculated at close of trading on 24-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,701.50 |
5,709.50 |
8.00 |
0.1% |
5,689.50 |
High |
5,718.50 |
5,734.50 |
16.00 |
0.3% |
5,727.25 |
Low |
5,688.50 |
5,705.25 |
16.75 |
0.3% |
5,550.50 |
Close |
5,711.50 |
5,731.25 |
19.75 |
0.3% |
5,653.25 |
Range |
30.00 |
29.25 |
-0.75 |
-2.5% |
176.75 |
ATR |
48.98 |
47.57 |
-1.41 |
-2.9% |
0.00 |
Volume |
219,010 |
191,514 |
-27,496 |
-12.6% |
1,685,681 |
|
Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,811.50 |
5,800.50 |
5,747.25 |
|
R3 |
5,782.25 |
5,771.25 |
5,739.25 |
|
R2 |
5,753.00 |
5,753.00 |
5,736.50 |
|
R1 |
5,742.00 |
5,742.00 |
5,734.00 |
5,747.50 |
PP |
5,723.75 |
5,723.75 |
5,723.75 |
5,726.50 |
S1 |
5,712.75 |
5,712.75 |
5,728.50 |
5,718.25 |
S2 |
5,694.50 |
5,694.50 |
5,726.00 |
|
S3 |
5,665.25 |
5,683.50 |
5,723.25 |
|
S4 |
5,636.00 |
5,654.25 |
5,715.25 |
|
|
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 |
5,734.50 |
5,550.50 |
184.00 |
3.2% |
53.50 |
0.9% |
98% |
True |
False |
284,637 |
10 |
5,734.50 |
5,550.50 |
184.00 |
3.2% |
54.50 |
1.0% |
98% |
True |
False |
272,004 |
20 |
5,734.50 |
5,534.25 |
200.25 |
3.5% |
44.75 |
0.8% |
98% |
True |
False |
228,219 |
40 |
5,734.50 |
5,347.50 |
387.00 |
6.8% |
44.75 |
0.8% |
99% |
True |
False |
226,525 |
60 |
5,734.50 |
5,315.00 |
419.50 |
7.3% |
45.00 |
0.8% |
99% |
True |
False |
206,180 |
80 |
5,734.50 |
5,083.75 |
650.75 |
11.4% |
42.50 |
0.7% |
100% |
True |
False |
154,756 |
100 |
5,734.50 |
4,850.25 |
884.25 |
15.4% |
42.25 |
0.7% |
100% |
True |
False |
123,850 |
120 |
5,734.50 |
4,711.00 |
1,023.50 |
17.9% |
42.75 |
0.7% |
100% |
True |
False |
103,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,858.75 |
2.618 |
5,811.00 |
1.618 |
5,781.75 |
1.000 |
5,763.75 |
0.618 |
5,752.50 |
HIGH |
5,734.50 |
0.618 |
5,723.25 |
0.500 |
5,720.00 |
0.382 |
5,716.50 |
LOW |
5,705.25 |
0.618 |
5,687.25 |
1.000 |
5,676.00 |
1.618 |
5,658.00 |
2.618 |
5,628.75 |
4.250 |
5,581.00 |
|
|
Fisher Pivots for day following 24-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,727.50 |
5,718.00 |
PP |
5,723.75 |
5,704.75 |
S1 |
5,720.00 |
5,691.50 |
|