Trading Metrics calculated at close of trading on 25-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,709.50 |
5,731.50 |
22.00 |
0.4% |
5,689.50 |
High |
5,734.50 |
5,795.50 |
61.00 |
1.1% |
5,727.25 |
Low |
5,705.25 |
5,731.25 |
26.00 |
0.5% |
5,550.50 |
Close |
5,731.25 |
5,782.00 |
50.75 |
0.9% |
5,653.25 |
Range |
29.25 |
64.25 |
35.00 |
119.7% |
176.75 |
ATR |
47.57 |
48.76 |
1.19 |
2.5% |
0.00 |
Volume |
191,514 |
239,940 |
48,426 |
25.3% |
1,685,681 |
|
Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,962.25 |
5,936.50 |
5,817.25 |
|
R3 |
5,898.00 |
5,872.25 |
5,799.75 |
|
R2 |
5,833.75 |
5,833.75 |
5,793.75 |
|
R1 |
5,808.00 |
5,808.00 |
5,788.00 |
5,821.00 |
PP |
5,769.50 |
5,769.50 |
5,769.50 |
5,776.00 |
S1 |
5,743.75 |
5,743.75 |
5,776.00 |
5,756.50 |
S2 |
5,705.25 |
5,705.25 |
5,770.25 |
|
S3 |
5,641.00 |
5,679.50 |
5,764.25 |
|
S4 |
5,576.75 |
5,615.25 |
5,746.75 |
|
|
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 |
5,795.50 |
5,622.00 |
173.50 |
3.0% |
46.75 |
0.8% |
92% |
True |
False |
228,173 |
10 |
5,795.50 |
5,550.50 |
245.00 |
4.2% |
57.00 |
1.0% |
94% |
True |
False |
272,118 |
20 |
5,795.50 |
5,550.50 |
245.00 |
4.2% |
44.75 |
0.8% |
94% |
True |
False |
230,479 |
40 |
5,795.50 |
5,347.50 |
448.00 |
7.7% |
45.50 |
0.8% |
97% |
True |
False |
228,175 |
60 |
5,795.50 |
5,315.00 |
480.50 |
8.3% |
44.75 |
0.8% |
97% |
True |
False |
210,152 |
80 |
5,795.50 |
5,119.50 |
676.00 |
11.7% |
42.50 |
0.7% |
98% |
True |
False |
157,750 |
100 |
5,795.50 |
4,878.00 |
917.50 |
15.9% |
42.00 |
0.7% |
99% |
True |
False |
126,248 |
120 |
5,795.50 |
4,711.00 |
1,084.50 |
18.8% |
42.50 |
0.7% |
99% |
True |
False |
105,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,068.50 |
2.618 |
5,963.75 |
1.618 |
5,899.50 |
1.000 |
5,859.75 |
0.618 |
5,835.25 |
HIGH |
5,795.50 |
0.618 |
5,771.00 |
0.500 |
5,763.50 |
0.382 |
5,755.75 |
LOW |
5,731.25 |
0.618 |
5,691.50 |
1.000 |
5,667.00 |
1.618 |
5,627.25 |
2.618 |
5,563.00 |
4.250 |
5,458.25 |
|
|
Fisher Pivots for day following 25-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,775.75 |
5,768.75 |
PP |
5,769.50 |
5,755.25 |
S1 |
5,763.50 |
5,742.00 |
|