Trading Metrics calculated at close of trading on 31-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
Open |
5,793.00 |
5,792.50 |
-0.50 |
0.0% |
5,652.75 |
High |
5,803.50 |
5,819.25 |
15.75 |
0.3% |
5,796.50 |
Low |
5,778.25 |
5,763.75 |
-14.50 |
-0.3% |
5,648.75 |
Close |
5,792.00 |
5,793.25 |
1.25 |
0.0% |
5,792.25 |
Range |
25.25 |
55.50 |
30.25 |
119.8% |
147.75 |
ATR |
45.42 |
46.14 |
0.72 |
1.6% |
0.00 |
Volume |
197,717 |
332,645 |
134,928 |
68.2% |
1,012,071 |
|
Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,958.50 |
5,931.50 |
5,823.75 |
|
R3 |
5,903.00 |
5,876.00 |
5,808.50 |
|
R2 |
5,847.50 |
5,847.50 |
5,803.50 |
|
R1 |
5,820.50 |
5,820.50 |
5,798.25 |
5,834.00 |
PP |
5,792.00 |
5,792.00 |
5,792.00 |
5,799.00 |
S1 |
5,765.00 |
5,765.00 |
5,788.25 |
5,778.50 |
S2 |
5,736.50 |
5,736.50 |
5,783.00 |
|
S3 |
5,681.00 |
5,709.50 |
5,778.00 |
|
S4 |
5,625.50 |
5,654.00 |
5,762.75 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,189.00 |
6,138.50 |
5,873.50 |
|
R3 |
6,041.25 |
5,990.75 |
5,833.00 |
|
R2 |
5,893.50 |
5,893.50 |
5,819.25 |
|
R1 |
5,843.00 |
5,843.00 |
5,805.75 |
5,868.25 |
PP |
5,745.75 |
5,745.75 |
5,745.75 |
5,758.50 |
S1 |
5,695.25 |
5,695.25 |
5,778.75 |
5,720.50 |
S2 |
5,598.00 |
5,598.00 |
5,765.25 |
|
S3 |
5,450.25 |
5,547.50 |
5,751.50 |
|
S4 |
5,302.50 |
5,399.75 |
5,711.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,819.25 |
5,705.25 |
114.00 |
2.0% |
39.50 |
0.7% |
77% |
True |
False |
225,044 |
10 |
5,819.25 |
5,550.50 |
268.75 |
4.6% |
58.50 |
1.0% |
90% |
True |
False |
286,377 |
20 |
5,819.25 |
5,550.50 |
268.75 |
4.6% |
44.50 |
0.8% |
90% |
True |
False |
239,117 |
40 |
5,819.25 |
5,347.50 |
471.75 |
8.1% |
45.50 |
0.8% |
94% |
True |
False |
230,657 |
60 |
5,819.25 |
5,315.00 |
504.25 |
8.7% |
44.75 |
0.8% |
95% |
True |
False |
221,606 |
80 |
5,819.25 |
5,140.50 |
678.75 |
11.7% |
42.50 |
0.7% |
96% |
True |
False |
166,408 |
100 |
5,819.25 |
4,953.25 |
866.00 |
14.9% |
41.75 |
0.7% |
97% |
True |
False |
133,183 |
120 |
5,819.25 |
4,765.50 |
1,053.75 |
18.2% |
42.50 |
0.7% |
98% |
True |
False |
110,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,055.00 |
2.618 |
5,964.50 |
1.618 |
5,909.00 |
1.000 |
5,874.75 |
0.618 |
5,853.50 |
HIGH |
5,819.25 |
0.618 |
5,798.00 |
0.500 |
5,791.50 |
0.382 |
5,785.00 |
LOW |
5,763.75 |
0.618 |
5,729.50 |
1.000 |
5,708.25 |
1.618 |
5,674.00 |
2.618 |
5,618.50 |
4.250 |
5,528.00 |
|
|
Fisher Pivots for day following 31-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,792.75 |
5,792.75 |
PP |
5,792.00 |
5,792.00 |
S1 |
5,791.50 |
5,791.50 |
|