Trading Metrics calculated at close of trading on 10-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,943 |
20,891 |
-52 |
-0.2% |
20,894 |
High |
20,987 |
20,935 |
-52 |
-0.2% |
20,972 |
Low |
20,875 |
20,841 |
-34 |
-0.2% |
20,775 |
Close |
20,907 |
20,893 |
-14 |
-0.1% |
20,954 |
Range |
112 |
94 |
-18 |
-16.1% |
197 |
ATR |
142 |
138 |
-3 |
-2.4% |
0 |
Volume |
88,501 |
95,700 |
7,199 |
8.1% |
487,914 |
|
Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,172 |
21,126 |
20,945 |
|
R3 |
21,078 |
21,032 |
20,919 |
|
R2 |
20,984 |
20,984 |
20,910 |
|
R1 |
20,938 |
20,938 |
20,902 |
20,961 |
PP |
20,890 |
20,890 |
20,890 |
20,901 |
S1 |
20,844 |
20,844 |
20,885 |
20,867 |
S2 |
20,796 |
20,796 |
20,876 |
|
S3 |
20,702 |
20,750 |
20,867 |
|
S4 |
20,608 |
20,656 |
20,841 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,491 |
21,420 |
21,062 |
|
R3 |
21,294 |
21,223 |
21,008 |
|
R2 |
21,097 |
21,097 |
20,990 |
|
R1 |
21,026 |
21,026 |
20,972 |
21,062 |
PP |
20,900 |
20,900 |
20,900 |
20,918 |
S1 |
20,829 |
20,829 |
20,936 |
20,865 |
S2 |
20,703 |
20,703 |
20,918 |
|
S3 |
20,506 |
20,632 |
20,900 |
|
S4 |
20,309 |
20,435 |
20,846 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,010 |
20,775 |
235 |
1.1% |
129 |
0.6% |
50% |
False |
False |
99,170 |
10 |
21,010 |
20,775 |
235 |
1.1% |
105 |
0.5% |
50% |
False |
False |
96,139 |
20 |
21,010 |
20,311 |
699 |
3.3% |
140 |
0.7% |
83% |
False |
False |
118,553 |
40 |
21,010 |
20,311 |
699 |
3.3% |
150 |
0.7% |
83% |
False |
False |
137,326 |
60 |
21,106 |
20,286 |
820 |
3.9% |
140 |
0.7% |
74% |
False |
False |
100,319 |
80 |
21,106 |
19,552 |
1,554 |
7.4% |
137 |
0.7% |
86% |
False |
False |
75,271 |
100 |
21,106 |
19,552 |
1,554 |
7.4% |
129 |
0.6% |
86% |
False |
False |
60,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,335 |
2.618 |
21,181 |
1.618 |
21,087 |
1.000 |
21,029 |
0.618 |
20,993 |
HIGH |
20,935 |
0.618 |
20,899 |
0.500 |
20,888 |
0.382 |
20,877 |
LOW |
20,841 |
0.618 |
20,783 |
1.000 |
20,747 |
1.618 |
20,689 |
2.618 |
20,595 |
4.250 |
20,442 |
|
|
Fisher Pivots for day following 10-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,891 |
20,926 |
PP |
20,890 |
20,915 |
S1 |
20,888 |
20,904 |
|