Trading Metrics calculated at close of trading on 11-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,891 |
20,887 |
-4 |
0.0% |
20,894 |
High |
20,935 |
20,898 |
-37 |
-0.2% |
20,972 |
Low |
20,841 |
20,760 |
-81 |
-0.4% |
20,775 |
Close |
20,893 |
20,870 |
-23 |
-0.1% |
20,954 |
Range |
94 |
138 |
44 |
46.8% |
197 |
ATR |
138 |
138 |
0 |
0.0% |
0 |
Volume |
95,700 |
125,739 |
30,039 |
31.4% |
487,914 |
|
Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,257 |
21,201 |
20,946 |
|
R3 |
21,119 |
21,063 |
20,908 |
|
R2 |
20,981 |
20,981 |
20,895 |
|
R1 |
20,925 |
20,925 |
20,883 |
20,884 |
PP |
20,843 |
20,843 |
20,843 |
20,822 |
S1 |
20,787 |
20,787 |
20,857 |
20,746 |
S2 |
20,705 |
20,705 |
20,845 |
|
S3 |
20,567 |
20,649 |
20,832 |
|
S4 |
20,429 |
20,511 |
20,794 |
|
|
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 |
20,760 |
250 |
1.2% |
122 |
0.6% |
44% |
False |
True |
97,779 |
10 |
21,010 |
20,760 |
250 |
1.2% |
111 |
0.5% |
44% |
False |
True |
97,068 |
20 |
21,010 |
20,311 |
699 |
3.3% |
140 |
0.7% |
80% |
False |
False |
116,975 |
40 |
21,010 |
20,311 |
699 |
3.3% |
150 |
0.7% |
80% |
False |
False |
136,331 |
60 |
21,106 |
20,311 |
795 |
3.8% |
140 |
0.7% |
70% |
False |
False |
102,411 |
80 |
21,106 |
19,552 |
1,554 |
7.4% |
137 |
0.7% |
85% |
False |
False |
76,841 |
100 |
21,106 |
19,552 |
1,554 |
7.4% |
129 |
0.6% |
85% |
False |
False |
61,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,485 |
2.618 |
21,259 |
1.618 |
21,121 |
1.000 |
21,036 |
0.618 |
20,983 |
HIGH |
20,898 |
0.618 |
20,845 |
0.500 |
20,829 |
0.382 |
20,813 |
LOW |
20,760 |
0.618 |
20,675 |
1.000 |
20,622 |
1.618 |
20,537 |
2.618 |
20,399 |
4.250 |
20,174 |
|
|
Fisher Pivots for day following 11-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,856 |
20,874 |
PP |
20,843 |
20,872 |
S1 |
20,829 |
20,871 |
|