Trading Metrics calculated at close of trading on 12-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,887 |
20,873 |
-14 |
-0.1% |
21,001 |
High |
20,898 |
20,878 |
-20 |
-0.1% |
21,010 |
Low |
20,760 |
20,826 |
66 |
0.3% |
20,760 |
Close |
20,870 |
20,848 |
-22 |
-0.1% |
20,848 |
Range |
138 |
52 |
-86 |
-62.3% |
250 |
ATR |
138 |
132 |
-6 |
-4.5% |
0 |
Volume |
125,739 |
83,758 |
-41,981 |
-33.4% |
477,034 |
|
Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,007 |
20,979 |
20,877 |
|
R3 |
20,955 |
20,927 |
20,862 |
|
R2 |
20,903 |
20,903 |
20,858 |
|
R1 |
20,875 |
20,875 |
20,853 |
20,863 |
PP |
20,851 |
20,851 |
20,851 |
20,845 |
S1 |
20,823 |
20,823 |
20,843 |
20,811 |
S2 |
20,799 |
20,799 |
20,839 |
|
S3 |
20,747 |
20,771 |
20,834 |
|
S4 |
20,695 |
20,719 |
20,820 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,623 |
21,485 |
20,986 |
|
R3 |
21,373 |
21,235 |
20,917 |
|
R2 |
21,123 |
21,123 |
20,894 |
|
R1 |
20,985 |
20,985 |
20,871 |
20,929 |
PP |
20,873 |
20,873 |
20,873 |
20,845 |
S1 |
20,735 |
20,735 |
20,825 |
20,679 |
S2 |
20,623 |
20,623 |
20,802 |
|
S3 |
20,373 |
20,485 |
20,779 |
|
S4 |
20,123 |
20,235 |
20,711 |
|
|
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% |
101 |
0.5% |
35% |
False |
False |
95,406 |
10 |
21,010 |
20,760 |
250 |
1.2% |
109 |
0.5% |
35% |
False |
False |
96,494 |
20 |
21,010 |
20,311 |
699 |
3.4% |
134 |
0.6% |
77% |
False |
False |
113,085 |
40 |
21,010 |
20,311 |
699 |
3.4% |
148 |
0.7% |
77% |
False |
False |
134,649 |
60 |
21,106 |
20,311 |
795 |
3.8% |
138 |
0.7% |
68% |
False |
False |
103,802 |
80 |
21,106 |
19,552 |
1,554 |
7.5% |
136 |
0.7% |
83% |
False |
False |
77,887 |
100 |
21,106 |
19,552 |
1,554 |
7.5% |
129 |
0.6% |
83% |
False |
False |
62,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,099 |
2.618 |
21,014 |
1.618 |
20,962 |
1.000 |
20,930 |
0.618 |
20,910 |
HIGH |
20,878 |
0.618 |
20,858 |
0.500 |
20,852 |
0.382 |
20,846 |
LOW |
20,826 |
0.618 |
20,794 |
1.000 |
20,774 |
1.618 |
20,742 |
2.618 |
20,690 |
4.250 |
20,605 |
|
|
Fisher Pivots for day following 12-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,852 |
20,848 |
PP |
20,851 |
20,848 |
S1 |
20,849 |
20,848 |
|