Trading Metrics calculated at close of trading on 15-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,873 |
20,856 |
-17 |
-0.1% |
21,001 |
High |
20,878 |
20,962 |
84 |
0.4% |
21,010 |
Low |
20,826 |
20,846 |
20 |
0.1% |
20,760 |
Close |
20,848 |
20,930 |
82 |
0.4% |
20,848 |
Range |
52 |
116 |
64 |
123.1% |
250 |
ATR |
132 |
131 |
-1 |
-0.9% |
0 |
Volume |
83,758 |
90,412 |
6,654 |
7.9% |
477,034 |
|
Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,261 |
21,211 |
20,994 |
|
R3 |
21,145 |
21,095 |
20,962 |
|
R2 |
21,029 |
21,029 |
20,951 |
|
R1 |
20,979 |
20,979 |
20,941 |
21,004 |
PP |
20,913 |
20,913 |
20,913 |
20,925 |
S1 |
20,863 |
20,863 |
20,919 |
20,888 |
S2 |
20,797 |
20,797 |
20,909 |
|
S3 |
20,681 |
20,747 |
20,898 |
|
S4 |
20,565 |
20,631 |
20,866 |
|
|
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 |
20,987 |
20,760 |
227 |
1.1% |
103 |
0.5% |
75% |
False |
False |
96,822 |
10 |
21,010 |
20,760 |
250 |
1.2% |
111 |
0.5% |
68% |
False |
False |
96,883 |
20 |
21,010 |
20,311 |
699 |
3.3% |
130 |
0.6% |
89% |
False |
False |
112,659 |
40 |
21,010 |
20,311 |
699 |
3.3% |
149 |
0.7% |
89% |
False |
False |
134,284 |
60 |
21,106 |
20,311 |
795 |
3.8% |
138 |
0.7% |
78% |
False |
False |
105,307 |
80 |
21,106 |
19,602 |
1,504 |
7.2% |
136 |
0.6% |
88% |
False |
False |
79,017 |
100 |
21,106 |
19,552 |
1,554 |
7.4% |
130 |
0.6% |
89% |
False |
False |
63,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,455 |
2.618 |
21,266 |
1.618 |
21,150 |
1.000 |
21,078 |
0.618 |
21,034 |
HIGH |
20,962 |
0.618 |
20,918 |
0.500 |
20,904 |
0.382 |
20,890 |
LOW |
20,846 |
0.618 |
20,774 |
1.000 |
20,730 |
1.618 |
20,658 |
2.618 |
20,542 |
4.250 |
20,353 |
|
|
Fisher Pivots for day following 15-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,921 |
20,907 |
PP |
20,913 |
20,884 |
S1 |
20,904 |
20,861 |
|