Trading Metrics calculated at close of trading on 16-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,856 |
20,940 |
84 |
0.4% |
21,001 |
High |
20,962 |
20,995 |
33 |
0.2% |
21,010 |
Low |
20,846 |
20,894 |
48 |
0.2% |
20,760 |
Close |
20,930 |
20,935 |
5 |
0.0% |
20,848 |
Range |
116 |
101 |
-15 |
-12.9% |
250 |
ATR |
131 |
129 |
-2 |
-1.6% |
0 |
Volume |
90,412 |
101,235 |
10,823 |
12.0% |
477,034 |
|
Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,244 |
21,191 |
20,991 |
|
R3 |
21,143 |
21,090 |
20,963 |
|
R2 |
21,042 |
21,042 |
20,954 |
|
R1 |
20,989 |
20,989 |
20,944 |
20,965 |
PP |
20,941 |
20,941 |
20,941 |
20,930 |
S1 |
20,888 |
20,888 |
20,926 |
20,864 |
S2 |
20,840 |
20,840 |
20,917 |
|
S3 |
20,739 |
20,787 |
20,907 |
|
S4 |
20,638 |
20,686 |
20,880 |
|
|
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 |
20,995 |
20,760 |
235 |
1.1% |
100 |
0.5% |
74% |
True |
False |
99,368 |
10 |
21,010 |
20,760 |
250 |
1.2% |
115 |
0.6% |
70% |
False |
False |
99,491 |
20 |
21,010 |
20,311 |
699 |
3.3% |
125 |
0.6% |
89% |
False |
False |
109,554 |
40 |
21,010 |
20,311 |
699 |
3.3% |
149 |
0.7% |
89% |
False |
False |
134,194 |
60 |
21,106 |
20,311 |
795 |
3.8% |
138 |
0.7% |
78% |
False |
False |
106,992 |
80 |
21,106 |
19,611 |
1,495 |
7.1% |
136 |
0.6% |
89% |
False |
False |
80,282 |
100 |
21,106 |
19,552 |
1,554 |
7.4% |
130 |
0.6% |
89% |
False |
False |
64,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,424 |
2.618 |
21,260 |
1.618 |
21,159 |
1.000 |
21,096 |
0.618 |
21,058 |
HIGH |
20,995 |
0.618 |
20,957 |
0.500 |
20,945 |
0.382 |
20,933 |
LOW |
20,894 |
0.618 |
20,832 |
1.000 |
20,793 |
1.618 |
20,731 |
2.618 |
20,630 |
4.250 |
20,465 |
|
|
Fisher Pivots for day following 16-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,945 |
20,927 |
PP |
20,941 |
20,919 |
S1 |
20,938 |
20,911 |
|