Trading Metrics calculated at close of trading on 17-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,940 |
20,936 |
-4 |
0.0% |
21,001 |
High |
20,995 |
20,936 |
-59 |
-0.3% |
21,010 |
Low |
20,894 |
20,581 |
-313 |
-1.5% |
20,760 |
Close |
20,935 |
20,605 |
-330 |
-1.6% |
20,848 |
Range |
101 |
355 |
254 |
251.5% |
250 |
ATR |
129 |
145 |
16 |
12.5% |
0 |
Volume |
101,235 |
246,950 |
145,715 |
143.9% |
477,034 |
|
Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,772 |
21,544 |
20,800 |
|
R3 |
21,417 |
21,189 |
20,703 |
|
R2 |
21,062 |
21,062 |
20,670 |
|
R1 |
20,834 |
20,834 |
20,638 |
20,771 |
PP |
20,707 |
20,707 |
20,707 |
20,676 |
S1 |
20,479 |
20,479 |
20,573 |
20,416 |
S2 |
20,352 |
20,352 |
20,540 |
|
S3 |
19,997 |
20,124 |
20,508 |
|
S4 |
19,642 |
19,769 |
20,410 |
|
|
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 |
20,581 |
414 |
2.0% |
153 |
0.7% |
6% |
False |
True |
129,618 |
10 |
21,010 |
20,581 |
429 |
2.1% |
141 |
0.7% |
6% |
False |
True |
114,394 |
20 |
21,010 |
20,328 |
682 |
3.3% |
134 |
0.7% |
41% |
False |
False |
115,157 |
40 |
21,010 |
20,311 |
699 |
3.4% |
150 |
0.7% |
42% |
False |
False |
133,700 |
60 |
21,106 |
20,311 |
795 |
3.9% |
141 |
0.7% |
37% |
False |
False |
111,101 |
80 |
21,106 |
19,654 |
1,452 |
7.0% |
139 |
0.7% |
65% |
False |
False |
83,368 |
100 |
21,106 |
19,552 |
1,554 |
7.5% |
133 |
0.6% |
68% |
False |
False |
66,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,445 |
2.618 |
21,866 |
1.618 |
21,511 |
1.000 |
21,291 |
0.618 |
21,156 |
HIGH |
20,936 |
0.618 |
20,801 |
0.500 |
20,759 |
0.382 |
20,717 |
LOW |
20,581 |
0.618 |
20,362 |
1.000 |
20,226 |
1.618 |
20,007 |
2.618 |
19,652 |
4.250 |
19,072 |
|
|
Fisher Pivots for day following 17-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,759 |
20,788 |
PP |
20,707 |
20,727 |
S1 |
20,656 |
20,666 |
|