Trading Metrics calculated at close of trading on 18-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,936 |
20,566 |
-370 |
-1.8% |
21,001 |
High |
20,936 |
20,740 |
-196 |
-0.9% |
21,010 |
Low |
20,581 |
20,474 |
-107 |
-0.5% |
20,760 |
Close |
20,605 |
20,644 |
39 |
0.2% |
20,848 |
Range |
355 |
266 |
-89 |
-25.1% |
250 |
ATR |
145 |
154 |
9 |
6.0% |
0 |
Volume |
246,950 |
284,802 |
37,852 |
15.3% |
477,034 |
|
Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,417 |
21,297 |
20,790 |
|
R3 |
21,151 |
21,031 |
20,717 |
|
R2 |
20,885 |
20,885 |
20,693 |
|
R1 |
20,765 |
20,765 |
20,669 |
20,825 |
PP |
20,619 |
20,619 |
20,619 |
20,650 |
S1 |
20,499 |
20,499 |
20,620 |
20,559 |
S2 |
20,353 |
20,353 |
20,595 |
|
S3 |
20,087 |
20,233 |
20,571 |
|
S4 |
19,821 |
19,967 |
20,498 |
|
|
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 |
20,474 |
521 |
2.5% |
178 |
0.9% |
33% |
False |
True |
161,431 |
10 |
21,010 |
20,474 |
536 |
2.6% |
150 |
0.7% |
32% |
False |
True |
129,605 |
20 |
21,010 |
20,443 |
567 |
2.7% |
136 |
0.7% |
35% |
False |
False |
121,943 |
40 |
21,010 |
20,311 |
699 |
3.4% |
154 |
0.7% |
48% |
False |
False |
135,605 |
60 |
21,106 |
20,311 |
795 |
3.9% |
144 |
0.7% |
42% |
False |
False |
115,843 |
80 |
21,106 |
19,654 |
1,452 |
7.0% |
140 |
0.7% |
68% |
False |
False |
86,927 |
100 |
21,106 |
19,552 |
1,554 |
7.5% |
135 |
0.7% |
70% |
False |
False |
69,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,871 |
2.618 |
21,437 |
1.618 |
21,171 |
1.000 |
21,006 |
0.618 |
20,905 |
HIGH |
20,740 |
0.618 |
20,639 |
0.500 |
20,607 |
0.382 |
20,576 |
LOW |
20,474 |
0.618 |
20,310 |
1.000 |
20,208 |
1.618 |
20,044 |
2.618 |
19,778 |
4.250 |
19,344 |
|
|
Fisher Pivots for day following 18-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,632 |
20,735 |
PP |
20,619 |
20,704 |
S1 |
20,607 |
20,674 |
|