Trading Metrics calculated at close of trading on 19-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,566 |
20,640 |
74 |
0.4% |
20,856 |
High |
20,740 |
20,837 |
97 |
0.5% |
20,995 |
Low |
20,474 |
20,622 |
148 |
0.7% |
20,474 |
Close |
20,644 |
20,787 |
143 |
0.7% |
20,787 |
Range |
266 |
215 |
-51 |
-19.2% |
521 |
ATR |
154 |
158 |
4 |
2.9% |
0 |
Volume |
284,802 |
154,499 |
-130,303 |
-45.8% |
877,898 |
|
Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,394 |
21,305 |
20,905 |
|
R3 |
21,179 |
21,090 |
20,846 |
|
R2 |
20,964 |
20,964 |
20,827 |
|
R1 |
20,875 |
20,875 |
20,807 |
20,920 |
PP |
20,749 |
20,749 |
20,749 |
20,771 |
S1 |
20,660 |
20,660 |
20,767 |
20,705 |
S2 |
20,534 |
20,534 |
20,748 |
|
S3 |
20,319 |
20,445 |
20,728 |
|
S4 |
20,104 |
20,230 |
20,669 |
|
|
Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,315 |
22,072 |
21,074 |
|
R3 |
21,794 |
21,551 |
20,930 |
|
R2 |
21,273 |
21,273 |
20,883 |
|
R1 |
21,030 |
21,030 |
20,835 |
20,891 |
PP |
20,752 |
20,752 |
20,752 |
20,683 |
S1 |
20,509 |
20,509 |
20,739 |
20,370 |
S2 |
20,231 |
20,231 |
20,692 |
|
S3 |
19,710 |
19,988 |
20,644 |
|
S4 |
19,189 |
19,467 |
20,501 |
|
|
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% |
211 |
1.0% |
60% |
False |
False |
175,579 |
10 |
21,010 |
20,474 |
536 |
2.6% |
156 |
0.7% |
58% |
False |
False |
135,493 |
20 |
21,010 |
20,474 |
536 |
2.6% |
141 |
0.7% |
58% |
False |
False |
123,782 |
40 |
21,010 |
20,311 |
699 |
3.4% |
156 |
0.8% |
68% |
False |
False |
134,788 |
60 |
21,106 |
20,311 |
795 |
3.8% |
146 |
0.7% |
60% |
False |
False |
118,415 |
80 |
21,106 |
19,654 |
1,452 |
7.0% |
141 |
0.7% |
78% |
False |
False |
88,856 |
100 |
21,106 |
19,552 |
1,554 |
7.5% |
137 |
0.7% |
79% |
False |
False |
71,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,751 |
2.618 |
21,400 |
1.618 |
21,185 |
1.000 |
21,052 |
0.618 |
20,970 |
HIGH |
20,837 |
0.618 |
20,755 |
0.500 |
20,730 |
0.382 |
20,704 |
LOW |
20,622 |
0.618 |
20,489 |
1.000 |
20,407 |
1.618 |
20,274 |
2.618 |
20,059 |
4.250 |
19,708 |
|
|
Fisher Pivots for day following 19-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,768 |
20,760 |
PP |
20,749 |
20,732 |
S1 |
20,730 |
20,705 |
|