Trading Metrics calculated at close of trading on 22-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,640 |
20,788 |
148 |
0.7% |
20,856 |
High |
20,837 |
20,893 |
56 |
0.3% |
20,995 |
Low |
20,622 |
20,766 |
144 |
0.7% |
20,474 |
Close |
20,787 |
20,878 |
91 |
0.4% |
20,787 |
Range |
215 |
127 |
-88 |
-40.9% |
521 |
ATR |
158 |
156 |
-2 |
-1.4% |
0 |
Volume |
154,499 |
99,247 |
-55,252 |
-35.8% |
877,898 |
|
Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,227 |
21,179 |
20,948 |
|
R3 |
21,100 |
21,052 |
20,913 |
|
R2 |
20,973 |
20,973 |
20,901 |
|
R1 |
20,925 |
20,925 |
20,890 |
20,949 |
PP |
20,846 |
20,846 |
20,846 |
20,858 |
S1 |
20,798 |
20,798 |
20,866 |
20,822 |
S2 |
20,719 |
20,719 |
20,855 |
|
S3 |
20,592 |
20,671 |
20,843 |
|
S4 |
20,465 |
20,544 |
20,808 |
|
|
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% |
213 |
1.0% |
78% |
False |
False |
177,346 |
10 |
20,995 |
20,474 |
521 |
2.5% |
158 |
0.8% |
78% |
False |
False |
137,084 |
20 |
21,010 |
20,474 |
536 |
2.6% |
140 |
0.7% |
75% |
False |
False |
121,967 |
40 |
21,010 |
20,311 |
699 |
3.3% |
154 |
0.7% |
81% |
False |
False |
132,764 |
60 |
21,106 |
20,311 |
795 |
3.8% |
147 |
0.7% |
71% |
False |
False |
120,063 |
80 |
21,106 |
19,654 |
1,452 |
7.0% |
142 |
0.7% |
84% |
False |
False |
90,095 |
100 |
21,106 |
19,552 |
1,554 |
7.4% |
138 |
0.7% |
85% |
False |
False |
72,095 |
120 |
21,106 |
18,984 |
2,122 |
10.2% |
129 |
0.6% |
89% |
False |
False |
60,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,433 |
2.618 |
21,226 |
1.618 |
21,099 |
1.000 |
21,020 |
0.618 |
20,972 |
HIGH |
20,893 |
0.618 |
20,845 |
0.500 |
20,830 |
0.382 |
20,815 |
LOW |
20,766 |
0.618 |
20,688 |
1.000 |
20,639 |
1.618 |
20,561 |
2.618 |
20,434 |
4.250 |
20,226 |
|
|
Fisher Pivots for day following 22-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,862 |
20,813 |
PP |
20,846 |
20,748 |
S1 |
20,830 |
20,684 |
|