Trading Metrics calculated at close of trading on 23-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,788 |
20,888 |
100 |
0.5% |
20,856 |
High |
20,893 |
20,941 |
48 |
0.2% |
20,995 |
Low |
20,766 |
20,837 |
71 |
0.3% |
20,474 |
Close |
20,878 |
20,915 |
37 |
0.2% |
20,787 |
Range |
127 |
104 |
-23 |
-18.1% |
521 |
ATR |
156 |
152 |
-4 |
-2.4% |
0 |
Volume |
99,247 |
101,974 |
2,727 |
2.7% |
877,898 |
|
Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,210 |
21,166 |
20,972 |
|
R3 |
21,106 |
21,062 |
20,944 |
|
R2 |
21,002 |
21,002 |
20,934 |
|
R1 |
20,958 |
20,958 |
20,925 |
20,980 |
PP |
20,898 |
20,898 |
20,898 |
20,909 |
S1 |
20,854 |
20,854 |
20,906 |
20,876 |
S2 |
20,794 |
20,794 |
20,896 |
|
S3 |
20,690 |
20,750 |
20,887 |
|
S4 |
20,586 |
20,646 |
20,858 |
|
|
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 |
20,941 |
20,474 |
467 |
2.2% |
214 |
1.0% |
94% |
True |
False |
177,494 |
10 |
20,995 |
20,474 |
521 |
2.5% |
157 |
0.7% |
85% |
False |
False |
138,431 |
20 |
21,010 |
20,474 |
536 |
2.6% |
132 |
0.6% |
82% |
False |
False |
120,740 |
40 |
21,010 |
20,311 |
699 |
3.3% |
153 |
0.7% |
86% |
False |
False |
130,924 |
60 |
21,106 |
20,311 |
795 |
3.8% |
147 |
0.7% |
76% |
False |
False |
121,754 |
80 |
21,106 |
19,654 |
1,452 |
6.9% |
142 |
0.7% |
87% |
False |
False |
91,368 |
100 |
21,106 |
19,552 |
1,554 |
7.4% |
137 |
0.7% |
88% |
False |
False |
73,114 |
120 |
21,106 |
19,002 |
2,104 |
10.1% |
130 |
0.6% |
91% |
False |
False |
60,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,383 |
2.618 |
21,213 |
1.618 |
21,109 |
1.000 |
21,045 |
0.618 |
21,005 |
HIGH |
20,941 |
0.618 |
20,901 |
0.500 |
20,889 |
0.382 |
20,877 |
LOW |
20,837 |
0.618 |
20,773 |
1.000 |
20,733 |
1.618 |
20,669 |
2.618 |
20,565 |
4.250 |
20,395 |
|
|
Fisher Pivots for day following 23-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,906 |
20,871 |
PP |
20,898 |
20,826 |
S1 |
20,889 |
20,782 |
|