Trading Metrics calculated at close of trading on 24-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,888 |
20,907 |
19 |
0.1% |
20,856 |
High |
20,941 |
20,998 |
57 |
0.3% |
20,995 |
Low |
20,837 |
20,894 |
57 |
0.3% |
20,474 |
Close |
20,915 |
20,985 |
70 |
0.3% |
20,787 |
Range |
104 |
104 |
0 |
0.0% |
521 |
ATR |
152 |
149 |
-3 |
-2.3% |
0 |
Volume |
101,974 |
95,790 |
-6,184 |
-6.1% |
877,898 |
|
Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,271 |
21,232 |
21,042 |
|
R3 |
21,167 |
21,128 |
21,014 |
|
R2 |
21,063 |
21,063 |
21,004 |
|
R1 |
21,024 |
21,024 |
20,995 |
21,044 |
PP |
20,959 |
20,959 |
20,959 |
20,969 |
S1 |
20,920 |
20,920 |
20,976 |
20,940 |
S2 |
20,855 |
20,855 |
20,966 |
|
S3 |
20,751 |
20,816 |
20,957 |
|
S4 |
20,647 |
20,712 |
20,928 |
|
|
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 |
20,998 |
20,474 |
524 |
2.5% |
163 |
0.8% |
98% |
True |
False |
147,262 |
10 |
20,998 |
20,474 |
524 |
2.5% |
158 |
0.8% |
98% |
True |
False |
138,440 |
20 |
21,010 |
20,474 |
536 |
2.6% |
131 |
0.6% |
95% |
False |
False |
117,290 |
40 |
21,010 |
20,311 |
699 |
3.3% |
150 |
0.7% |
96% |
False |
False |
129,346 |
60 |
21,106 |
20,311 |
795 |
3.8% |
148 |
0.7% |
85% |
False |
False |
123,345 |
80 |
21,106 |
19,654 |
1,452 |
6.9% |
141 |
0.7% |
92% |
False |
False |
92,562 |
100 |
21,106 |
19,552 |
1,554 |
7.4% |
138 |
0.7% |
92% |
False |
False |
74,071 |
120 |
21,106 |
19,004 |
2,102 |
10.0% |
130 |
0.6% |
94% |
False |
False |
61,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,440 |
2.618 |
21,270 |
1.618 |
21,166 |
1.000 |
21,102 |
0.618 |
21,062 |
HIGH |
20,998 |
0.618 |
20,958 |
0.500 |
20,946 |
0.382 |
20,934 |
LOW |
20,894 |
0.618 |
20,830 |
1.000 |
20,790 |
1.618 |
20,726 |
2.618 |
20,622 |
4.250 |
20,452 |
|
|
Fisher Pivots for day following 24-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,972 |
20,951 |
PP |
20,959 |
20,916 |
S1 |
20,946 |
20,882 |
|