Trading Metrics calculated at close of trading on 25-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,907 |
20,997 |
90 |
0.4% |
20,856 |
High |
20,998 |
21,095 |
97 |
0.5% |
20,995 |
Low |
20,894 |
20,987 |
93 |
0.4% |
20,474 |
Close |
20,985 |
21,063 |
78 |
0.4% |
20,787 |
Range |
104 |
108 |
4 |
3.8% |
521 |
ATR |
149 |
146 |
-3 |
-1.9% |
0 |
Volume |
95,790 |
113,070 |
17,280 |
18.0% |
877,898 |
|
Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,372 |
21,326 |
21,123 |
|
R3 |
21,264 |
21,218 |
21,093 |
|
R2 |
21,156 |
21,156 |
21,083 |
|
R1 |
21,110 |
21,110 |
21,073 |
21,133 |
PP |
21,048 |
21,048 |
21,048 |
21,060 |
S1 |
21,002 |
21,002 |
21,053 |
21,025 |
S2 |
20,940 |
20,940 |
21,043 |
|
S3 |
20,832 |
20,894 |
21,033 |
|
S4 |
20,724 |
20,786 |
21,004 |
|
|
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 |
21,095 |
20,622 |
473 |
2.2% |
132 |
0.6% |
93% |
True |
False |
112,916 |
10 |
21,095 |
20,474 |
621 |
2.9% |
155 |
0.7% |
95% |
True |
False |
137,173 |
20 |
21,095 |
20,474 |
621 |
2.9% |
133 |
0.6% |
95% |
True |
False |
117,121 |
40 |
21,095 |
20,311 |
784 |
3.7% |
150 |
0.7% |
96% |
True |
False |
129,583 |
60 |
21,095 |
20,311 |
784 |
3.7% |
144 |
0.7% |
96% |
True |
False |
125,200 |
80 |
21,106 |
19,676 |
1,430 |
6.8% |
140 |
0.7% |
97% |
False |
False |
93,974 |
100 |
21,106 |
19,552 |
1,554 |
7.4% |
137 |
0.7% |
97% |
False |
False |
75,201 |
120 |
21,106 |
19,004 |
2,102 |
10.0% |
131 |
0.6% |
98% |
False |
False |
62,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,554 |
2.618 |
21,378 |
1.618 |
21,270 |
1.000 |
21,203 |
0.618 |
21,162 |
HIGH |
21,095 |
0.618 |
21,054 |
0.500 |
21,041 |
0.382 |
21,028 |
LOW |
20,987 |
0.618 |
20,920 |
1.000 |
20,879 |
1.618 |
20,812 |
2.618 |
20,704 |
4.250 |
20,528 |
|
|
Fisher Pivots for day following 25-May-2017 |
Pivot |
1 day |
3 day |
R1 |
21,056 |
21,031 |
PP |
21,048 |
20,998 |
S1 |
21,041 |
20,966 |
|