Trading Metrics calculated at close of trading on 26-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,997 |
21,055 |
58 |
0.3% |
20,788 |
High |
21,095 |
21,076 |
-19 |
-0.1% |
21,095 |
Low |
20,987 |
21,020 |
33 |
0.2% |
20,766 |
Close |
21,063 |
21,066 |
3 |
0.0% |
21,066 |
Range |
108 |
56 |
-52 |
-48.1% |
329 |
ATR |
146 |
139 |
-6 |
-4.4% |
0 |
Volume |
113,070 |
78,293 |
-34,777 |
-30.8% |
488,374 |
|
Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,222 |
21,200 |
21,097 |
|
R3 |
21,166 |
21,144 |
21,082 |
|
R2 |
21,110 |
21,110 |
21,076 |
|
R1 |
21,088 |
21,088 |
21,071 |
21,099 |
PP |
21,054 |
21,054 |
21,054 |
21,060 |
S1 |
21,032 |
21,032 |
21,061 |
21,043 |
S2 |
20,998 |
20,998 |
21,056 |
|
S3 |
20,942 |
20,976 |
21,051 |
|
S4 |
20,886 |
20,920 |
21,035 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,963 |
21,843 |
21,247 |
|
R3 |
21,634 |
21,514 |
21,157 |
|
R2 |
21,305 |
21,305 |
21,126 |
|
R1 |
21,185 |
21,185 |
21,096 |
21,245 |
PP |
20,976 |
20,976 |
20,976 |
21,006 |
S1 |
20,856 |
20,856 |
21,036 |
20,916 |
S2 |
20,647 |
20,647 |
21,006 |
|
S3 |
20,318 |
20,527 |
20,976 |
|
S4 |
19,989 |
20,198 |
20,885 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,095 |
20,766 |
329 |
1.6% |
100 |
0.5% |
91% |
False |
False |
97,674 |
10 |
21,095 |
20,474 |
621 |
2.9% |
155 |
0.7% |
95% |
False |
False |
136,627 |
20 |
21,095 |
20,474 |
621 |
2.9% |
132 |
0.6% |
95% |
False |
False |
116,561 |
40 |
21,095 |
20,311 |
784 |
3.7% |
148 |
0.7% |
96% |
False |
False |
128,931 |
60 |
21,095 |
20,311 |
784 |
3.7% |
142 |
0.7% |
96% |
False |
False |
126,483 |
80 |
21,106 |
19,676 |
1,430 |
6.8% |
140 |
0.7% |
97% |
False |
False |
94,951 |
100 |
21,106 |
19,552 |
1,554 |
7.4% |
136 |
0.6% |
97% |
False |
False |
75,984 |
120 |
21,106 |
19,004 |
2,102 |
10.0% |
131 |
0.6% |
98% |
False |
False |
63,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,314 |
2.618 |
21,223 |
1.618 |
21,167 |
1.000 |
21,132 |
0.618 |
21,111 |
HIGH |
21,076 |
0.618 |
21,055 |
0.500 |
21,048 |
0.382 |
21,042 |
LOW |
21,020 |
0.618 |
20,986 |
1.000 |
20,964 |
1.618 |
20,930 |
2.618 |
20,874 |
4.250 |
20,782 |
|
|
Fisher Pivots for day following 26-May-2017 |
Pivot |
1 day |
3 day |
R1 |
21,060 |
21,042 |
PP |
21,054 |
21,018 |
S1 |
21,048 |
20,995 |
|