Trading Metrics calculated at close of trading on 30-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
Open |
21,055 |
21,070 |
15 |
0.1% |
20,788 |
High |
21,076 |
21,091 |
15 |
0.1% |
21,095 |
Low |
21,020 |
20,998 |
-22 |
-0.1% |
20,766 |
Close |
21,066 |
21,015 |
-51 |
-0.2% |
21,066 |
Range |
56 |
93 |
37 |
66.1% |
329 |
ATR |
139 |
136 |
-3 |
-2.4% |
0 |
Volume |
78,293 |
101,700 |
23,407 |
29.9% |
488,374 |
|
Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,314 |
21,257 |
21,066 |
|
R3 |
21,221 |
21,164 |
21,041 |
|
R2 |
21,128 |
21,128 |
21,032 |
|
R1 |
21,071 |
21,071 |
21,024 |
21,053 |
PP |
21,035 |
21,035 |
21,035 |
21,026 |
S1 |
20,978 |
20,978 |
21,007 |
20,960 |
S2 |
20,942 |
20,942 |
20,998 |
|
S3 |
20,849 |
20,885 |
20,990 |
|
S4 |
20,756 |
20,792 |
20,964 |
|
|
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 |
20,837 |
258 |
1.2% |
93 |
0.4% |
69% |
False |
False |
98,165 |
10 |
21,095 |
20,474 |
621 |
3.0% |
153 |
0.7% |
87% |
False |
False |
137,756 |
20 |
21,095 |
20,474 |
621 |
3.0% |
132 |
0.6% |
87% |
False |
False |
117,319 |
40 |
21,095 |
20,311 |
784 |
3.7% |
149 |
0.7% |
90% |
False |
False |
128,837 |
60 |
21,095 |
20,311 |
784 |
3.7% |
142 |
0.7% |
90% |
False |
False |
128,169 |
80 |
21,106 |
19,726 |
1,380 |
6.6% |
139 |
0.7% |
93% |
False |
False |
96,222 |
100 |
21,106 |
19,552 |
1,554 |
7.4% |
137 |
0.6% |
94% |
False |
False |
77,001 |
120 |
21,106 |
19,100 |
2,006 |
9.5% |
131 |
0.6% |
95% |
False |
False |
64,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,486 |
2.618 |
21,335 |
1.618 |
21,242 |
1.000 |
21,184 |
0.618 |
21,149 |
HIGH |
21,091 |
0.618 |
21,056 |
0.500 |
21,045 |
0.382 |
21,034 |
LOW |
20,998 |
0.618 |
20,941 |
1.000 |
20,905 |
1.618 |
20,848 |
2.618 |
20,755 |
4.250 |
20,603 |
|
|
Fisher Pivots for day following 30-May-2017 |
Pivot |
1 day |
3 day |
R1 |
21,045 |
21,041 |
PP |
21,035 |
21,032 |
S1 |
21,025 |
21,024 |
|