Trading Metrics calculated at close of trading on 10-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
Open |
19,930 |
19,950 |
20 |
0.1% |
19,225 |
High |
20,040 |
19,985 |
-55 |
-0.3% |
19,755 |
Low |
19,860 |
19,875 |
15 |
0.1% |
19,185 |
Close |
19,960 |
19,965 |
5 |
0.0% |
19,725 |
Range |
180 |
110 |
-70 |
-38.9% |
570 |
ATR |
224 |
216 |
-8 |
-3.6% |
0 |
Volume |
10,293 |
9,315 |
-978 |
-9.5% |
31,457 |
|
Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,272 |
20,228 |
20,026 |
|
R3 |
20,162 |
20,118 |
19,995 |
|
R2 |
20,052 |
20,052 |
19,985 |
|
R1 |
20,008 |
20,008 |
19,975 |
20,030 |
PP |
19,942 |
19,942 |
19,942 |
19,953 |
S1 |
19,898 |
19,898 |
19,955 |
19,920 |
S2 |
19,832 |
19,832 |
19,945 |
|
S3 |
19,722 |
19,788 |
19,935 |
|
S4 |
19,612 |
19,678 |
19,905 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,265 |
21,065 |
20,039 |
|
R3 |
20,695 |
20,495 |
19,882 |
|
R2 |
20,125 |
20,125 |
19,830 |
|
R1 |
19,925 |
19,925 |
19,777 |
20,025 |
PP |
19,555 |
19,555 |
19,555 |
19,605 |
S1 |
19,355 |
19,355 |
19,673 |
19,455 |
S2 |
18,985 |
18,985 |
19,621 |
|
S3 |
18,415 |
18,785 |
19,568 |
|
S4 |
17,845 |
18,215 |
19,412 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,040 |
19,475 |
565 |
2.8% |
191 |
1.0% |
87% |
False |
False |
8,959 |
10 |
20,040 |
19,170 |
870 |
4.4% |
184 |
0.9% |
91% |
False |
False |
8,183 |
20 |
20,040 |
18,255 |
1,785 |
8.9% |
205 |
1.0% |
96% |
False |
False |
10,202 |
40 |
20,040 |
18,255 |
1,785 |
8.9% |
223 |
1.1% |
96% |
False |
False |
11,641 |
60 |
20,040 |
18,255 |
1,785 |
8.9% |
224 |
1.1% |
96% |
False |
False |
9,212 |
80 |
20,040 |
18,255 |
1,785 |
8.9% |
228 |
1.1% |
96% |
False |
False |
6,913 |
100 |
20,040 |
18,255 |
1,785 |
8.9% |
211 |
1.1% |
96% |
False |
False |
5,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,453 |
2.618 |
20,273 |
1.618 |
20,163 |
1.000 |
20,095 |
0.618 |
20,053 |
HIGH |
19,985 |
0.618 |
19,943 |
0.500 |
19,930 |
0.382 |
19,917 |
LOW |
19,875 |
0.618 |
19,807 |
1.000 |
19,765 |
1.618 |
19,697 |
2.618 |
19,587 |
4.250 |
19,408 |
|
|
Fisher Pivots for day following 10-May-2017 |
Pivot |
1 day |
3 day |
R1 |
19,953 |
19,938 |
PP |
19,942 |
19,912 |
S1 |
19,930 |
19,885 |
|