Trading Metrics calculated at close of trading on 12-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
Open |
19,955 |
19,885 |
-70 |
-0.4% |
19,775 |
High |
20,005 |
19,955 |
-50 |
-0.2% |
20,040 |
Low |
19,805 |
19,795 |
-10 |
-0.1% |
19,730 |
Close |
19,875 |
19,820 |
-55 |
-0.3% |
19,820 |
Range |
200 |
160 |
-40 |
-20.0% |
310 |
ATR |
214 |
211 |
-4 |
-1.8% |
0 |
Volume |
11,797 |
9,204 |
-2,593 |
-22.0% |
54,280 |
|
Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,337 |
20,238 |
19,908 |
|
R3 |
20,177 |
20,078 |
19,864 |
|
R2 |
20,017 |
20,017 |
19,849 |
|
R1 |
19,918 |
19,918 |
19,835 |
19,888 |
PP |
19,857 |
19,857 |
19,857 |
19,841 |
S1 |
19,758 |
19,758 |
19,805 |
19,728 |
S2 |
19,697 |
19,697 |
19,791 |
|
S3 |
19,537 |
19,598 |
19,776 |
|
S4 |
19,377 |
19,438 |
19,732 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,793 |
20,617 |
19,991 |
|
R3 |
20,483 |
20,307 |
19,905 |
|
R2 |
20,173 |
20,173 |
19,877 |
|
R1 |
19,997 |
19,997 |
19,849 |
20,085 |
PP |
19,863 |
19,863 |
19,863 |
19,908 |
S1 |
19,687 |
19,687 |
19,792 |
19,775 |
S2 |
19,553 |
19,553 |
19,763 |
|
S3 |
19,243 |
19,377 |
19,735 |
|
S4 |
18,933 |
19,067 |
19,650 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,040 |
19,730 |
310 |
1.6% |
173 |
0.9% |
29% |
False |
False |
10,856 |
10 |
20,040 |
19,185 |
855 |
4.3% |
197 |
1.0% |
74% |
False |
False |
8,573 |
20 |
20,040 |
18,255 |
1,785 |
9.0% |
204 |
1.0% |
88% |
False |
False |
9,837 |
40 |
20,040 |
18,255 |
1,785 |
9.0% |
223 |
1.1% |
88% |
False |
False |
11,659 |
60 |
20,040 |
18,255 |
1,785 |
9.0% |
223 |
1.1% |
88% |
False |
False |
9,559 |
80 |
20,040 |
18,255 |
1,785 |
9.0% |
222 |
1.1% |
88% |
False |
False |
7,175 |
100 |
20,040 |
18,255 |
1,785 |
9.0% |
212 |
1.1% |
88% |
False |
False |
5,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,635 |
2.618 |
20,374 |
1.618 |
20,214 |
1.000 |
20,115 |
0.618 |
20,054 |
HIGH |
19,955 |
0.618 |
19,894 |
0.500 |
19,875 |
0.382 |
19,856 |
LOW |
19,795 |
0.618 |
19,696 |
1.000 |
19,635 |
1.618 |
19,536 |
2.618 |
19,376 |
4.250 |
19,115 |
|
|
Fisher Pivots for day following 12-May-2017 |
Pivot |
1 day |
3 day |
R1 |
19,875 |
19,900 |
PP |
19,857 |
19,873 |
S1 |
19,838 |
19,847 |
|