Trading Metrics calculated at close of trading on 15-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
Open |
19,885 |
19,795 |
-90 |
-0.5% |
19,775 |
High |
19,955 |
19,995 |
40 |
0.2% |
20,040 |
Low |
19,795 |
19,765 |
-30 |
-0.2% |
19,730 |
Close |
19,820 |
19,950 |
130 |
0.7% |
19,820 |
Range |
160 |
230 |
70 |
43.8% |
310 |
ATR |
211 |
212 |
1 |
0.7% |
0 |
Volume |
9,204 |
8,576 |
-628 |
-6.8% |
54,280 |
|
Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,593 |
20,502 |
20,077 |
|
R3 |
20,363 |
20,272 |
20,013 |
|
R2 |
20,133 |
20,133 |
19,992 |
|
R1 |
20,042 |
20,042 |
19,971 |
20,088 |
PP |
19,903 |
19,903 |
19,903 |
19,926 |
S1 |
19,812 |
19,812 |
19,929 |
19,858 |
S2 |
19,673 |
19,673 |
19,908 |
|
S3 |
19,443 |
19,582 |
19,887 |
|
S4 |
19,213 |
19,352 |
19,824 |
|
|
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 |
19,765 |
275 |
1.4% |
176 |
0.9% |
67% |
False |
True |
9,837 |
10 |
20,040 |
19,345 |
695 |
3.5% |
200 |
1.0% |
87% |
False |
False |
8,853 |
20 |
20,040 |
18,315 |
1,725 |
8.6% |
202 |
1.0% |
95% |
False |
False |
9,814 |
40 |
20,040 |
18,255 |
1,785 |
8.9% |
225 |
1.1% |
95% |
False |
False |
11,631 |
60 |
20,040 |
18,255 |
1,785 |
8.9% |
222 |
1.1% |
95% |
False |
False |
9,701 |
80 |
20,040 |
18,255 |
1,785 |
8.9% |
223 |
1.1% |
95% |
False |
False |
7,282 |
100 |
20,040 |
18,255 |
1,785 |
8.9% |
214 |
1.1% |
95% |
False |
False |
5,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,973 |
2.618 |
20,597 |
1.618 |
20,367 |
1.000 |
20,225 |
0.618 |
20,137 |
HIGH |
19,995 |
0.618 |
19,907 |
0.500 |
19,880 |
0.382 |
19,853 |
LOW |
19,765 |
0.618 |
19,623 |
1.000 |
19,535 |
1.618 |
19,393 |
2.618 |
19,163 |
4.250 |
18,788 |
|
|
Fisher Pivots for day following 15-May-2017 |
Pivot |
1 day |
3 day |
R1 |
19,927 |
19,928 |
PP |
19,903 |
19,907 |
S1 |
19,880 |
19,885 |
|