Trading Metrics calculated at close of trading on 16-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
Open |
19,795 |
19,960 |
165 |
0.8% |
19,775 |
High |
19,995 |
20,005 |
10 |
0.1% |
20,040 |
Low |
19,765 |
19,815 |
50 |
0.3% |
19,730 |
Close |
19,950 |
19,860 |
-90 |
-0.5% |
19,820 |
Range |
230 |
190 |
-40 |
-17.4% |
310 |
ATR |
212 |
210 |
-2 |
-0.7% |
0 |
Volume |
8,576 |
9,380 |
804 |
9.4% |
54,280 |
|
Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,463 |
20,352 |
19,965 |
|
R3 |
20,273 |
20,162 |
19,912 |
|
R2 |
20,083 |
20,083 |
19,895 |
|
R1 |
19,972 |
19,972 |
19,878 |
19,933 |
PP |
19,893 |
19,893 |
19,893 |
19,874 |
S1 |
19,782 |
19,782 |
19,843 |
19,743 |
S2 |
19,703 |
19,703 |
19,825 |
|
S3 |
19,513 |
19,592 |
19,808 |
|
S4 |
19,323 |
19,402 |
19,756 |
|
|
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 |
20,005 |
19,765 |
240 |
1.2% |
178 |
0.9% |
40% |
True |
False |
9,654 |
10 |
20,040 |
19,390 |
650 |
3.3% |
200 |
1.0% |
72% |
False |
False |
9,076 |
20 |
20,040 |
18,345 |
1,695 |
8.5% |
198 |
1.0% |
89% |
False |
False |
9,760 |
40 |
20,040 |
18,255 |
1,785 |
9.0% |
225 |
1.1% |
90% |
False |
False |
11,723 |
60 |
20,040 |
18,255 |
1,785 |
9.0% |
221 |
1.1% |
90% |
False |
False |
9,855 |
80 |
20,040 |
18,255 |
1,785 |
9.0% |
223 |
1.1% |
90% |
False |
False |
7,399 |
100 |
20,040 |
18,255 |
1,785 |
9.0% |
216 |
1.1% |
90% |
False |
False |
5,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,813 |
2.618 |
20,503 |
1.618 |
20,313 |
1.000 |
20,195 |
0.618 |
20,123 |
HIGH |
20,005 |
0.618 |
19,933 |
0.500 |
19,910 |
0.382 |
19,888 |
LOW |
19,815 |
0.618 |
19,698 |
1.000 |
19,625 |
1.618 |
19,508 |
2.618 |
19,318 |
4.250 |
19,008 |
|
|
Fisher Pivots for day following 16-May-2017 |
Pivot |
1 day |
3 day |
R1 |
19,910 |
19,885 |
PP |
19,893 |
19,877 |
S1 |
19,877 |
19,868 |
|