Trading Metrics calculated at close of trading on 18-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
Open |
19,830 |
19,445 |
-385 |
-1.9% |
19,775 |
High |
19,850 |
19,660 |
-190 |
-1.0% |
20,040 |
Low |
19,445 |
19,295 |
-150 |
-0.8% |
19,730 |
Close |
19,460 |
19,610 |
150 |
0.8% |
19,820 |
Range |
405 |
365 |
-40 |
-9.9% |
310 |
ATR |
225 |
235 |
10 |
4.4% |
0 |
Volume |
21,545 |
22,065 |
520 |
2.4% |
54,280 |
|
Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,617 |
20,478 |
19,811 |
|
R3 |
20,252 |
20,113 |
19,711 |
|
R2 |
19,887 |
19,887 |
19,677 |
|
R1 |
19,748 |
19,748 |
19,644 |
19,818 |
PP |
19,522 |
19,522 |
19,522 |
19,556 |
S1 |
19,383 |
19,383 |
19,577 |
19,453 |
S2 |
19,157 |
19,157 |
19,543 |
|
S3 |
18,792 |
19,018 |
19,510 |
|
S4 |
18,427 |
18,653 |
19,409 |
|
|
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 |
19,295 |
710 |
3.6% |
270 |
1.4% |
44% |
False |
True |
14,154 |
10 |
20,040 |
19,295 |
745 |
3.8% |
234 |
1.2% |
42% |
False |
True |
12,120 |
20 |
20,040 |
18,585 |
1,455 |
7.4% |
213 |
1.1% |
70% |
False |
False |
11,016 |
40 |
20,040 |
18,255 |
1,785 |
9.1% |
228 |
1.2% |
76% |
False |
False |
12,004 |
60 |
20,040 |
18,255 |
1,785 |
9.1% |
225 |
1.1% |
76% |
False |
False |
10,578 |
80 |
20,040 |
18,255 |
1,785 |
9.1% |
227 |
1.2% |
76% |
False |
False |
7,944 |
100 |
20,040 |
18,255 |
1,785 |
9.1% |
221 |
1.1% |
76% |
False |
False |
6,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,211 |
2.618 |
20,616 |
1.618 |
20,251 |
1.000 |
20,025 |
0.618 |
19,886 |
HIGH |
19,660 |
0.618 |
19,521 |
0.500 |
19,478 |
0.382 |
19,435 |
LOW |
19,295 |
0.618 |
19,070 |
1.000 |
18,930 |
1.618 |
18,705 |
2.618 |
18,340 |
4.250 |
17,744 |
|
|
Fisher Pivots for day following 18-May-2017 |
Pivot |
1 day |
3 day |
R1 |
19,566 |
19,650 |
PP |
19,522 |
19,637 |
S1 |
19,478 |
19,623 |
|