Trading Metrics calculated at close of trading on 23-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
Open |
19,695 |
19,705 |
10 |
0.1% |
19,795 |
High |
19,730 |
19,785 |
55 |
0.3% |
20,005 |
Low |
19,620 |
19,590 |
-30 |
-0.2% |
19,295 |
Close |
19,695 |
19,780 |
85 |
0.4% |
19,695 |
Range |
110 |
195 |
85 |
77.3% |
710 |
ATR |
227 |
225 |
-2 |
-1.0% |
0 |
Volume |
6,466 |
9,464 |
2,998 |
46.4% |
72,481 |
|
Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,303 |
20,237 |
19,887 |
|
R3 |
20,108 |
20,042 |
19,834 |
|
R2 |
19,913 |
19,913 |
19,816 |
|
R1 |
19,847 |
19,847 |
19,798 |
19,880 |
PP |
19,718 |
19,718 |
19,718 |
19,735 |
S1 |
19,652 |
19,652 |
19,762 |
19,685 |
S2 |
19,523 |
19,523 |
19,744 |
|
S3 |
19,328 |
19,457 |
19,727 |
|
S4 |
19,133 |
19,262 |
19,673 |
|
|
Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,795 |
21,455 |
20,086 |
|
R3 |
21,085 |
20,745 |
19,890 |
|
R2 |
20,375 |
20,375 |
19,825 |
|
R1 |
20,035 |
20,035 |
19,760 |
19,850 |
PP |
19,665 |
19,665 |
19,665 |
19,573 |
S1 |
19,325 |
19,325 |
19,630 |
19,140 |
S2 |
18,955 |
18,955 |
19,565 |
|
S3 |
18,245 |
18,615 |
19,500 |
|
S4 |
17,535 |
17,905 |
19,305 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,850 |
19,295 |
555 |
2.8% |
265 |
1.3% |
87% |
False |
False |
14,091 |
10 |
20,005 |
19,295 |
710 |
3.6% |
222 |
1.1% |
68% |
False |
False |
11,872 |
20 |
20,040 |
19,170 |
870 |
4.4% |
206 |
1.0% |
70% |
False |
False |
10,168 |
40 |
20,040 |
18,255 |
1,785 |
9.0% |
222 |
1.1% |
85% |
False |
False |
11,629 |
60 |
20,040 |
18,255 |
1,785 |
9.0% |
223 |
1.1% |
85% |
False |
False |
11,018 |
80 |
20,040 |
18,255 |
1,785 |
9.0% |
228 |
1.2% |
85% |
False |
False |
8,279 |
100 |
20,040 |
18,255 |
1,785 |
9.0% |
225 |
1.1% |
85% |
False |
False |
6,625 |
120 |
20,040 |
18,255 |
1,785 |
9.0% |
197 |
1.0% |
85% |
False |
False |
5,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,614 |
2.618 |
20,296 |
1.618 |
20,101 |
1.000 |
19,980 |
0.618 |
19,906 |
HIGH |
19,785 |
0.618 |
19,711 |
0.500 |
19,688 |
0.382 |
19,665 |
LOW |
19,590 |
0.618 |
19,470 |
1.000 |
19,395 |
1.618 |
19,275 |
2.618 |
19,080 |
4.250 |
18,761 |
|
|
Fisher Pivots for day following 23-May-2017 |
Pivot |
1 day |
3 day |
R1 |
19,749 |
19,735 |
PP |
19,718 |
19,690 |
S1 |
19,688 |
19,645 |
|