Trading Metrics calculated at close of trading on 26-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
Open |
19,735 |
19,825 |
90 |
0.5% |
19,695 |
High |
19,860 |
19,825 |
-35 |
-0.2% |
19,860 |
Low |
19,715 |
19,595 |
-120 |
-0.6% |
19,590 |
Close |
19,815 |
19,715 |
-100 |
-0.5% |
19,715 |
Range |
145 |
230 |
85 |
58.6% |
270 |
ATR |
211 |
212 |
1 |
0.6% |
0 |
Volume |
10,890 |
10,992 |
102 |
0.9% |
45,513 |
|
Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,402 |
20,288 |
19,842 |
|
R3 |
20,172 |
20,058 |
19,778 |
|
R2 |
19,942 |
19,942 |
19,757 |
|
R1 |
19,828 |
19,828 |
19,736 |
19,770 |
PP |
19,712 |
19,712 |
19,712 |
19,683 |
S1 |
19,598 |
19,598 |
19,694 |
19,540 |
S2 |
19,482 |
19,482 |
19,673 |
|
S3 |
19,252 |
19,368 |
19,652 |
|
S4 |
19,022 |
19,138 |
19,589 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,532 |
20,393 |
19,864 |
|
R3 |
20,262 |
20,123 |
19,789 |
|
R2 |
19,992 |
19,992 |
19,765 |
|
R1 |
19,853 |
19,853 |
19,740 |
19,923 |
PP |
19,722 |
19,722 |
19,722 |
19,756 |
S1 |
19,583 |
19,583 |
19,690 |
19,653 |
S2 |
19,452 |
19,452 |
19,666 |
|
S3 |
19,182 |
19,313 |
19,641 |
|
S4 |
18,912 |
19,043 |
19,567 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,860 |
19,590 |
270 |
1.4% |
157 |
0.8% |
46% |
False |
False |
9,102 |
10 |
20,005 |
19,295 |
710 |
3.6% |
223 |
1.1% |
59% |
False |
False |
11,799 |
20 |
20,040 |
19,185 |
855 |
4.3% |
210 |
1.1% |
62% |
False |
False |
10,186 |
40 |
20,040 |
18,255 |
1,785 |
9.1% |
218 |
1.1% |
82% |
False |
False |
11,539 |
60 |
20,040 |
18,255 |
1,785 |
9.1% |
217 |
1.1% |
82% |
False |
False |
11,453 |
80 |
20,040 |
18,255 |
1,785 |
9.1% |
222 |
1.1% |
82% |
False |
False |
8,649 |
100 |
20,040 |
18,255 |
1,785 |
9.1% |
228 |
1.2% |
82% |
False |
False |
6,920 |
120 |
20,040 |
18,255 |
1,785 |
9.1% |
201 |
1.0% |
82% |
False |
False |
5,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,803 |
2.618 |
20,427 |
1.618 |
20,197 |
1.000 |
20,055 |
0.618 |
19,967 |
HIGH |
19,825 |
0.618 |
19,737 |
0.500 |
19,710 |
0.382 |
19,683 |
LOW |
19,595 |
0.618 |
19,453 |
1.000 |
19,365 |
1.618 |
19,223 |
2.618 |
18,993 |
4.250 |
18,618 |
|
|
Fisher Pivots for day following 26-May-2017 |
Pivot |
1 day |
3 day |
R1 |
19,713 |
19,728 |
PP |
19,712 |
19,723 |
S1 |
19,710 |
19,719 |
|