Trading Metrics calculated at close of trading on 30-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
Open |
19,825 |
19,705 |
-120 |
-0.6% |
19,695 |
High |
19,825 |
19,745 |
-80 |
-0.4% |
19,860 |
Low |
19,595 |
19,570 |
-25 |
-0.1% |
19,590 |
Close |
19,715 |
19,620 |
-95 |
-0.5% |
19,715 |
Range |
230 |
175 |
-55 |
-23.9% |
270 |
ATR |
212 |
210 |
-3 |
-1.3% |
0 |
Volume |
10,992 |
10,685 |
-307 |
-2.8% |
45,513 |
|
Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,170 |
20,070 |
19,716 |
|
R3 |
19,995 |
19,895 |
19,668 |
|
R2 |
19,820 |
19,820 |
19,652 |
|
R1 |
19,720 |
19,720 |
19,636 |
19,683 |
PP |
19,645 |
19,645 |
19,645 |
19,626 |
S1 |
19,545 |
19,545 |
19,604 |
19,508 |
S2 |
19,470 |
19,470 |
19,588 |
|
S3 |
19,295 |
19,370 |
19,572 |
|
S4 |
19,120 |
19,195 |
19,524 |
|
|
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 |
19,570 |
290 |
1.5% |
170 |
0.9% |
17% |
False |
True |
9,946 |
10 |
20,005 |
19,295 |
710 |
3.6% |
217 |
1.1% |
46% |
False |
False |
12,010 |
20 |
20,040 |
19,295 |
745 |
3.8% |
208 |
1.1% |
44% |
False |
False |
10,431 |
40 |
20,040 |
18,255 |
1,785 |
9.1% |
214 |
1.1% |
76% |
False |
False |
11,423 |
60 |
20,040 |
18,255 |
1,785 |
9.1% |
217 |
1.1% |
76% |
False |
False |
11,616 |
80 |
20,040 |
18,255 |
1,785 |
9.1% |
222 |
1.1% |
76% |
False |
False |
8,782 |
100 |
20,040 |
18,255 |
1,785 |
9.1% |
226 |
1.2% |
76% |
False |
False |
7,027 |
120 |
20,040 |
18,255 |
1,785 |
9.1% |
202 |
1.0% |
76% |
False |
False |
5,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,489 |
2.618 |
20,203 |
1.618 |
20,028 |
1.000 |
19,920 |
0.618 |
19,853 |
HIGH |
19,745 |
0.618 |
19,678 |
0.500 |
19,658 |
0.382 |
19,637 |
LOW |
19,570 |
0.618 |
19,462 |
1.000 |
19,395 |
1.618 |
19,287 |
2.618 |
19,112 |
4.250 |
18,826 |
|
|
Fisher Pivots for day following 30-May-2017 |
Pivot |
1 day |
3 day |
R1 |
19,658 |
19,715 |
PP |
19,645 |
19,683 |
S1 |
19,633 |
19,652 |
|