Trading Metrics calculated at close of trading on 31-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
Open |
19,705 |
19,655 |
-50 |
-0.3% |
19,695 |
High |
19,745 |
19,720 |
-25 |
-0.1% |
19,860 |
Low |
19,570 |
19,595 |
25 |
0.1% |
19,590 |
Close |
19,620 |
19,675 |
55 |
0.3% |
19,715 |
Range |
175 |
125 |
-50 |
-28.6% |
270 |
ATR |
210 |
204 |
-6 |
-2.9% |
0 |
Volume |
10,685 |
9,699 |
-986 |
-9.2% |
45,513 |
|
Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,038 |
19,982 |
19,744 |
|
R3 |
19,913 |
19,857 |
19,710 |
|
R2 |
19,788 |
19,788 |
19,698 |
|
R1 |
19,732 |
19,732 |
19,687 |
19,760 |
PP |
19,663 |
19,663 |
19,663 |
19,678 |
S1 |
19,607 |
19,607 |
19,664 |
19,635 |
S2 |
19,538 |
19,538 |
19,652 |
|
S3 |
19,413 |
19,482 |
19,641 |
|
S4 |
19,288 |
19,357 |
19,606 |
|
|
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% |
156 |
0.8% |
36% |
False |
False |
9,993 |
10 |
19,860 |
19,295 |
565 |
2.9% |
211 |
1.1% |
67% |
False |
False |
12,042 |
20 |
20,040 |
19,295 |
745 |
3.8% |
205 |
1.0% |
51% |
False |
False |
10,559 |
40 |
20,040 |
18,255 |
1,785 |
9.1% |
213 |
1.1% |
80% |
False |
False |
11,366 |
60 |
20,040 |
18,255 |
1,785 |
9.1% |
215 |
1.1% |
80% |
False |
False |
11,324 |
80 |
20,040 |
18,255 |
1,785 |
9.1% |
220 |
1.1% |
80% |
False |
False |
8,903 |
100 |
20,040 |
18,255 |
1,785 |
9.1% |
225 |
1.1% |
80% |
False |
False |
7,124 |
120 |
20,040 |
18,255 |
1,785 |
9.1% |
203 |
1.0% |
80% |
False |
False |
5,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,251 |
2.618 |
20,047 |
1.618 |
19,922 |
1.000 |
19,845 |
0.618 |
19,797 |
HIGH |
19,720 |
0.618 |
19,672 |
0.500 |
19,658 |
0.382 |
19,643 |
LOW |
19,595 |
0.618 |
19,518 |
1.000 |
19,470 |
1.618 |
19,393 |
2.618 |
19,268 |
4.250 |
19,064 |
|
|
Fisher Pivots for day following 31-May-2017 |
Pivot |
1 day |
3 day |
R1 |
19,669 |
19,698 |
PP |
19,663 |
19,690 |
S1 |
19,658 |
19,683 |
|