Trading Metrics calculated at close of trading on 16-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,231.3 |
1,234.4 |
3.1 |
0.3% |
1,227.9 |
High |
1,240.6 |
1,242.4 |
1.8 |
0.1% |
1,240.2 |
Low |
1,230.2 |
1,233.6 |
3.4 |
0.3% |
1,217.8 |
Close |
1,233.4 |
1,239.7 |
6.3 |
0.5% |
1,231.1 |
Range |
10.4 |
8.8 |
-1.6 |
-15.4% |
22.4 |
ATR |
12.5 |
12.3 |
-0.3 |
-2.0% |
0.0 |
Volume |
9,801 |
19,192 |
9,391 |
95.8% |
135,465 |
|
Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.0 |
1,261.1 |
1,244.5 |
|
R3 |
1,256.2 |
1,252.3 |
1,242.1 |
|
R2 |
1,247.4 |
1,247.4 |
1,241.3 |
|
R1 |
1,243.5 |
1,243.5 |
1,240.5 |
1,245.5 |
PP |
1,238.6 |
1,238.6 |
1,238.6 |
1,239.5 |
S1 |
1,234.7 |
1,234.7 |
1,238.9 |
1,236.7 |
S2 |
1,229.8 |
1,229.8 |
1,238.1 |
|
S3 |
1,221.0 |
1,225.9 |
1,237.3 |
|
S4 |
1,212.2 |
1,217.1 |
1,234.9 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.9 |
1,286.4 |
1,243.4 |
|
R3 |
1,274.5 |
1,264.0 |
1,237.3 |
|
R2 |
1,252.1 |
1,252.1 |
1,235.2 |
|
R1 |
1,241.6 |
1,241.6 |
1,233.2 |
1,246.9 |
PP |
1,229.7 |
1,229.7 |
1,229.7 |
1,232.3 |
S1 |
1,219.2 |
1,219.2 |
1,229.0 |
1,224.5 |
S2 |
1,207.3 |
1,207.3 |
1,227.0 |
|
S3 |
1,184.9 |
1,196.8 |
1,224.9 |
|
S4 |
1,162.5 |
1,174.4 |
1,218.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,242.4 |
1,220.9 |
21.5 |
1.7% |
8.9 |
0.7% |
87% |
True |
False |
24,701 |
10 |
1,260.9 |
1,217.8 |
43.1 |
3.5% |
12.0 |
1.0% |
51% |
False |
False |
22,869 |
20 |
1,295.3 |
1,217.8 |
77.5 |
6.3% |
11.6 |
0.9% |
28% |
False |
False |
14,315 |
40 |
1,300.3 |
1,217.8 |
82.5 |
6.7% |
11.8 |
1.0% |
27% |
False |
False |
8,921 |
60 |
1,300.3 |
1,201.4 |
98.9 |
8.0% |
11.7 |
0.9% |
39% |
False |
False |
6,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.8 |
2.618 |
1,265.4 |
1.618 |
1,256.6 |
1.000 |
1,251.2 |
0.618 |
1,247.8 |
HIGH |
1,242.4 |
0.618 |
1,239.0 |
0.500 |
1,238.0 |
0.382 |
1,237.0 |
LOW |
1,233.6 |
0.618 |
1,228.2 |
1.000 |
1,224.8 |
1.618 |
1,219.4 |
2.618 |
1,210.6 |
4.250 |
1,196.2 |
|
|
Fisher Pivots for day following 16-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,239.1 |
1,238.2 |
PP |
1,238.6 |
1,236.7 |
S1 |
1,238.0 |
1,235.2 |
|