Trading Metrics calculated at close of trading on 22-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,249.9 |
1,260.0 |
10.1 |
0.8% |
1,231.3 |
High |
1,259.5 |
1,265.8 |
6.3 |
0.5% |
1,268.3 |
Low |
1,249.5 |
1,254.8 |
5.3 |
0.4% |
1,230.2 |
Close |
1,256.8 |
1,264.8 |
8.0 |
0.6% |
1,256.8 |
Range |
10.0 |
11.0 |
1.0 |
10.0% |
38.1 |
ATR |
13.3 |
13.2 |
-0.2 |
-1.3% |
0.0 |
Volume |
24,001 |
45,561 |
21,560 |
89.8% |
103,457 |
|
Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.8 |
1,290.8 |
1,270.9 |
|
R3 |
1,283.8 |
1,279.8 |
1,267.8 |
|
R2 |
1,272.8 |
1,272.8 |
1,266.8 |
|
R1 |
1,268.8 |
1,268.8 |
1,265.8 |
1,270.8 |
PP |
1,261.8 |
1,261.8 |
1,261.8 |
1,262.8 |
S1 |
1,257.8 |
1,257.8 |
1,263.8 |
1,259.8 |
S2 |
1,250.8 |
1,250.8 |
1,262.8 |
|
S3 |
1,239.8 |
1,246.8 |
1,261.8 |
|
S4 |
1,228.8 |
1,235.8 |
1,258.8 |
|
|
Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.1 |
1,349.5 |
1,277.8 |
|
R3 |
1,328.0 |
1,311.4 |
1,267.3 |
|
R2 |
1,289.9 |
1,289.9 |
1,263.8 |
|
R1 |
1,273.3 |
1,273.3 |
1,260.3 |
1,281.6 |
PP |
1,251.8 |
1,251.8 |
1,251.8 |
1,255.9 |
S1 |
1,235.2 |
1,235.2 |
1,253.3 |
1,243.5 |
S2 |
1,213.7 |
1,213.7 |
1,249.8 |
|
S3 |
1,175.6 |
1,197.1 |
1,246.3 |
|
S4 |
1,137.5 |
1,159.0 |
1,235.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,268.3 |
1,233.6 |
34.7 |
2.7% |
14.7 |
1.2% |
90% |
False |
False |
27,843 |
10 |
1,268.3 |
1,217.8 |
50.5 |
4.0% |
12.4 |
1.0% |
93% |
False |
False |
26,501 |
20 |
1,282.9 |
1,217.8 |
65.1 |
5.1% |
12.5 |
1.0% |
72% |
False |
False |
19,234 |
40 |
1,300.3 |
1,217.8 |
82.5 |
6.5% |
12.3 |
1.0% |
57% |
False |
False |
11,640 |
60 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.0 |
0.9% |
64% |
False |
False |
8,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.6 |
2.618 |
1,294.6 |
1.618 |
1,283.6 |
1.000 |
1,276.8 |
0.618 |
1,272.6 |
HIGH |
1,265.8 |
0.618 |
1,261.6 |
0.500 |
1,260.3 |
0.382 |
1,259.0 |
LOW |
1,254.8 |
0.618 |
1,248.0 |
1.000 |
1,243.8 |
1.618 |
1,237.0 |
2.618 |
1,226.0 |
4.250 |
1,208.1 |
|
|
Fisher Pivots for day following 22-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,263.3 |
1,262.8 |
PP |
1,261.8 |
1,260.7 |
S1 |
1,260.3 |
1,258.7 |
|