Trading Metrics calculated at close of trading on 25-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
Open |
1,253.8 |
1,261.6 |
7.8 |
0.6% |
1,231.3 |
High |
1,262.2 |
1,262.8 |
0.6 |
0.0% |
1,268.3 |
Low |
1,250.9 |
1,256.9 |
6.0 |
0.5% |
1,230.2 |
Close |
1,256.5 |
1,259.8 |
3.3 |
0.3% |
1,256.8 |
Range |
11.3 |
5.9 |
-5.4 |
-47.8% |
38.1 |
ATR |
13.0 |
12.6 |
-0.5 |
-3.7% |
0.0 |
Volume |
48,744 |
63,165 |
14,421 |
29.6% |
103,457 |
|
Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.5 |
1,274.6 |
1,263.0 |
|
R3 |
1,271.6 |
1,268.7 |
1,261.4 |
|
R2 |
1,265.7 |
1,265.7 |
1,260.9 |
|
R1 |
1,262.8 |
1,262.8 |
1,260.3 |
1,261.3 |
PP |
1,259.8 |
1,259.8 |
1,259.8 |
1,259.1 |
S1 |
1,256.9 |
1,256.9 |
1,259.3 |
1,255.4 |
S2 |
1,253.9 |
1,253.9 |
1,258.7 |
|
S3 |
1,248.0 |
1,251.0 |
1,258.2 |
|
S4 |
1,242.1 |
1,245.1 |
1,256.6 |
|
|
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 |
1,267.1 |
1,249.5 |
17.6 |
1.4% |
10.3 |
0.8% |
59% |
False |
False |
47,120 |
10 |
1,268.3 |
1,227.9 |
40.4 |
3.2% |
12.2 |
1.0% |
79% |
False |
False |
33,720 |
20 |
1,275.7 |
1,217.8 |
57.9 |
4.6% |
12.1 |
1.0% |
73% |
False |
False |
26,884 |
40 |
1,300.3 |
1,217.8 |
82.5 |
6.5% |
12.3 |
1.0% |
51% |
False |
False |
15,516 |
60 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
11.9 |
0.9% |
59% |
False |
False |
11,371 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.0 |
1.0% |
59% |
False |
False |
8,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.9 |
2.618 |
1,278.2 |
1.618 |
1,272.3 |
1.000 |
1,268.7 |
0.618 |
1,266.4 |
HIGH |
1,262.8 |
0.618 |
1,260.5 |
0.500 |
1,259.9 |
0.382 |
1,259.2 |
LOW |
1,256.9 |
0.618 |
1,253.3 |
1.000 |
1,251.0 |
1.618 |
1,247.4 |
2.618 |
1,241.5 |
4.250 |
1,231.8 |
|
|
Fisher Pivots for day following 25-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,259.9 |
1,259.5 |
PP |
1,259.8 |
1,259.3 |
S1 |
1,259.8 |
1,259.0 |
|