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 |
1,258.6 |
1,271.2 |
12.6 |
1.0% |
1,260.0 |
High |
1,272.7 |
1,273.4 |
0.7 |
0.1% |
1,272.7 |
Low |
1,256.2 |
1,261.8 |
5.6 |
0.4% |
1,250.9 |
Close |
1,271.4 |
1,265.7 |
-5.7 |
-0.4% |
1,271.4 |
Range |
16.5 |
11.6 |
-4.9 |
-29.7% |
21.8 |
ATR |
12.8 |
12.7 |
-0.1 |
-0.7% |
0.0 |
Volume |
158,997 |
286,212 |
127,215 |
80.0% |
370,597 |
|
Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.8 |
1,295.3 |
1,272.1 |
|
R3 |
1,290.2 |
1,283.7 |
1,268.9 |
|
R2 |
1,278.6 |
1,278.6 |
1,267.8 |
|
R1 |
1,272.1 |
1,272.1 |
1,266.8 |
1,269.6 |
PP |
1,267.0 |
1,267.0 |
1,267.0 |
1,265.7 |
S1 |
1,260.5 |
1,260.5 |
1,264.6 |
1,258.0 |
S2 |
1,255.4 |
1,255.4 |
1,263.6 |
|
S3 |
1,243.8 |
1,248.9 |
1,262.5 |
|
S4 |
1,232.2 |
1,237.3 |
1,259.3 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.4 |
1,322.7 |
1,283.4 |
|
R3 |
1,308.6 |
1,300.9 |
1,277.4 |
|
R2 |
1,286.8 |
1,286.8 |
1,275.4 |
|
R1 |
1,279.1 |
1,279.1 |
1,273.4 |
1,283.0 |
PP |
1,265.0 |
1,265.0 |
1,265.0 |
1,266.9 |
S1 |
1,257.3 |
1,257.3 |
1,269.4 |
1,261.2 |
S2 |
1,243.2 |
1,243.2 |
1,267.4 |
|
S3 |
1,221.4 |
1,235.5 |
1,265.4 |
|
S4 |
1,199.6 |
1,213.7 |
1,259.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,273.4 |
1,250.9 |
22.5 |
1.8% |
11.7 |
0.9% |
66% |
True |
False |
122,249 |
10 |
1,273.4 |
1,233.6 |
39.8 |
3.1% |
13.2 |
1.0% |
81% |
True |
False |
75,046 |
20 |
1,273.4 |
1,217.8 |
55.6 |
4.4% |
12.4 |
1.0% |
86% |
True |
False |
48,445 |
40 |
1,300.3 |
1,217.8 |
82.5 |
6.5% |
12.4 |
1.0% |
58% |
False |
False |
26,475 |
60 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
11.9 |
0.9% |
65% |
False |
False |
18,698 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.0 |
0.9% |
65% |
False |
False |
14,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.7 |
2.618 |
1,303.8 |
1.618 |
1,292.2 |
1.000 |
1,285.0 |
0.618 |
1,280.6 |
HIGH |
1,273.4 |
0.618 |
1,269.0 |
0.500 |
1,267.6 |
0.382 |
1,266.2 |
LOW |
1,261.8 |
0.618 |
1,254.6 |
1.000 |
1,250.2 |
1.618 |
1,243.0 |
2.618 |
1,231.4 |
4.250 |
1,212.5 |
|
|
Fisher Pivots for day following 30-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,267.6 |
1,265.4 |
PP |
1,267.0 |
1,265.1 |
S1 |
1,266.3 |
1,264.8 |
|