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 |
1,271.2 |
1,265.7 |
-5.5 |
-0.4% |
1,260.0 |
High |
1,273.4 |
1,276.8 |
3.4 |
0.3% |
1,272.7 |
Low |
1,261.8 |
1,262.0 |
0.2 |
0.0% |
1,250.9 |
Close |
1,265.7 |
1,275.4 |
9.7 |
0.8% |
1,271.4 |
Range |
11.6 |
14.8 |
3.2 |
27.6% |
21.8 |
ATR |
12.7 |
12.9 |
0.1 |
1.1% |
0.0 |
Volume |
286,212 |
204,293 |
-81,919 |
-28.6% |
370,597 |
|
Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.8 |
1,310.4 |
1,283.5 |
|
R3 |
1,301.0 |
1,295.6 |
1,279.5 |
|
R2 |
1,286.2 |
1,286.2 |
1,278.1 |
|
R1 |
1,280.8 |
1,280.8 |
1,276.8 |
1,283.5 |
PP |
1,271.4 |
1,271.4 |
1,271.4 |
1,272.8 |
S1 |
1,266.0 |
1,266.0 |
1,274.0 |
1,268.7 |
S2 |
1,256.6 |
1,256.6 |
1,272.7 |
|
S3 |
1,241.8 |
1,251.2 |
1,271.3 |
|
S4 |
1,227.0 |
1,236.4 |
1,267.3 |
|
|
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 |
1,276.8 |
1,250.9 |
25.9 |
2.0% |
12.0 |
0.9% |
95% |
True |
False |
152,282 |
10 |
1,276.8 |
1,240.0 |
36.8 |
2.9% |
13.8 |
1.1% |
96% |
True |
False |
93,556 |
20 |
1,276.8 |
1,217.8 |
59.0 |
4.6% |
12.9 |
1.0% |
98% |
True |
False |
58,213 |
40 |
1,300.3 |
1,217.8 |
82.5 |
6.5% |
12.5 |
1.0% |
70% |
False |
False |
31,504 |
60 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.0 |
0.9% |
75% |
False |
False |
22,090 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.1 |
0.9% |
75% |
False |
False |
17,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.7 |
2.618 |
1,315.5 |
1.618 |
1,300.7 |
1.000 |
1,291.6 |
0.618 |
1,285.9 |
HIGH |
1,276.8 |
0.618 |
1,271.1 |
0.500 |
1,269.4 |
0.382 |
1,267.7 |
LOW |
1,262.0 |
0.618 |
1,252.9 |
1.000 |
1,247.2 |
1.618 |
1,238.1 |
2.618 |
1,223.3 |
4.250 |
1,199.1 |
|
|
Fisher Pivots for day following 31-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1,273.4 |
1,272.4 |
PP |
1,271.4 |
1,269.5 |
S1 |
1,269.4 |
1,266.5 |
|