Trading Metrics calculated at close of trading on 30-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
Open |
3,553.0 |
3,548.0 |
-5.0 |
-0.1% |
3,562.0 |
High |
3,559.0 |
3,549.0 |
-10.0 |
-0.3% |
3,583.0 |
Low |
3,546.0 |
3,528.0 |
-18.0 |
-0.5% |
3,525.0 |
Close |
3,554.0 |
3,538.0 |
-16.0 |
-0.5% |
3,552.0 |
Range |
13.0 |
21.0 |
8.0 |
61.5% |
58.0 |
ATR |
33.2 |
32.7 |
-0.5 |
-1.5% |
0.0 |
Volume |
206 |
15,212 |
15,006 |
7,284.5% |
13,292 |
|
Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,601.3 |
3,590.7 |
3,549.6 |
|
R3 |
3,580.3 |
3,569.7 |
3,543.8 |
|
R2 |
3,559.3 |
3,559.3 |
3,541.9 |
|
R1 |
3,548.7 |
3,548.7 |
3,539.9 |
3,543.5 |
PP |
3,538.3 |
3,538.3 |
3,538.3 |
3,535.8 |
S1 |
3,527.7 |
3,527.7 |
3,536.1 |
3,522.5 |
S2 |
3,517.3 |
3,517.3 |
3,534.2 |
|
S3 |
3,496.3 |
3,506.7 |
3,532.2 |
|
S4 |
3,475.3 |
3,485.7 |
3,526.5 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,727.3 |
3,697.7 |
3,583.9 |
|
R3 |
3,669.3 |
3,639.7 |
3,568.0 |
|
R2 |
3,611.3 |
3,611.3 |
3,562.6 |
|
R1 |
3,581.7 |
3,581.7 |
3,557.3 |
3,567.5 |
PP |
3,553.3 |
3,553.3 |
3,553.3 |
3,546.3 |
S1 |
3,523.7 |
3,523.7 |
3,546.7 |
3,509.5 |
S2 |
3,495.3 |
3,495.3 |
3,541.4 |
|
S3 |
3,437.3 |
3,465.7 |
3,536.1 |
|
S4 |
3,379.3 |
3,407.7 |
3,520.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,583.0 |
3,525.0 |
58.0 |
1.6% |
23.6 |
0.7% |
22% |
False |
False |
4,316 |
10 |
3,605.0 |
3,500.0 |
105.0 |
3.0% |
32.6 |
0.9% |
36% |
False |
False |
3,510 |
20 |
3,634.0 |
3,500.0 |
134.0 |
3.8% |
32.3 |
0.9% |
28% |
False |
False |
2,256 |
40 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
32.7 |
0.9% |
70% |
False |
False |
1,270 |
60 |
3,634.0 |
3,289.0 |
345.0 |
9.8% |
30.4 |
0.9% |
72% |
False |
False |
1,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,638.3 |
2.618 |
3,604.0 |
1.618 |
3,583.0 |
1.000 |
3,570.0 |
0.618 |
3,562.0 |
HIGH |
3,549.0 |
0.618 |
3,541.0 |
0.500 |
3,538.5 |
0.382 |
3,536.0 |
LOW |
3,528.0 |
0.618 |
3,515.0 |
1.000 |
3,507.0 |
1.618 |
3,494.0 |
2.618 |
3,473.0 |
4.250 |
3,438.8 |
|
|
Fisher Pivots for day following 30-May-2017 |
Pivot |
1 day |
3 day |
R1 |
3,538.5 |
3,542.0 |
PP |
3,538.3 |
3,540.7 |
S1 |
3,538.2 |
3,539.3 |
|