Trading Metrics calculated at close of trading on 15-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
Open |
239.09 |
239.47 |
0.38 |
0.2% |
239.75 |
High |
239.43 |
240.44 |
1.01 |
0.4% |
240.19 |
Low |
238.67 |
239.45 |
0.78 |
0.3% |
238.13 |
Close |
238.98 |
240.30 |
1.32 |
0.6% |
238.98 |
Range |
0.76 |
0.99 |
0.23 |
30.3% |
2.06 |
ATR |
1.32 |
1.33 |
0.01 |
0.7% |
0.00 |
Volume |
53,912,700 |
61,918,900 |
8,006,200 |
14.9% |
270,313,600 |
|
Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
243.03 |
242.66 |
240.84 |
|
R3 |
242.04 |
241.67 |
240.57 |
|
R2 |
241.05 |
241.05 |
240.48 |
|
R1 |
240.68 |
240.68 |
240.39 |
240.87 |
PP |
240.06 |
240.06 |
240.06 |
240.16 |
S1 |
239.69 |
239.69 |
240.21 |
239.88 |
S2 |
239.07 |
239.07 |
240.12 |
|
S3 |
238.08 |
238.70 |
240.03 |
|
S4 |
237.09 |
237.71 |
239.76 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
245.28 |
244.19 |
240.11 |
|
R3 |
243.22 |
242.13 |
239.55 |
|
R2 |
241.16 |
241.16 |
239.36 |
|
R1 |
240.07 |
240.07 |
239.17 |
239.59 |
PP |
239.10 |
239.10 |
239.10 |
238.86 |
S1 |
238.01 |
238.01 |
238.79 |
237.53 |
S2 |
237.04 |
237.04 |
238.60 |
|
S3 |
234.98 |
235.95 |
238.41 |
|
S4 |
232.92 |
233.89 |
237.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
240.44 |
238.13 |
2.31 |
1.0% |
1.01 |
0.4% |
94% |
True |
False |
56,769,360 |
10 |
240.44 |
237.70 |
2.74 |
1.1% |
0.99 |
0.4% |
95% |
True |
False |
58,620,979 |
20 |
240.44 |
233.08 |
7.36 |
3.1% |
1.22 |
0.5% |
98% |
True |
False |
70,476,664 |
40 |
240.44 |
231.61 |
8.83 |
3.7% |
1.50 |
0.6% |
98% |
True |
False |
76,771,297 |
60 |
240.44 |
231.61 |
8.83 |
3.7% |
1.40 |
0.6% |
98% |
True |
False |
77,714,580 |
80 |
240.44 |
225.27 |
15.17 |
6.3% |
1.37 |
0.6% |
99% |
True |
False |
76,859,917 |
100 |
240.44 |
222.73 |
17.71 |
7.4% |
1.34 |
0.6% |
99% |
True |
False |
74,868,047 |
120 |
240.44 |
219.00 |
21.44 |
8.9% |
1.35 |
0.6% |
99% |
True |
False |
77,397,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
244.65 |
2.618 |
243.03 |
1.618 |
242.04 |
1.000 |
241.43 |
0.618 |
241.05 |
HIGH |
240.44 |
0.618 |
240.06 |
0.500 |
239.95 |
0.382 |
239.83 |
LOW |
239.45 |
0.618 |
238.84 |
1.000 |
238.46 |
1.618 |
237.85 |
2.618 |
236.86 |
4.250 |
235.24 |
|
|
Fisher Pivots for day following 15-May-2017 |
Pivot |
1 day |
3 day |
R1 |
240.18 |
239.96 |
PP |
240.06 |
239.62 |
S1 |
239.95 |
239.29 |
|