Trading Metrics calculated at close of trading on 11-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,958.49 |
20,925.72 |
-32.77 |
-0.2% |
20,962.73 |
High |
20,976.28 |
20,933.36 |
-42.92 |
-0.2% |
21,006.94 |
Low |
20,884.15 |
20,798.90 |
-85.25 |
-0.4% |
20,847.95 |
Close |
20,943.11 |
20,919.42 |
-23.69 |
-0.1% |
21,006.94 |
Range |
92.13 |
134.46 |
42.33 |
45.9% |
158.99 |
ATR |
120.34 |
122.05 |
1.70 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,287.27 |
21,237.81 |
20,993.37 |
|
R3 |
21,152.81 |
21,103.35 |
20,956.40 |
|
R2 |
21,018.35 |
21,018.35 |
20,944.07 |
|
R1 |
20,968.89 |
20,968.89 |
20,931.75 |
20,926.39 |
PP |
20,883.89 |
20,883.89 |
20,883.89 |
20,862.65 |
S1 |
20,834.43 |
20,834.43 |
20,907.09 |
20,791.93 |
S2 |
20,749.43 |
20,749.43 |
20,894.77 |
|
S3 |
20,614.97 |
20,699.97 |
20,882.44 |
|
S4 |
20,480.51 |
20,565.51 |
20,845.47 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,430.91 |
21,377.92 |
21,094.38 |
|
R3 |
21,271.92 |
21,218.93 |
21,050.66 |
|
R2 |
21,112.93 |
21,112.93 |
21,036.09 |
|
R1 |
21,059.94 |
21,059.94 |
21,021.51 |
21,086.44 |
PP |
20,953.94 |
20,953.94 |
20,953.94 |
20,967.19 |
S1 |
20,900.95 |
20,900.95 |
20,992.37 |
20,927.45 |
S2 |
20,794.95 |
20,794.95 |
20,977.79 |
|
S3 |
20,635.96 |
20,741.96 |
20,963.22 |
|
S4 |
20,476.97 |
20,582.97 |
20,919.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,046.85 |
20,798.90 |
247.95 |
1.2% |
96.84 |
0.5% |
49% |
False |
True |
|
10 |
21,046.85 |
20,798.90 |
247.95 |
1.2% |
92.17 |
0.4% |
49% |
False |
True |
|
20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
110.97 |
0.5% |
78% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
124.36 |
0.6% |
78% |
False |
False |
|
60 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
116.46 |
0.6% |
68% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
113.77 |
0.5% |
83% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
111.35 |
0.5% |
83% |
False |
False |
|
120 |
21,169.11 |
18,845.27 |
2,323.84 |
11.1% |
110.32 |
0.5% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,504.82 |
2.618 |
21,285.38 |
1.618 |
21,150.92 |
1.000 |
21,067.82 |
0.618 |
21,016.46 |
HIGH |
20,933.36 |
0.618 |
20,882.00 |
0.500 |
20,866.13 |
0.382 |
20,850.26 |
LOW |
20,798.90 |
0.618 |
20,715.80 |
1.000 |
20,664.44 |
1.618 |
20,581.34 |
2.618 |
20,446.88 |
4.250 |
20,227.45 |
|
|
Fisher Pivots for day following 11-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,901.66 |
20,922.88 |
PP |
20,883.89 |
20,921.72 |
S1 |
20,866.13 |
20,920.57 |
|