Trading Metrics calculated at close of trading on 12-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,925.72 |
20,893.19 |
-32.53 |
-0.2% |
20,991.26 |
High |
20,933.36 |
20,916.10 |
-17.26 |
-0.1% |
21,046.85 |
Low |
20,798.90 |
20,869.74 |
70.84 |
0.3% |
20,798.90 |
Close |
20,919.42 |
20,896.61 |
-22.81 |
-0.1% |
20,896.61 |
Range |
134.46 |
46.36 |
-88.10 |
-65.5% |
247.95 |
ATR |
122.05 |
116.88 |
-5.17 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,033.23 |
21,011.28 |
20,922.11 |
|
R3 |
20,986.87 |
20,964.92 |
20,909.36 |
|
R2 |
20,940.51 |
20,940.51 |
20,905.11 |
|
R1 |
20,918.56 |
20,918.56 |
20,900.86 |
20,929.54 |
PP |
20,894.15 |
20,894.15 |
20,894.15 |
20,899.64 |
S1 |
20,872.20 |
20,872.20 |
20,892.36 |
20,883.18 |
S2 |
20,847.79 |
20,847.79 |
20,888.11 |
|
S3 |
20,801.43 |
20,825.84 |
20,883.86 |
|
S4 |
20,755.07 |
20,779.48 |
20,871.11 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,657.97 |
21,525.24 |
21,032.98 |
|
R3 |
21,410.02 |
21,277.29 |
20,964.80 |
|
R2 |
21,162.07 |
21,162.07 |
20,942.07 |
|
R1 |
21,029.34 |
21,029.34 |
20,919.34 |
20,971.73 |
PP |
20,914.12 |
20,914.12 |
20,914.12 |
20,885.32 |
S1 |
20,781.39 |
20,781.39 |
20,873.88 |
20,723.78 |
S2 |
20,666.17 |
20,666.17 |
20,851.15 |
|
S3 |
20,418.22 |
20,533.44 |
20,828.42 |
|
S4 |
20,170.27 |
20,285.49 |
20,760.24 |
|
|
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% |
85.72 |
0.4% |
39% |
False |
False |
|
10 |
21,046.85 |
20,798.90 |
247.95 |
1.2% |
90.70 |
0.4% |
39% |
False |
False |
|
20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
105.33 |
0.5% |
75% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
122.85 |
0.6% |
75% |
False |
False |
|
60 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
115.16 |
0.6% |
65% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
113.24 |
0.5% |
82% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
110.79 |
0.5% |
82% |
False |
False |
|
120 |
21,169.11 |
18,853.83 |
2,315.28 |
11.1% |
110.21 |
0.5% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,113.13 |
2.618 |
21,037.47 |
1.618 |
20,991.11 |
1.000 |
20,962.46 |
0.618 |
20,944.75 |
HIGH |
20,916.10 |
0.618 |
20,898.39 |
0.500 |
20,892.92 |
0.382 |
20,887.45 |
LOW |
20,869.74 |
0.618 |
20,841.09 |
1.000 |
20,823.38 |
1.618 |
20,794.73 |
2.618 |
20,748.37 |
4.250 |
20,672.71 |
|
|
Fisher Pivots for day following 12-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,895.38 |
20,893.60 |
PP |
20,894.15 |
20,890.60 |
S1 |
20,892.92 |
20,887.59 |
|