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 |
20,893.19 |
20,926.74 |
33.55 |
0.2% |
20,991.26 |
High |
20,916.10 |
21,000.83 |
84.73 |
0.4% |
21,046.85 |
Low |
20,869.74 |
20,923.63 |
53.89 |
0.3% |
20,798.90 |
Close |
20,896.61 |
20,981.94 |
85.33 |
0.4% |
20,896.61 |
Range |
46.36 |
77.20 |
30.84 |
66.5% |
247.95 |
ATR |
116.88 |
115.97 |
-0.90 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,200.40 |
21,168.37 |
21,024.40 |
|
R3 |
21,123.20 |
21,091.17 |
21,003.17 |
|
R2 |
21,046.00 |
21,046.00 |
20,996.09 |
|
R1 |
21,013.97 |
21,013.97 |
20,989.02 |
21,029.99 |
PP |
20,968.80 |
20,968.80 |
20,968.80 |
20,976.81 |
S1 |
20,936.77 |
20,936.77 |
20,974.86 |
20,952.79 |
S2 |
20,891.60 |
20,891.60 |
20,967.79 |
|
S3 |
20,814.40 |
20,859.57 |
20,960.71 |
|
S4 |
20,737.20 |
20,782.37 |
20,939.48 |
|
|
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% |
91.79 |
0.4% |
74% |
False |
False |
|
10 |
21,046.85 |
20,798.90 |
247.95 |
1.2% |
90.60 |
0.4% |
74% |
False |
False |
|
20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
101.21 |
0.5% |
87% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
123.05 |
0.6% |
87% |
False |
False |
|
60 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
115.06 |
0.5% |
76% |
False |
False |
|
80 |
21,169.11 |
19,732.36 |
1,436.75 |
6.8% |
112.37 |
0.5% |
87% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
110.71 |
0.5% |
87% |
False |
False |
|
120 |
21,169.11 |
18,883.10 |
2,286.01 |
10.9% |
110.34 |
0.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,328.93 |
2.618 |
21,202.94 |
1.618 |
21,125.74 |
1.000 |
21,078.03 |
0.618 |
21,048.54 |
HIGH |
21,000.83 |
0.618 |
20,971.34 |
0.500 |
20,962.23 |
0.382 |
20,953.12 |
LOW |
20,923.63 |
0.618 |
20,875.92 |
1.000 |
20,846.43 |
1.618 |
20,798.72 |
2.618 |
20,721.52 |
4.250 |
20,595.53 |
|
|
Fisher Pivots for day following 15-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,975.37 |
20,954.58 |
PP |
20,968.80 |
20,927.22 |
S1 |
20,962.23 |
20,899.87 |
|