Trading Metrics calculated at close of trading on 16-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,926.74 |
20,984.48 |
57.74 |
0.3% |
20,991.26 |
High |
21,000.83 |
21,033.53 |
32.70 |
0.2% |
21,046.85 |
Low |
20,923.63 |
20,932.88 |
9.25 |
0.0% |
20,798.90 |
Close |
20,981.94 |
20,979.75 |
-2.19 |
0.0% |
20,896.61 |
Range |
77.20 |
100.65 |
23.45 |
30.4% |
247.95 |
ATR |
115.97 |
114.88 |
-1.09 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,284.00 |
21,232.53 |
21,035.11 |
|
R3 |
21,183.35 |
21,131.88 |
21,007.43 |
|
R2 |
21,082.70 |
21,082.70 |
20,998.20 |
|
R1 |
21,031.23 |
21,031.23 |
20,988.98 |
21,006.64 |
PP |
20,982.05 |
20,982.05 |
20,982.05 |
20,969.76 |
S1 |
20,930.58 |
20,930.58 |
20,970.52 |
20,905.99 |
S2 |
20,881.40 |
20,881.40 |
20,961.30 |
|
S3 |
20,780.75 |
20,829.93 |
20,952.07 |
|
S4 |
20,680.10 |
20,729.28 |
20,924.39 |
|
|
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 |
21,033.53 |
20,798.90 |
234.63 |
1.1% |
90.16 |
0.4% |
77% |
True |
False |
|
10 |
21,046.85 |
20,798.90 |
247.95 |
1.2% |
94.98 |
0.5% |
73% |
False |
False |
|
20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
99.35 |
0.5% |
87% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
123.82 |
0.6% |
87% |
False |
False |
|
60 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
115.21 |
0.5% |
76% |
False |
False |
|
80 |
21,169.11 |
19,732.36 |
1,436.75 |
6.8% |
112.57 |
0.5% |
87% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
111.05 |
0.5% |
87% |
False |
False |
|
120 |
21,169.11 |
18,962.82 |
2,206.29 |
10.5% |
110.53 |
0.5% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,461.29 |
2.618 |
21,297.03 |
1.618 |
21,196.38 |
1.000 |
21,134.18 |
0.618 |
21,095.73 |
HIGH |
21,033.53 |
0.618 |
20,995.08 |
0.500 |
20,983.21 |
0.382 |
20,971.33 |
LOW |
20,932.88 |
0.618 |
20,870.68 |
1.000 |
20,832.23 |
1.618 |
20,770.03 |
2.618 |
20,669.38 |
4.250 |
20,505.12 |
|
|
Fisher Pivots for day following 16-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,983.21 |
20,970.38 |
PP |
20,982.05 |
20,961.01 |
S1 |
20,980.90 |
20,951.64 |
|