Trading Metrics calculated at close of trading on 18-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,846.17 |
20,579.65 |
-266.52 |
-1.3% |
20,991.26 |
High |
20,846.17 |
20,759.20 |
-86.97 |
-0.4% |
21,046.85 |
Low |
20,601.08 |
20,553.45 |
-47.63 |
-0.2% |
20,798.90 |
Close |
20,606.93 |
20,663.02 |
56.09 |
0.3% |
20,896.61 |
Range |
245.09 |
205.75 |
-39.34 |
-16.1% |
247.95 |
ATR |
133.72 |
138.87 |
5.14 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,275.81 |
21,175.16 |
20,776.18 |
|
R3 |
21,070.06 |
20,969.41 |
20,719.60 |
|
R2 |
20,864.31 |
20,864.31 |
20,700.74 |
|
R1 |
20,763.66 |
20,763.66 |
20,681.88 |
20,813.99 |
PP |
20,658.56 |
20,658.56 |
20,658.56 |
20,683.72 |
S1 |
20,557.91 |
20,557.91 |
20,644.16 |
20,608.24 |
S2 |
20,452.81 |
20,452.81 |
20,625.30 |
|
S3 |
20,247.06 |
20,352.16 |
20,606.44 |
|
S4 |
20,041.31 |
20,146.41 |
20,549.86 |
|
|
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 |
20,553.45 |
480.08 |
2.3% |
135.01 |
0.7% |
23% |
False |
True |
|
10 |
21,046.85 |
20,553.45 |
493.40 |
2.4% |
115.92 |
0.6% |
22% |
False |
True |
|
20 |
21,070.90 |
20,505.33 |
565.57 |
2.7% |
102.38 |
0.5% |
28% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
124.49 |
0.6% |
41% |
False |
False |
|
60 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
119.67 |
0.6% |
36% |
False |
False |
|
80 |
21,169.11 |
19,784.77 |
1,384.34 |
6.7% |
114.91 |
0.6% |
63% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
114.59 |
0.6% |
66% |
False |
False |
|
120 |
21,169.11 |
19,062.22 |
2,106.89 |
10.2% |
112.92 |
0.5% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,633.64 |
2.618 |
21,297.85 |
1.618 |
21,092.10 |
1.000 |
20,964.95 |
0.618 |
20,886.35 |
HIGH |
20,759.20 |
0.618 |
20,680.60 |
0.500 |
20,656.33 |
0.382 |
20,632.05 |
LOW |
20,553.45 |
0.618 |
20,426.30 |
1.000 |
20,347.70 |
1.618 |
20,220.55 |
2.618 |
20,014.80 |
4.250 |
19,679.01 |
|
|
Fisher Pivots for day following 18-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,660.79 |
20,793.49 |
PP |
20,658.56 |
20,750.00 |
S1 |
20,656.33 |
20,706.51 |
|