Trading Metrics calculated at close of trading on 19-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,579.65 |
20,698.28 |
118.63 |
0.6% |
20,926.74 |
High |
20,759.20 |
20,857.13 |
97.93 |
0.5% |
21,033.53 |
Low |
20,553.45 |
20,687.94 |
134.49 |
0.7% |
20,553.45 |
Close |
20,663.02 |
20,804.84 |
141.82 |
0.7% |
20,804.84 |
Range |
205.75 |
169.19 |
-36.56 |
-17.8% |
480.08 |
ATR |
138.87 |
142.81 |
3.95 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,290.87 |
21,217.05 |
20,897.89 |
|
R3 |
21,121.68 |
21,047.86 |
20,851.37 |
|
R2 |
20,952.49 |
20,952.49 |
20,835.86 |
|
R1 |
20,878.67 |
20,878.67 |
20,820.35 |
20,915.58 |
PP |
20,783.30 |
20,783.30 |
20,783.30 |
20,801.76 |
S1 |
20,709.48 |
20,709.48 |
20,789.33 |
20,746.39 |
S2 |
20,614.11 |
20,614.11 |
20,773.82 |
|
S3 |
20,444.92 |
20,540.29 |
20,758.31 |
|
S4 |
20,275.73 |
20,371.10 |
20,711.79 |
|
|
Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,237.51 |
22,001.26 |
21,068.88 |
|
R3 |
21,757.43 |
21,521.18 |
20,936.86 |
|
R2 |
21,277.35 |
21,277.35 |
20,892.85 |
|
R1 |
21,041.10 |
21,041.10 |
20,848.85 |
20,919.19 |
PP |
20,797.27 |
20,797.27 |
20,797.27 |
20,736.32 |
S1 |
20,561.02 |
20,561.02 |
20,760.83 |
20,439.11 |
S2 |
20,317.19 |
20,317.19 |
20,716.83 |
|
S3 |
19,837.11 |
20,080.94 |
20,672.82 |
|
S4 |
19,357.03 |
19,600.86 |
20,540.80 |
|
|
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% |
159.58 |
0.8% |
52% |
False |
False |
|
10 |
21,046.85 |
20,553.45 |
493.40 |
2.4% |
122.65 |
0.6% |
51% |
False |
False |
|
20 |
21,070.90 |
20,553.45 |
517.45 |
2.5% |
106.04 |
0.5% |
49% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
125.24 |
0.6% |
62% |
False |
False |
|
60 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
120.92 |
0.6% |
54% |
False |
False |
|
80 |
21,169.11 |
19,784.77 |
1,384.34 |
6.7% |
115.93 |
0.6% |
74% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
115.93 |
0.6% |
76% |
False |
False |
|
120 |
21,169.11 |
19,062.22 |
2,106.89 |
10.1% |
113.84 |
0.5% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,576.19 |
2.618 |
21,300.07 |
1.618 |
21,130.88 |
1.000 |
21,026.32 |
0.618 |
20,961.69 |
HIGH |
20,857.13 |
0.618 |
20,792.50 |
0.500 |
20,772.54 |
0.382 |
20,752.57 |
LOW |
20,687.94 |
0.618 |
20,583.38 |
1.000 |
20,518.75 |
1.618 |
20,414.19 |
2.618 |
20,245.00 |
4.250 |
19,968.88 |
|
|
Fisher Pivots for day following 19-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,794.07 |
20,771.66 |
PP |
20,783.30 |
20,738.47 |
S1 |
20,772.54 |
20,705.29 |
|