Trading Metrics calculated at close of trading on 22-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,698.28 |
20,867.77 |
169.49 |
0.8% |
20,926.74 |
High |
20,857.13 |
20,914.26 |
57.13 |
0.3% |
21,033.53 |
Low |
20,687.94 |
20,860.16 |
172.22 |
0.8% |
20,553.45 |
Close |
20,804.84 |
20,894.83 |
89.99 |
0.4% |
20,804.84 |
Range |
169.19 |
54.10 |
-115.09 |
-68.0% |
480.08 |
ATR |
142.81 |
140.43 |
-2.39 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,052.05 |
21,027.54 |
20,924.59 |
|
R3 |
20,997.95 |
20,973.44 |
20,909.71 |
|
R2 |
20,943.85 |
20,943.85 |
20,904.75 |
|
R1 |
20,919.34 |
20,919.34 |
20,899.79 |
20,931.60 |
PP |
20,889.75 |
20,889.75 |
20,889.75 |
20,895.88 |
S1 |
20,865.24 |
20,865.24 |
20,889.87 |
20,877.50 |
S2 |
20,835.65 |
20,835.65 |
20,884.91 |
|
S3 |
20,781.55 |
20,811.14 |
20,879.95 |
|
S4 |
20,727.45 |
20,757.04 |
20,865.08 |
|
|
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% |
154.96 |
0.7% |
71% |
False |
False |
|
10 |
21,046.85 |
20,553.45 |
493.40 |
2.4% |
123.37 |
0.6% |
69% |
False |
False |
|
20 |
21,070.90 |
20,553.45 |
517.45 |
2.5% |
105.31 |
0.5% |
66% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
121.87 |
0.6% |
75% |
False |
False |
|
60 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
120.35 |
0.6% |
65% |
False |
False |
|
80 |
21,169.11 |
19,784.77 |
1,384.34 |
6.6% |
115.88 |
0.6% |
80% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
116.07 |
0.6% |
82% |
False |
False |
|
120 |
21,169.11 |
19,062.22 |
2,106.89 |
10.1% |
113.74 |
0.5% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,144.19 |
2.618 |
21,055.89 |
1.618 |
21,001.79 |
1.000 |
20,968.36 |
0.618 |
20,947.69 |
HIGH |
20,914.26 |
0.618 |
20,893.59 |
0.500 |
20,887.21 |
0.382 |
20,880.83 |
LOW |
20,860.16 |
0.618 |
20,826.73 |
1.000 |
20,806.06 |
1.618 |
20,772.63 |
2.618 |
20,718.53 |
4.250 |
20,630.24 |
|
|
Fisher Pivots for day following 22-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,892.29 |
20,841.17 |
PP |
20,889.75 |
20,787.51 |
S1 |
20,887.21 |
20,733.86 |
|