Trading Metrics calculated at close of trading on 23-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,867.77 |
20,908.67 |
40.90 |
0.2% |
20,926.74 |
High |
20,914.26 |
20,961.14 |
46.88 |
0.2% |
21,033.53 |
Low |
20,860.16 |
20,896.22 |
36.06 |
0.2% |
20,553.45 |
Close |
20,894.83 |
20,937.91 |
43.08 |
0.2% |
20,804.84 |
Range |
54.10 |
64.92 |
10.82 |
20.0% |
480.08 |
ATR |
140.43 |
135.13 |
-5.29 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,126.52 |
21,097.13 |
20,973.62 |
|
R3 |
21,061.60 |
21,032.21 |
20,955.76 |
|
R2 |
20,996.68 |
20,996.68 |
20,949.81 |
|
R1 |
20,967.29 |
20,967.29 |
20,943.86 |
20,981.99 |
PP |
20,931.76 |
20,931.76 |
20,931.76 |
20,939.10 |
S1 |
20,902.37 |
20,902.37 |
20,931.96 |
20,917.07 |
S2 |
20,866.84 |
20,866.84 |
20,926.01 |
|
S3 |
20,801.92 |
20,837.45 |
20,920.06 |
|
S4 |
20,737.00 |
20,772.53 |
20,902.20 |
|
|
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 |
20,961.14 |
20,553.45 |
407.69 |
1.9% |
147.81 |
0.7% |
94% |
True |
False |
|
10 |
21,033.53 |
20,553.45 |
480.08 |
2.3% |
118.99 |
0.6% |
80% |
False |
False |
|
20 |
21,070.90 |
20,553.45 |
517.45 |
2.5% |
102.68 |
0.5% |
74% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
119.36 |
0.6% |
81% |
False |
False |
|
60 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
120.16 |
0.6% |
71% |
False |
False |
|
80 |
21,169.11 |
19,784.77 |
1,384.34 |
6.6% |
116.15 |
0.6% |
83% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
115.18 |
0.6% |
84% |
False |
False |
|
120 |
21,169.11 |
19,123.38 |
2,045.73 |
9.8% |
113.60 |
0.5% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,237.05 |
2.618 |
21,131.10 |
1.618 |
21,066.18 |
1.000 |
21,026.06 |
0.618 |
21,001.26 |
HIGH |
20,961.14 |
0.618 |
20,936.34 |
0.500 |
20,928.68 |
0.382 |
20,921.02 |
LOW |
20,896.22 |
0.618 |
20,856.10 |
1.000 |
20,831.30 |
1.618 |
20,791.18 |
2.618 |
20,726.26 |
4.250 |
20,620.31 |
|
|
Fisher Pivots for day following 23-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,934.83 |
20,900.12 |
PP |
20,931.76 |
20,862.33 |
S1 |
20,928.68 |
20,824.54 |
|