Trading Metrics calculated at close of trading on 24-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,908.67 |
20,949.21 |
40.54 |
0.2% |
20,926.74 |
High |
20,961.14 |
21,022.82 |
61.68 |
0.3% |
21,033.53 |
Low |
20,896.22 |
20,933.58 |
37.36 |
0.2% |
20,553.45 |
Close |
20,937.91 |
21,012.42 |
74.51 |
0.4% |
20,804.84 |
Range |
64.92 |
89.24 |
24.32 |
37.5% |
480.08 |
ATR |
135.13 |
131.85 |
-3.28 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,257.33 |
21,224.11 |
21,061.50 |
|
R3 |
21,168.09 |
21,134.87 |
21,036.96 |
|
R2 |
21,078.85 |
21,078.85 |
21,028.78 |
|
R1 |
21,045.63 |
21,045.63 |
21,020.60 |
21,062.24 |
PP |
20,989.61 |
20,989.61 |
20,989.61 |
20,997.91 |
S1 |
20,956.39 |
20,956.39 |
21,004.24 |
20,973.00 |
S2 |
20,900.37 |
20,900.37 |
20,996.06 |
|
S3 |
20,811.13 |
20,867.15 |
20,987.88 |
|
S4 |
20,721.89 |
20,777.91 |
20,963.34 |
|
|
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 |
21,022.82 |
20,553.45 |
469.37 |
2.2% |
116.64 |
0.6% |
98% |
True |
False |
|
10 |
21,033.53 |
20,553.45 |
480.08 |
2.3% |
118.70 |
0.6% |
96% |
False |
False |
|
20 |
21,046.85 |
20,553.45 |
493.40 |
2.3% |
102.21 |
0.5% |
93% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
116.20 |
0.6% |
92% |
False |
False |
|
60 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
120.65 |
0.6% |
80% |
False |
False |
|
80 |
21,169.11 |
19,784.77 |
1,384.34 |
6.6% |
115.28 |
0.5% |
89% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
115.18 |
0.5% |
89% |
False |
False |
|
120 |
21,169.11 |
19,138.79 |
2,030.32 |
9.7% |
113.49 |
0.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,402.09 |
2.618 |
21,256.45 |
1.618 |
21,167.21 |
1.000 |
21,112.06 |
0.618 |
21,077.97 |
HIGH |
21,022.82 |
0.618 |
20,988.73 |
0.500 |
20,978.20 |
0.382 |
20,967.67 |
LOW |
20,933.58 |
0.618 |
20,878.43 |
1.000 |
20,844.34 |
1.618 |
20,789.19 |
2.618 |
20,699.95 |
4.250 |
20,554.31 |
|
|
Fisher Pivots for day following 24-May-2017 |
Pivot |
1 day |
3 day |
R1 |
21,001.01 |
20,988.78 |
PP |
20,989.61 |
20,965.13 |
S1 |
20,978.20 |
20,941.49 |
|