Trading Metrics calculated at close of trading on 25-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,949.21 |
21,062.96 |
113.75 |
0.5% |
20,926.74 |
High |
21,022.82 |
21,112.32 |
89.50 |
0.4% |
21,033.53 |
Low |
20,933.58 |
21,051.41 |
117.83 |
0.6% |
20,553.45 |
Close |
21,012.42 |
21,082.95 |
70.53 |
0.3% |
20,804.84 |
Range |
89.24 |
60.91 |
-28.33 |
-31.7% |
480.08 |
ATR |
131.85 |
129.57 |
-2.28 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,264.96 |
21,234.86 |
21,116.45 |
|
R3 |
21,204.05 |
21,173.95 |
21,099.70 |
|
R2 |
21,143.14 |
21,143.14 |
21,094.12 |
|
R1 |
21,113.04 |
21,113.04 |
21,088.53 |
21,128.09 |
PP |
21,082.23 |
21,082.23 |
21,082.23 |
21,089.75 |
S1 |
21,052.13 |
21,052.13 |
21,077.37 |
21,067.18 |
S2 |
21,021.32 |
21,021.32 |
21,071.78 |
|
S3 |
20,960.41 |
20,991.22 |
21,066.20 |
|
S4 |
20,899.50 |
20,930.31 |
21,049.45 |
|
|
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 |
21,112.32 |
20,687.94 |
424.38 |
2.0% |
87.67 |
0.4% |
93% |
True |
False |
|
10 |
21,112.32 |
20,553.45 |
558.87 |
2.7% |
111.34 |
0.5% |
95% |
True |
False |
|
20 |
21,112.32 |
20,553.45 |
558.87 |
2.7% |
101.76 |
0.5% |
95% |
True |
False |
|
40 |
21,112.32 |
20,379.55 |
732.77 |
3.5% |
116.23 |
0.6% |
96% |
True |
False |
|
60 |
21,129.20 |
20,379.55 |
749.65 |
3.6% |
118.13 |
0.6% |
94% |
False |
False |
|
80 |
21,169.11 |
19,831.09 |
1,338.02 |
6.3% |
114.38 |
0.5% |
94% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
114.45 |
0.5% |
94% |
False |
False |
|
120 |
21,169.11 |
19,141.18 |
2,027.93 |
9.6% |
113.37 |
0.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,371.19 |
2.618 |
21,271.78 |
1.618 |
21,210.87 |
1.000 |
21,173.23 |
0.618 |
21,149.96 |
HIGH |
21,112.32 |
0.618 |
21,089.05 |
0.500 |
21,081.87 |
0.382 |
21,074.68 |
LOW |
21,051.41 |
0.618 |
21,013.77 |
1.000 |
20,990.50 |
1.618 |
20,952.86 |
2.618 |
20,891.95 |
4.250 |
20,792.54 |
|
|
Fisher Pivots for day following 25-May-2017 |
Pivot |
1 day |
3 day |
R1 |
21,082.59 |
21,056.72 |
PP |
21,082.23 |
21,030.50 |
S1 |
21,081.87 |
21,004.27 |
|