Trading Metrics calculated at close of trading on 26-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
Open |
21,062.96 |
21,070.15 |
7.19 |
0.0% |
20,867.77 |
High |
21,112.32 |
21,092.82 |
-19.50 |
-0.1% |
21,112.32 |
Low |
21,051.41 |
21,050.49 |
-0.92 |
0.0% |
20,860.16 |
Close |
21,082.95 |
21,080.28 |
-2.67 |
0.0% |
21,080.28 |
Range |
60.91 |
42.33 |
-18.58 |
-30.5% |
252.16 |
ATR |
129.57 |
123.34 |
-6.23 |
-4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,201.52 |
21,183.23 |
21,103.56 |
|
R3 |
21,159.19 |
21,140.90 |
21,091.92 |
|
R2 |
21,116.86 |
21,116.86 |
21,088.04 |
|
R1 |
21,098.57 |
21,098.57 |
21,084.16 |
21,107.72 |
PP |
21,074.53 |
21,074.53 |
21,074.53 |
21,079.10 |
S1 |
21,056.24 |
21,056.24 |
21,076.40 |
21,065.39 |
S2 |
21,032.20 |
21,032.20 |
21,072.52 |
|
S3 |
20,989.87 |
21,013.91 |
21,068.64 |
|
S4 |
20,947.54 |
20,971.58 |
21,057.00 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,774.07 |
21,679.33 |
21,218.97 |
|
R3 |
21,521.91 |
21,427.17 |
21,149.62 |
|
R2 |
21,269.75 |
21,269.75 |
21,126.51 |
|
R1 |
21,175.01 |
21,175.01 |
21,103.39 |
21,222.38 |
PP |
21,017.59 |
21,017.59 |
21,017.59 |
21,041.27 |
S1 |
20,922.85 |
20,922.85 |
21,057.17 |
20,970.22 |
S2 |
20,765.43 |
20,765.43 |
21,034.05 |
|
S3 |
20,513.27 |
20,670.69 |
21,010.94 |
|
S4 |
20,261.11 |
20,418.53 |
20,941.59 |
|
|
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 |
20,860.16 |
252.16 |
1.2% |
62.30 |
0.3% |
87% |
False |
False |
|
10 |
21,112.32 |
20,553.45 |
558.87 |
2.7% |
110.94 |
0.5% |
94% |
False |
False |
|
20 |
21,112.32 |
20,553.45 |
558.87 |
2.7% |
100.82 |
0.5% |
94% |
False |
False |
|
40 |
21,112.32 |
20,379.55 |
732.77 |
3.5% |
114.53 |
0.5% |
96% |
False |
False |
|
60 |
21,112.32 |
20,379.55 |
732.77 |
3.5% |
116.63 |
0.6% |
96% |
False |
False |
|
80 |
21,169.11 |
19,831.09 |
1,338.02 |
6.3% |
113.39 |
0.5% |
93% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
113.25 |
0.5% |
94% |
False |
False |
|
120 |
21,169.11 |
19,184.74 |
1,984.37 |
9.4% |
113.26 |
0.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,272.72 |
2.618 |
21,203.64 |
1.618 |
21,161.31 |
1.000 |
21,135.15 |
0.618 |
21,118.98 |
HIGH |
21,092.82 |
0.618 |
21,076.65 |
0.500 |
21,071.66 |
0.382 |
21,066.66 |
LOW |
21,050.49 |
0.618 |
21,024.33 |
1.000 |
21,008.16 |
1.618 |
20,982.00 |
2.618 |
20,939.67 |
4.250 |
20,870.59 |
|
|
Fisher Pivots for day following 26-May-2017 |
Pivot |
1 day |
3 day |
R1 |
21,077.41 |
21,061.17 |
PP |
21,074.53 |
21,042.06 |
S1 |
21,071.66 |
21,022.95 |
|