Trading Metrics calculated at close of trading on 30-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
Open |
21,070.15 |
21,045.49 |
-24.66 |
-0.1% |
20,867.77 |
High |
21,092.82 |
21,063.62 |
-29.20 |
-0.1% |
21,112.32 |
Low |
21,050.49 |
21,009.60 |
-40.89 |
-0.2% |
20,860.16 |
Close |
21,080.28 |
21,029.47 |
-50.81 |
-0.2% |
21,080.28 |
Range |
42.33 |
54.02 |
11.69 |
27.6% |
252.16 |
ATR |
123.34 |
119.58 |
-3.76 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,196.29 |
21,166.90 |
21,059.18 |
|
R3 |
21,142.27 |
21,112.88 |
21,044.33 |
|
R2 |
21,088.25 |
21,088.25 |
21,039.37 |
|
R1 |
21,058.86 |
21,058.86 |
21,034.42 |
21,046.55 |
PP |
21,034.23 |
21,034.23 |
21,034.23 |
21,028.07 |
S1 |
21,004.84 |
21,004.84 |
21,024.52 |
20,992.53 |
S2 |
20,980.21 |
20,980.21 |
21,019.57 |
|
S3 |
20,926.19 |
20,950.82 |
21,014.61 |
|
S4 |
20,872.17 |
20,896.80 |
20,999.76 |
|
|
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 |
20,896.22 |
216.10 |
1.0% |
62.28 |
0.3% |
62% |
False |
False |
|
10 |
21,112.32 |
20,553.45 |
558.87 |
2.7% |
108.62 |
0.5% |
85% |
False |
False |
|
20 |
21,112.32 |
20,553.45 |
558.87 |
2.7% |
99.61 |
0.5% |
85% |
False |
False |
|
40 |
21,112.32 |
20,379.55 |
732.77 |
3.5% |
114.34 |
0.5% |
89% |
False |
False |
|
60 |
21,112.32 |
20,379.55 |
732.77 |
3.5% |
116.09 |
0.6% |
89% |
False |
False |
|
80 |
21,169.11 |
19,964.21 |
1,204.90 |
5.7% |
112.91 |
0.5% |
88% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
113.01 |
0.5% |
91% |
False |
False |
|
120 |
21,169.11 |
19,184.74 |
1,984.37 |
9.4% |
112.98 |
0.5% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,293.21 |
2.618 |
21,205.04 |
1.618 |
21,151.02 |
1.000 |
21,117.64 |
0.618 |
21,097.00 |
HIGH |
21,063.62 |
0.618 |
21,042.98 |
0.500 |
21,036.61 |
0.382 |
21,030.24 |
LOW |
21,009.60 |
0.618 |
20,976.22 |
1.000 |
20,955.58 |
1.618 |
20,922.20 |
2.618 |
20,868.18 |
4.250 |
20,780.02 |
|
|
Fisher Pivots for day following 30-May-2017 |
Pivot |
1 day |
3 day |
R1 |
21,036.61 |
21,060.96 |
PP |
21,034.23 |
21,050.46 |
S1 |
21,031.85 |
21,039.97 |
|