Trading Metrics calculated at close of trading on 31-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
Open |
21,045.49 |
21,048.46 |
2.97 |
0.0% |
20,867.77 |
High |
21,063.62 |
21,051.70 |
-11.92 |
-0.1% |
21,112.32 |
Low |
21,009.60 |
20,942.57 |
-67.03 |
-0.3% |
20,860.16 |
Close |
21,029.47 |
21,008.65 |
-20.82 |
-0.1% |
21,080.28 |
Range |
54.02 |
109.13 |
55.11 |
102.0% |
252.16 |
ATR |
119.58 |
118.83 |
-0.75 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,328.36 |
21,277.64 |
21,068.67 |
|
R3 |
21,219.23 |
21,168.51 |
21,038.66 |
|
R2 |
21,110.10 |
21,110.10 |
21,028.66 |
|
R1 |
21,059.38 |
21,059.38 |
21,018.65 |
21,030.18 |
PP |
21,000.97 |
21,000.97 |
21,000.97 |
20,986.37 |
S1 |
20,950.25 |
20,950.25 |
20,998.65 |
20,921.05 |
S2 |
20,891.84 |
20,891.84 |
20,988.64 |
|
S3 |
20,782.71 |
20,841.12 |
20,978.64 |
|
S4 |
20,673.58 |
20,731.99 |
20,948.63 |
|
|
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 |
20,933.58 |
178.74 |
0.9% |
71.13 |
0.3% |
42% |
False |
False |
|
10 |
21,112.32 |
20,553.45 |
558.87 |
2.7% |
109.47 |
0.5% |
81% |
False |
False |
|
20 |
21,112.32 |
20,553.45 |
558.87 |
2.7% |
102.22 |
0.5% |
81% |
False |
False |
|
40 |
21,112.32 |
20,379.55 |
732.77 |
3.5% |
112.70 |
0.5% |
86% |
False |
False |
|
60 |
21,112.32 |
20,379.55 |
732.77 |
3.5% |
116.67 |
0.6% |
86% |
False |
False |
|
80 |
21,169.11 |
20,002.81 |
1,166.30 |
5.6% |
112.81 |
0.5% |
86% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
112.73 |
0.5% |
89% |
False |
False |
|
120 |
21,169.11 |
19,229.83 |
1,939.28 |
9.2% |
113.30 |
0.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,515.50 |
2.618 |
21,337.40 |
1.618 |
21,228.27 |
1.000 |
21,160.83 |
0.618 |
21,119.14 |
HIGH |
21,051.70 |
0.618 |
21,010.01 |
0.500 |
20,997.14 |
0.382 |
20,984.26 |
LOW |
20,942.57 |
0.618 |
20,875.13 |
1.000 |
20,833.44 |
1.618 |
20,766.00 |
2.618 |
20,656.87 |
4.250 |
20,478.77 |
|
|
Fisher Pivots for day following 31-May-2017 |
Pivot |
1 day |
3 day |
R1 |
21,004.81 |
21,017.70 |
PP |
21,000.97 |
21,014.68 |
S1 |
20,997.14 |
21,011.67 |
|