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 |
5,731.50 |
5,781.25 |
49.75 |
0.9% |
5,652.75 |
High |
5,795.50 |
5,796.50 |
1.00 |
0.0% |
5,796.50 |
Low |
5,731.25 |
5,772.75 |
41.50 |
0.7% |
5,648.75 |
Close |
5,782.00 |
5,792.25 |
10.25 |
0.2% |
5,792.25 |
Range |
64.25 |
23.75 |
-40.50 |
-63.0% |
147.75 |
ATR |
48.76 |
46.97 |
-1.79 |
-3.7% |
0.00 |
Volume |
239,940 |
163,404 |
-76,536 |
-31.9% |
1,012,071 |
|
Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,858.50 |
5,849.00 |
5,805.25 |
|
R3 |
5,834.75 |
5,825.25 |
5,798.75 |
|
R2 |
5,811.00 |
5,811.00 |
5,796.50 |
|
R1 |
5,801.50 |
5,801.50 |
5,794.50 |
5,806.25 |
PP |
5,787.25 |
5,787.25 |
5,787.25 |
5,789.50 |
S1 |
5,777.75 |
5,777.75 |
5,790.00 |
5,782.50 |
S2 |
5,763.50 |
5,763.50 |
5,788.00 |
|
S3 |
5,739.75 |
5,754.00 |
5,785.75 |
|
S4 |
5,716.00 |
5,730.25 |
5,779.25 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,189.00 |
6,138.50 |
5,873.50 |
|
R3 |
6,041.25 |
5,990.75 |
5,833.00 |
|
R2 |
5,893.50 |
5,893.50 |
5,819.25 |
|
R1 |
5,843.00 |
5,843.00 |
5,805.75 |
5,868.25 |
PP |
5,745.75 |
5,745.75 |
5,745.75 |
5,758.50 |
S1 |
5,695.25 |
5,695.25 |
5,778.75 |
5,720.50 |
S2 |
5,598.00 |
5,598.00 |
5,765.25 |
|
S3 |
5,450.25 |
5,547.50 |
5,751.50 |
|
S4 |
5,302.50 |
5,399.75 |
5,711.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,796.50 |
5,648.75 |
147.75 |
2.6% |
40.50 |
0.7% |
97% |
True |
False |
202,414 |
10 |
5,796.50 |
5,550.50 |
246.00 |
4.2% |
56.00 |
1.0% |
98% |
True |
False |
269,775 |
20 |
5,796.50 |
5,550.50 |
246.00 |
4.2% |
44.50 |
0.8% |
98% |
True |
False |
229,353 |
40 |
5,796.50 |
5,347.50 |
449.00 |
7.8% |
45.50 |
0.8% |
99% |
True |
False |
228,183 |
60 |
5,796.50 |
5,315.00 |
481.50 |
8.3% |
44.50 |
0.8% |
99% |
True |
False |
212,850 |
80 |
5,796.50 |
5,119.50 |
677.00 |
11.7% |
42.50 |
0.7% |
99% |
True |
False |
159,786 |
100 |
5,796.50 |
4,903.00 |
893.50 |
15.4% |
41.75 |
0.7% |
100% |
True |
False |
127,881 |
120 |
5,796.50 |
4,713.00 |
1,083.50 |
18.7% |
42.25 |
0.7% |
100% |
True |
False |
106,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,897.50 |
2.618 |
5,858.75 |
1.618 |
5,835.00 |
1.000 |
5,820.25 |
0.618 |
5,811.25 |
HIGH |
5,796.50 |
0.618 |
5,787.50 |
0.500 |
5,784.50 |
0.382 |
5,781.75 |
LOW |
5,772.75 |
0.618 |
5,758.00 |
1.000 |
5,749.00 |
1.618 |
5,734.25 |
2.618 |
5,710.50 |
4.250 |
5,671.75 |
|
|
Fisher Pivots for day following 26-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,789.75 |
5,778.50 |
PP |
5,787.25 |
5,764.75 |
S1 |
5,784.50 |
5,751.00 |
|