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 |
5,781.25 |
5,793.00 |
11.75 |
0.2% |
5,652.75 |
High |
5,796.50 |
5,803.50 |
7.00 |
0.1% |
5,796.50 |
Low |
5,772.75 |
5,778.25 |
5.50 |
0.1% |
5,648.75 |
Close |
5,792.25 |
5,792.00 |
-0.25 |
0.0% |
5,792.25 |
Range |
23.75 |
25.25 |
1.50 |
6.3% |
147.75 |
ATR |
46.97 |
45.42 |
-1.55 |
-3.3% |
0.00 |
Volume |
163,404 |
197,717 |
34,313 |
21.0% |
1,012,071 |
|
Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,867.00 |
5,854.75 |
5,806.00 |
|
R3 |
5,841.75 |
5,829.50 |
5,799.00 |
|
R2 |
5,816.50 |
5,816.50 |
5,796.75 |
|
R1 |
5,804.25 |
5,804.25 |
5,794.25 |
5,797.75 |
PP |
5,791.25 |
5,791.25 |
5,791.25 |
5,788.00 |
S1 |
5,779.00 |
5,779.00 |
5,789.75 |
5,772.50 |
S2 |
5,766.00 |
5,766.00 |
5,787.25 |
|
S3 |
5,740.75 |
5,753.75 |
5,785.00 |
|
S4 |
5,715.50 |
5,728.50 |
5,778.00 |
|
|
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 |
5,803.50 |
5,688.50 |
115.00 |
2.0% |
34.50 |
0.6% |
90% |
True |
False |
202,317 |
10 |
5,803.50 |
5,550.50 |
253.00 |
4.4% |
56.00 |
1.0% |
95% |
True |
False |
271,455 |
20 |
5,803.50 |
5,550.50 |
253.00 |
4.4% |
42.75 |
0.7% |
95% |
True |
False |
230,937 |
40 |
5,803.50 |
5,347.50 |
456.00 |
7.9% |
45.50 |
0.8% |
97% |
True |
False |
228,959 |
60 |
5,803.50 |
5,315.00 |
488.50 |
8.4% |
44.50 |
0.8% |
98% |
True |
False |
216,112 |
80 |
5,803.50 |
5,120.00 |
683.50 |
11.8% |
42.25 |
0.7% |
98% |
True |
False |
162,253 |
100 |
5,803.50 |
4,920.50 |
883.00 |
15.2% |
41.75 |
0.7% |
99% |
True |
False |
129,857 |
120 |
5,803.50 |
4,765.50 |
1,038.00 |
17.9% |
42.00 |
0.7% |
99% |
True |
False |
108,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,910.75 |
2.618 |
5,869.50 |
1.618 |
5,844.25 |
1.000 |
5,828.75 |
0.618 |
5,819.00 |
HIGH |
5,803.50 |
0.618 |
5,793.75 |
0.500 |
5,791.00 |
0.382 |
5,788.00 |
LOW |
5,778.25 |
0.618 |
5,762.75 |
1.000 |
5,753.00 |
1.618 |
5,737.50 |
2.618 |
5,712.25 |
4.250 |
5,671.00 |
|
|
Fisher Pivots for day following 30-May-2017 |
Pivot |
1 day |
3 day |
R1 |
5,791.50 |
5,783.75 |
PP |
5,791.25 |
5,775.50 |
S1 |
5,791.00 |
5,767.50 |
|