| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
19,960 |
19,830 |
-130 |
-0.7% |
19,775 |
| High |
20,005 |
19,850 |
-155 |
-0.8% |
20,040 |
| Low |
19,815 |
19,445 |
-370 |
-1.9% |
19,730 |
| Close |
19,860 |
19,460 |
-400 |
-2.0% |
19,820 |
| Range |
190 |
405 |
215 |
113.2% |
310 |
| ATR |
210 |
225 |
15 |
6.9% |
0 |
| Volume |
9,380 |
21,545 |
12,165 |
129.7% |
54,280 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,800 |
20,535 |
19,683 |
|
| R3 |
20,395 |
20,130 |
19,572 |
|
| R2 |
19,990 |
19,990 |
19,534 |
|
| R1 |
19,725 |
19,725 |
19,497 |
19,655 |
| PP |
19,585 |
19,585 |
19,585 |
19,550 |
| S1 |
19,320 |
19,320 |
19,423 |
19,250 |
| S2 |
19,180 |
19,180 |
19,386 |
|
| S3 |
18,775 |
18,915 |
19,349 |
|
| S4 |
18,370 |
18,510 |
19,237 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,793 |
20,617 |
19,991 |
|
| R3 |
20,483 |
20,307 |
19,905 |
|
| R2 |
20,173 |
20,173 |
19,877 |
|
| R1 |
19,997 |
19,997 |
19,849 |
20,085 |
| PP |
19,863 |
19,863 |
19,863 |
19,908 |
| S1 |
19,687 |
19,687 |
19,792 |
19,775 |
| S2 |
19,553 |
19,553 |
19,763 |
|
| S3 |
19,243 |
19,377 |
19,735 |
|
| S4 |
18,933 |
19,067 |
19,650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,005 |
19,445 |
560 |
2.9% |
237 |
1.2% |
3% |
False |
True |
12,100 |
| 10 |
20,040 |
19,445 |
595 |
3.1% |
214 |
1.1% |
3% |
False |
True |
10,530 |
| 20 |
20,040 |
18,400 |
1,640 |
8.4% |
207 |
1.1% |
65% |
False |
False |
10,410 |
| 40 |
20,040 |
18,255 |
1,785 |
9.2% |
225 |
1.2% |
68% |
False |
False |
11,872 |
| 60 |
20,040 |
18,255 |
1,785 |
9.2% |
222 |
1.1% |
68% |
False |
False |
10,212 |
| 80 |
20,040 |
18,255 |
1,785 |
9.2% |
225 |
1.2% |
68% |
False |
False |
7,668 |
| 100 |
20,040 |
18,255 |
1,785 |
9.2% |
218 |
1.1% |
68% |
False |
False |
6,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,571 |
|
2.618 |
20,910 |
|
1.618 |
20,505 |
|
1.000 |
20,255 |
|
0.618 |
20,100 |
|
HIGH |
19,850 |
|
0.618 |
19,695 |
|
0.500 |
19,648 |
|
0.382 |
19,600 |
|
LOW |
19,445 |
|
0.618 |
19,195 |
|
1.000 |
19,040 |
|
1.618 |
18,790 |
|
2.618 |
18,385 |
|
4.250 |
17,724 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,648 |
19,725 |
| PP |
19,585 |
19,637 |
| S1 |
19,523 |
19,548 |
|