| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
19,790 |
19,735 |
-55 |
-0.3% |
19,795 |
| High |
19,800 |
19,860 |
60 |
0.3% |
20,005 |
| Low |
19,695 |
19,715 |
20 |
0.1% |
19,295 |
| Close |
19,735 |
19,815 |
80 |
0.4% |
19,695 |
| Range |
105 |
145 |
40 |
38.1% |
710 |
| ATR |
216 |
211 |
-5 |
-2.4% |
0 |
| Volume |
7,701 |
10,890 |
3,189 |
41.4% |
72,481 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,232 |
20,168 |
19,895 |
|
| R3 |
20,087 |
20,023 |
19,855 |
|
| R2 |
19,942 |
19,942 |
19,842 |
|
| R1 |
19,878 |
19,878 |
19,828 |
19,910 |
| PP |
19,797 |
19,797 |
19,797 |
19,813 |
| S1 |
19,733 |
19,733 |
19,802 |
19,765 |
| S2 |
19,652 |
19,652 |
19,789 |
|
| S3 |
19,507 |
19,588 |
19,775 |
|
| S4 |
19,362 |
19,443 |
19,735 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,795 |
21,455 |
20,086 |
|
| R3 |
21,085 |
20,745 |
19,890 |
|
| R2 |
20,375 |
20,375 |
19,825 |
|
| R1 |
20,035 |
20,035 |
19,760 |
19,850 |
| PP |
19,665 |
19,665 |
19,665 |
19,573 |
| S1 |
19,325 |
19,325 |
19,630 |
19,140 |
| S2 |
18,955 |
18,955 |
19,565 |
|
| S3 |
18,245 |
18,615 |
19,500 |
|
| S4 |
17,535 |
17,905 |
19,305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,860 |
19,505 |
355 |
1.8% |
161 |
0.8% |
87% |
True |
False |
9,087 |
| 10 |
20,005 |
19,295 |
710 |
3.6% |
216 |
1.1% |
73% |
False |
False |
11,620 |
| 20 |
20,040 |
19,170 |
870 |
4.4% |
204 |
1.0% |
74% |
False |
False |
10,044 |
| 40 |
20,040 |
18,255 |
1,785 |
9.0% |
217 |
1.1% |
87% |
False |
False |
11,500 |
| 60 |
20,040 |
18,255 |
1,785 |
9.0% |
216 |
1.1% |
87% |
False |
False |
11,294 |
| 80 |
20,040 |
18,255 |
1,785 |
9.0% |
224 |
1.1% |
87% |
False |
False |
8,511 |
| 100 |
20,040 |
18,255 |
1,785 |
9.0% |
226 |
1.1% |
87% |
False |
False |
6,810 |
| 120 |
20,040 |
18,255 |
1,785 |
9.0% |
199 |
1.0% |
87% |
False |
False |
5,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,476 |
|
2.618 |
20,240 |
|
1.618 |
20,095 |
|
1.000 |
20,005 |
|
0.618 |
19,950 |
|
HIGH |
19,860 |
|
0.618 |
19,805 |
|
0.500 |
19,788 |
|
0.382 |
19,771 |
|
LOW |
19,715 |
|
0.618 |
19,626 |
|
1.000 |
19,570 |
|
1.618 |
19,481 |
|
2.618 |
19,336 |
|
4.250 |
19,099 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,806 |
19,785 |
| PP |
19,797 |
19,755 |
| S1 |
19,788 |
19,725 |
|