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 |
14.38 |
14.09 |
-0.29 |
-2.0% |
14.41 |
High |
14.45 |
14.30 |
-0.15 |
-1.0% |
14.55 |
Low |
14.16 |
14.01 |
-0.15 |
-1.1% |
14.01 |
Close |
14.25 |
14.17 |
-0.08 |
-0.6% |
14.17 |
Range |
0.29 |
0.29 |
0.00 |
0.0% |
0.54 |
ATR |
0.29 |
0.29 |
0.00 |
-0.1% |
0.00 |
Volume |
4,721,800 |
57,128,500 |
52,406,700 |
1,109.9% |
70,553,600 |
|
Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.03 |
14.89 |
14.33 |
|
R3 |
14.74 |
14.60 |
14.25 |
|
R2 |
14.45 |
14.45 |
14.22 |
|
R1 |
14.31 |
14.31 |
14.20 |
14.38 |
PP |
14.16 |
14.16 |
14.16 |
14.20 |
S1 |
14.02 |
14.02 |
14.14 |
14.09 |
S2 |
13.87 |
13.87 |
14.12 |
|
S3 |
13.58 |
13.73 |
14.09 |
|
S4 |
13.29 |
13.44 |
14.01 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.86 |
15.56 |
14.47 |
|
R3 |
15.32 |
15.02 |
14.32 |
|
R2 |
14.78 |
14.78 |
14.27 |
|
R1 |
14.48 |
14.48 |
14.22 |
14.36 |
PP |
14.24 |
14.24 |
14.24 |
14.19 |
S1 |
13.94 |
13.94 |
14.12 |
13.82 |
S2 |
13.70 |
13.70 |
14.07 |
|
S3 |
13.16 |
13.40 |
14.02 |
|
S4 |
12.62 |
12.86 |
13.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14.55 |
14.01 |
0.54 |
3.8% |
0.23 |
1.7% |
30% |
False |
True |
14,110,720 |
10 |
14.81 |
13.76 |
1.05 |
7.4% |
0.29 |
2.0% |
39% |
False |
False |
8,433,480 |
20 |
14.81 |
13.34 |
1.47 |
10.4% |
0.27 |
1.9% |
56% |
False |
False |
5,713,590 |
40 |
14.81 |
12.75 |
2.06 |
14.5% |
0.25 |
1.8% |
69% |
False |
False |
3,841,042 |
60 |
14.81 |
12.01 |
2.80 |
19.8% |
0.24 |
1.7% |
77% |
False |
False |
3,054,348 |
80 |
14.81 |
11.96 |
2.85 |
20.1% |
0.23 |
1.7% |
78% |
False |
False |
2,664,473 |
100 |
14.81 |
11.96 |
2.85 |
20.1% |
0.25 |
1.8% |
78% |
False |
False |
2,435,332 |
120 |
14.81 |
11.96 |
2.85 |
20.1% |
0.26 |
1.8% |
78% |
False |
False |
2,230,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.53 |
2.618 |
15.06 |
1.618 |
14.77 |
1.000 |
14.59 |
0.618 |
14.48 |
HIGH |
14.30 |
0.618 |
14.19 |
0.500 |
14.16 |
0.382 |
14.12 |
LOW |
14.01 |
0.618 |
13.83 |
1.000 |
13.72 |
1.618 |
13.54 |
2.618 |
13.25 |
4.250 |
12.78 |
|
|
Fisher Pivots for day following 26-May-2017 |
Pivot |
1 day |
3 day |
R1 |
14.17 |
14.23 |
PP |
14.16 |
14.21 |
S1 |
14.16 |
14.19 |
|