| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
21,070 |
21,020 |
-50 |
-0.2% |
20,788 |
| High |
21,091 |
21,060 |
-31 |
-0.1% |
21,095 |
| Low |
20,998 |
20,929 |
-69 |
-0.3% |
20,766 |
| Close |
21,015 |
21,002 |
-13 |
-0.1% |
21,066 |
| Range |
93 |
131 |
38 |
40.9% |
329 |
| ATR |
136 |
136 |
0 |
-0.3% |
0 |
| Volume |
101,700 |
128,420 |
26,720 |
26.3% |
488,374 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,390 |
21,327 |
21,074 |
|
| R3 |
21,259 |
21,196 |
21,038 |
|
| R2 |
21,128 |
21,128 |
21,026 |
|
| R1 |
21,065 |
21,065 |
21,014 |
21,031 |
| PP |
20,997 |
20,997 |
20,997 |
20,980 |
| S1 |
20,934 |
20,934 |
20,990 |
20,900 |
| S2 |
20,866 |
20,866 |
20,978 |
|
| S3 |
20,735 |
20,803 |
20,966 |
|
| S4 |
20,604 |
20,672 |
20,930 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,963 |
21,843 |
21,247 |
|
| R3 |
21,634 |
21,514 |
21,157 |
|
| R2 |
21,305 |
21,305 |
21,126 |
|
| R1 |
21,185 |
21,185 |
21,096 |
21,245 |
| PP |
20,976 |
20,976 |
20,976 |
21,006 |
| S1 |
20,856 |
20,856 |
21,036 |
20,916 |
| S2 |
20,647 |
20,647 |
21,006 |
|
| S3 |
20,318 |
20,527 |
20,976 |
|
| S4 |
19,989 |
20,198 |
20,885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,095 |
20,894 |
201 |
1.0% |
99 |
0.5% |
54% |
False |
False |
103,454 |
| 10 |
21,095 |
20,474 |
621 |
3.0% |
156 |
0.7% |
85% |
False |
False |
140,474 |
| 20 |
21,095 |
20,474 |
621 |
3.0% |
136 |
0.6% |
85% |
False |
False |
119,982 |
| 40 |
21,095 |
20,311 |
784 |
3.7% |
147 |
0.7% |
88% |
False |
False |
128,256 |
| 60 |
21,095 |
20,311 |
784 |
3.7% |
143 |
0.7% |
88% |
False |
False |
130,292 |
| 80 |
21,106 |
19,870 |
1,236 |
5.9% |
138 |
0.7% |
92% |
False |
False |
97,825 |
| 100 |
21,106 |
19,552 |
1,554 |
7.4% |
137 |
0.7% |
93% |
False |
False |
78,284 |
| 120 |
21,106 |
19,225 |
1,881 |
9.0% |
132 |
0.6% |
94% |
False |
False |
65,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,617 |
|
2.618 |
21,403 |
|
1.618 |
21,272 |
|
1.000 |
21,191 |
|
0.618 |
21,141 |
|
HIGH |
21,060 |
|
0.618 |
21,010 |
|
0.500 |
20,995 |
|
0.382 |
20,979 |
|
LOW |
20,929 |
|
0.618 |
20,848 |
|
1.000 |
20,798 |
|
1.618 |
20,717 |
|
2.618 |
20,586 |
|
4.250 |
20,372 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,000 |
21,010 |
| PP |
20,997 |
21,007 |
| S1 |
20,995 |
21,005 |
|