Trading Metrics calculated at close of trading on 23-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
Open |
13,140.0 |
13,120.5 |
-19.5 |
-0.1% |
13,033.5 |
High |
13,206.0 |
13,150.5 |
-55.5 |
-0.4% |
13,138.0 |
Low |
13,057.5 |
12,926.0 |
-131.5 |
-1.0% |
12,918.0 |
Close |
13,194.0 |
12,974.0 |
-220.0 |
-1.7% |
13,065.5 |
Range |
148.5 |
224.5 |
76.0 |
51.2% |
220.0 |
ATR |
132.8 |
142.5 |
9.7 |
7.3% |
0.0 |
Volume |
123,934 |
117,034 |
-6,900 |
-5.6% |
413,572 |
|
Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,690.3 |
13,556.7 |
13,097.5 |
|
R3 |
13,465.8 |
13,332.2 |
13,035.7 |
|
R2 |
13,241.3 |
13,241.3 |
13,015.2 |
|
R1 |
13,107.7 |
13,107.7 |
12,994.6 |
13,062.3 |
PP |
13,016.8 |
13,016.8 |
13,016.8 |
12,994.1 |
S1 |
12,883.2 |
12,883.2 |
12,953.4 |
12,837.8 |
S2 |
12,792.3 |
12,792.3 |
12,932.8 |
|
S3 |
12,567.8 |
12,658.7 |
12,912.3 |
|
S4 |
12,343.3 |
12,434.2 |
12,850.5 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,700.5 |
13,603.0 |
13,186.5 |
|
R3 |
13,480.5 |
13,383.0 |
13,126.0 |
|
R2 |
13,260.5 |
13,260.5 |
13,105.8 |
|
R1 |
13,163.0 |
13,163.0 |
13,085.7 |
13,211.8 |
PP |
13,040.5 |
13,040.5 |
13,040.5 |
13,064.9 |
S1 |
12,943.0 |
12,943.0 |
13,045.3 |
12,991.8 |
S2 |
12,820.5 |
12,820.5 |
13,025.2 |
|
S3 |
12,600.5 |
12,723.0 |
13,005.0 |
|
S4 |
12,380.5 |
12,503.0 |
12,944.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,206.0 |
12,926.0 |
280.0 |
2.2% |
122.8 |
0.9% |
17% |
False |
True |
81,339 |
10 |
13,206.0 |
12,918.0 |
288.0 |
2.2% |
109.9 |
0.8% |
19% |
False |
False |
79,815 |
20 |
13,206.0 |
12,322.0 |
884.0 |
6.8% |
126.7 |
1.0% |
74% |
False |
False |
84,387 |
40 |
13,206.0 |
11,706.5 |
1,499.5 |
11.6% |
152.5 |
1.2% |
85% |
False |
False |
94,139 |
60 |
13,206.0 |
11,706.5 |
1,499.5 |
11.6% |
169.5 |
1.3% |
85% |
False |
False |
81,616 |
80 |
13,383.5 |
11,706.5 |
1,677.0 |
12.9% |
182.1 |
1.4% |
76% |
False |
False |
61,312 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.7% |
169.2 |
1.3% |
67% |
False |
False |
49,095 |
120 |
13,611.0 |
11,706.5 |
1,904.5 |
14.7% |
159.3 |
1.2% |
67% |
False |
False |
40,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,104.6 |
2.618 |
13,738.2 |
1.618 |
13,513.7 |
1.000 |
13,375.0 |
0.618 |
13,289.2 |
HIGH |
13,150.5 |
0.618 |
13,064.7 |
0.500 |
13,038.3 |
0.382 |
13,011.8 |
LOW |
12,926.0 |
0.618 |
12,787.3 |
1.000 |
12,701.5 |
1.618 |
12,562.8 |
2.618 |
12,338.3 |
4.250 |
11,971.9 |
|
|
Fisher Pivots for day following 23-May-2018 |
Pivot |
1 day |
3 day |
R1 |
13,038.3 |
13,066.0 |
PP |
13,016.8 |
13,035.3 |
S1 |
12,995.4 |
13,004.7 |
|