Trading Metrics calculated at close of trading on 29-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
Open |
12,925.0 |
12,849.5 |
-75.5 |
-0.6% |
13,065.5 |
High |
13,000.0 |
12,857.5 |
-142.5 |
-1.1% |
13,206.0 |
Low |
12,849.5 |
12,572.0 |
-277.5 |
-2.2% |
12,797.0 |
Close |
12,932.0 |
12,665.5 |
-266.5 |
-2.1% |
12,932.0 |
Range |
150.5 |
285.5 |
135.0 |
89.7% |
409.0 |
ATR |
147.9 |
163.1 |
15.1 |
10.2% |
0.0 |
Volume |
67,910 |
111,560 |
43,650 |
64.3% |
426,156 |
|
Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,554.8 |
13,395.7 |
12,822.5 |
|
R3 |
13,269.3 |
13,110.2 |
12,744.0 |
|
R2 |
12,983.8 |
12,983.8 |
12,717.8 |
|
R1 |
12,824.7 |
12,824.7 |
12,691.7 |
12,761.5 |
PP |
12,698.3 |
12,698.3 |
12,698.3 |
12,666.8 |
S1 |
12,539.2 |
12,539.2 |
12,639.3 |
12,476.0 |
S2 |
12,412.8 |
12,412.8 |
12,613.2 |
|
S3 |
12,127.3 |
12,253.7 |
12,587.0 |
|
S4 |
11,841.8 |
11,968.2 |
12,508.5 |
|
|
Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,205.3 |
13,977.7 |
13,157.0 |
|
R3 |
13,796.3 |
13,568.7 |
13,044.5 |
|
R2 |
13,387.3 |
13,387.3 |
13,007.0 |
|
R1 |
13,159.7 |
13,159.7 |
12,969.5 |
13,069.0 |
PP |
12,978.3 |
12,978.3 |
12,978.3 |
12,933.0 |
S1 |
12,750.7 |
12,750.7 |
12,894.5 |
12,660.0 |
S2 |
12,569.3 |
12,569.3 |
12,857.0 |
|
S3 |
12,160.3 |
12,341.7 |
12,819.5 |
|
S4 |
11,751.3 |
11,932.7 |
12,707.1 |
|
|
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 |
12,572.0 |
634.0 |
5.0% |
203.9 |
1.6% |
15% |
False |
True |
107,543 |
10 |
13,206.0 |
12,572.0 |
634.0 |
5.0% |
143.4 |
1.1% |
15% |
False |
True |
87,230 |
20 |
13,206.0 |
12,563.5 |
642.5 |
5.1% |
134.8 |
1.1% |
16% |
False |
False |
85,233 |
40 |
13,206.0 |
11,793.0 |
1,413.0 |
11.2% |
149.5 |
1.2% |
62% |
False |
False |
92,724 |
60 |
13,206.0 |
11,706.5 |
1,499.5 |
11.8% |
173.9 |
1.4% |
64% |
False |
False |
86,525 |
80 |
13,275.0 |
11,706.5 |
1,568.5 |
12.4% |
186.7 |
1.5% |
61% |
False |
False |
65,013 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
15.0% |
171.5 |
1.4% |
50% |
False |
False |
52,058 |
120 |
13,611.0 |
11,706.5 |
1,904.5 |
15.0% |
161.0 |
1.3% |
50% |
False |
False |
43,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,070.9 |
2.618 |
13,604.9 |
1.618 |
13,319.4 |
1.000 |
13,143.0 |
0.618 |
13,033.9 |
HIGH |
12,857.5 |
0.618 |
12,748.4 |
0.500 |
12,714.8 |
0.382 |
12,681.1 |
LOW |
12,572.0 |
0.618 |
12,395.6 |
1.000 |
12,286.5 |
1.618 |
12,110.1 |
2.618 |
11,824.6 |
4.250 |
11,358.6 |
|
|
Fisher Pivots for day following 29-May-2018 |
Pivot |
1 day |
3 day |
R1 |
12,714.8 |
12,789.8 |
PP |
12,698.3 |
12,748.3 |
S1 |
12,681.9 |
12,706.9 |
|