Trading Metrics calculated at close of trading on 31-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
Open |
12,651.0 |
12,778.0 |
127.0 |
1.0% |
13,065.5 |
High |
12,830.0 |
12,806.0 |
-24.0 |
-0.2% |
13,206.0 |
Low |
12,636.5 |
12,540.0 |
-96.5 |
-0.8% |
12,797.0 |
Close |
12,742.5 |
12,612.0 |
-130.5 |
-1.0% |
12,932.0 |
Range |
193.5 |
266.0 |
72.5 |
37.5% |
409.0 |
ATR |
165.2 |
172.4 |
7.2 |
4.4% |
0.0 |
Volume |
118,591 |
101,168 |
-17,423 |
-14.7% |
426,156 |
|
Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,450.7 |
13,297.3 |
12,758.3 |
|
R3 |
13,184.7 |
13,031.3 |
12,685.2 |
|
R2 |
12,918.7 |
12,918.7 |
12,660.8 |
|
R1 |
12,765.3 |
12,765.3 |
12,636.4 |
12,709.0 |
PP |
12,652.7 |
12,652.7 |
12,652.7 |
12,624.5 |
S1 |
12,499.3 |
12,499.3 |
12,587.6 |
12,443.0 |
S2 |
12,386.7 |
12,386.7 |
12,563.2 |
|
S3 |
12,120.7 |
12,233.3 |
12,538.9 |
|
S4 |
11,854.7 |
11,967.3 |
12,465.7 |
|
|
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 |
13,007.5 |
12,540.0 |
467.5 |
3.7% |
221.2 |
1.8% |
15% |
False |
True |
103,301 |
10 |
13,206.0 |
12,540.0 |
666.0 |
5.3% |
172.0 |
1.4% |
11% |
False |
True |
92,320 |
20 |
13,206.0 |
12,540.0 |
666.0 |
5.3% |
142.2 |
1.1% |
11% |
False |
True |
85,179 |
40 |
13,206.0 |
11,793.0 |
1,413.0 |
11.2% |
151.0 |
1.2% |
58% |
False |
False |
92,109 |
60 |
13,206.0 |
11,706.5 |
1,499.5 |
11.9% |
172.3 |
1.4% |
60% |
False |
False |
90,138 |
80 |
13,206.0 |
11,706.5 |
1,499.5 |
11.9% |
185.7 |
1.5% |
60% |
False |
False |
67,746 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
15.1% |
172.9 |
1.4% |
48% |
False |
False |
54,254 |
120 |
13,611.0 |
11,706.5 |
1,904.5 |
15.1% |
163.4 |
1.3% |
48% |
False |
False |
45,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,936.5 |
2.618 |
13,502.4 |
1.618 |
13,236.4 |
1.000 |
13,072.0 |
0.618 |
12,970.4 |
HIGH |
12,806.0 |
0.618 |
12,704.4 |
0.500 |
12,673.0 |
0.382 |
12,641.6 |
LOW |
12,540.0 |
0.618 |
12,375.6 |
1.000 |
12,274.0 |
1.618 |
12,109.6 |
2.618 |
11,843.6 |
4.250 |
11,409.5 |
|
|
Fisher Pivots for day following 31-May-2018 |
Pivot |
1 day |
3 day |
R1 |
12,673.0 |
12,698.8 |
PP |
12,652.7 |
12,669.8 |
S1 |
12,632.3 |
12,640.9 |
|