Trading Metrics calculated at close of trading on 21-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,555.0 |
3,558.0 |
3.0 |
0.1% |
3,538.0 |
High |
3,566.0 |
3,576.0 |
10.0 |
0.3% |
3,566.0 |
Low |
3,537.0 |
3,551.0 |
14.0 |
0.4% |
3,515.0 |
Close |
3,544.0 |
3,555.0 |
11.0 |
0.3% |
3,544.0 |
Range |
29.0 |
25.0 |
-4.0 |
-13.8% |
51.0 |
ATR |
32.0 |
32.0 |
0.0 |
0.0% |
0.0 |
Volume |
1,158,875 |
472,331 |
-686,544 |
-59.2% |
4,683,793 |
|
Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,635.7 |
3,620.3 |
3,568.8 |
|
R3 |
3,610.7 |
3,595.3 |
3,561.9 |
|
R2 |
3,585.7 |
3,585.7 |
3,559.6 |
|
R1 |
3,570.3 |
3,570.3 |
3,557.3 |
3,565.5 |
PP |
3,560.7 |
3,560.7 |
3,560.7 |
3,558.3 |
S1 |
3,545.3 |
3,545.3 |
3,552.7 |
3,540.5 |
S2 |
3,535.7 |
3,535.7 |
3,550.4 |
|
S3 |
3,510.7 |
3,520.3 |
3,548.1 |
|
S4 |
3,485.7 |
3,495.3 |
3,541.3 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,694.7 |
3,670.3 |
3,572.1 |
|
R3 |
3,643.7 |
3,619.3 |
3,558.0 |
|
R2 |
3,592.7 |
3,592.7 |
3,553.4 |
|
R1 |
3,568.3 |
3,568.3 |
3,548.7 |
3,580.5 |
PP |
3,541.7 |
3,541.7 |
3,541.7 |
3,547.8 |
S1 |
3,517.3 |
3,517.3 |
3,539.3 |
3,529.5 |
S2 |
3,490.7 |
3,490.7 |
3,534.7 |
|
S3 |
3,439.7 |
3,466.3 |
3,530.0 |
|
S4 |
3,388.7 |
3,415.3 |
3,516.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,576.0 |
3,515.0 |
61.0 |
1.7% |
25.8 |
0.7% |
66% |
True |
False |
892,635 |
10 |
3,576.0 |
3,495.0 |
81.0 |
2.3% |
24.6 |
0.7% |
74% |
True |
False |
795,521 |
20 |
3,576.0 |
3,396.0 |
180.0 |
5.1% |
29.0 |
0.8% |
88% |
True |
False |
818,897 |
40 |
3,576.0 |
3,172.0 |
404.0 |
11.4% |
37.3 |
1.0% |
95% |
True |
False |
956,322 |
60 |
3,576.0 |
3,172.0 |
404.0 |
11.4% |
40.4 |
1.1% |
95% |
True |
False |
829,612 |
80 |
3,576.0 |
3,172.0 |
404.0 |
11.4% |
45.1 |
1.3% |
95% |
True |
False |
623,559 |
100 |
3,595.0 |
3,172.0 |
423.0 |
11.9% |
41.8 |
1.2% |
91% |
False |
False |
499,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,682.3 |
2.618 |
3,641.5 |
1.618 |
3,616.5 |
1.000 |
3,601.0 |
0.618 |
3,591.5 |
HIGH |
3,576.0 |
0.618 |
3,566.5 |
0.500 |
3,563.5 |
0.382 |
3,560.6 |
LOW |
3,551.0 |
0.618 |
3,535.6 |
1.000 |
3,526.0 |
1.618 |
3,510.6 |
2.618 |
3,485.6 |
4.250 |
3,444.8 |
|
|
Fisher Pivots for day following 21-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,563.5 |
3,553.8 |
PP |
3,560.7 |
3,552.7 |
S1 |
3,557.8 |
3,551.5 |
|