Trading Metrics calculated at close of trading on 22-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,558.0 |
3,559.0 |
1.0 |
0.0% |
3,538.0 |
High |
3,576.0 |
3,574.0 |
-2.0 |
-0.1% |
3,566.0 |
Low |
3,551.0 |
3,550.0 |
-1.0 |
0.0% |
3,515.0 |
Close |
3,555.0 |
3,574.0 |
19.0 |
0.5% |
3,544.0 |
Range |
25.0 |
24.0 |
-1.0 |
-4.0% |
51.0 |
ATR |
32.0 |
31.5 |
-0.6 |
-1.8% |
0.0 |
Volume |
472,331 |
908,802 |
436,471 |
92.4% |
4,683,793 |
|
Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,638.0 |
3,630.0 |
3,587.2 |
|
R3 |
3,614.0 |
3,606.0 |
3,580.6 |
|
R2 |
3,590.0 |
3,590.0 |
3,578.4 |
|
R1 |
3,582.0 |
3,582.0 |
3,576.2 |
3,586.0 |
PP |
3,566.0 |
3,566.0 |
3,566.0 |
3,568.0 |
S1 |
3,558.0 |
3,558.0 |
3,571.8 |
3,562.0 |
S2 |
3,542.0 |
3,542.0 |
3,569.6 |
|
S3 |
3,518.0 |
3,534.0 |
3,567.4 |
|
S4 |
3,494.0 |
3,510.0 |
3,560.8 |
|
|
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% |
26.6 |
0.7% |
97% |
False |
False |
907,061 |
10 |
3,576.0 |
3,508.0 |
68.0 |
1.9% |
24.5 |
0.7% |
97% |
False |
False |
810,284 |
20 |
3,576.0 |
3,396.0 |
180.0 |
5.0% |
28.4 |
0.8% |
99% |
False |
False |
828,028 |
40 |
3,576.0 |
3,172.0 |
404.0 |
11.3% |
35.8 |
1.0% |
100% |
False |
False |
939,054 |
60 |
3,576.0 |
3,172.0 |
404.0 |
11.3% |
40.1 |
1.1% |
100% |
False |
False |
844,636 |
80 |
3,576.0 |
3,172.0 |
404.0 |
11.3% |
44.8 |
1.3% |
100% |
False |
False |
634,879 |
100 |
3,595.0 |
3,172.0 |
423.0 |
11.8% |
41.8 |
1.2% |
95% |
False |
False |
508,754 |
120 |
3,595.0 |
3,172.0 |
423.0 |
11.8% |
39.2 |
1.1% |
95% |
False |
False |
424,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,676.0 |
2.618 |
3,636.8 |
1.618 |
3,612.8 |
1.000 |
3,598.0 |
0.618 |
3,588.8 |
HIGH |
3,574.0 |
0.618 |
3,564.8 |
0.500 |
3,562.0 |
0.382 |
3,559.2 |
LOW |
3,550.0 |
0.618 |
3,535.2 |
1.000 |
3,526.0 |
1.618 |
3,511.2 |
2.618 |
3,487.2 |
4.250 |
3,448.0 |
|
|
Fisher Pivots for day following 22-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,570.0 |
3,568.2 |
PP |
3,566.0 |
3,562.3 |
S1 |
3,562.0 |
3,556.5 |
|