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 |
3,559.0 |
3,553.0 |
-6.0 |
-0.2% |
3,538.0 |
High |
3,574.0 |
3,558.0 |
-16.0 |
-0.4% |
3,566.0 |
Low |
3,550.0 |
3,505.0 |
-45.0 |
-1.3% |
3,515.0 |
Close |
3,574.0 |
3,520.0 |
-54.0 |
-1.5% |
3,544.0 |
Range |
24.0 |
53.0 |
29.0 |
120.8% |
51.0 |
ATR |
31.5 |
34.1 |
2.7 |
8.5% |
0.0 |
Volume |
908,802 |
1,441,892 |
533,090 |
58.7% |
4,683,793 |
|
Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,686.7 |
3,656.3 |
3,549.2 |
|
R3 |
3,633.7 |
3,603.3 |
3,534.6 |
|
R2 |
3,580.7 |
3,580.7 |
3,529.7 |
|
R1 |
3,550.3 |
3,550.3 |
3,524.9 |
3,539.0 |
PP |
3,527.7 |
3,527.7 |
3,527.7 |
3,522.0 |
S1 |
3,497.3 |
3,497.3 |
3,515.1 |
3,486.0 |
S2 |
3,474.7 |
3,474.7 |
3,510.3 |
|
S3 |
3,421.7 |
3,444.3 |
3,505.4 |
|
S4 |
3,368.7 |
3,391.3 |
3,490.9 |
|
|
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 |
3,505.0 |
71.0 |
2.0% |
32.8 |
0.9% |
21% |
False |
True |
1,003,781 |
10 |
3,576.0 |
3,505.0 |
71.0 |
2.0% |
27.5 |
0.8% |
21% |
False |
True |
879,191 |
20 |
3,576.0 |
3,396.0 |
180.0 |
5.1% |
28.4 |
0.8% |
69% |
False |
False |
855,794 |
40 |
3,576.0 |
3,172.0 |
404.0 |
11.5% |
35.6 |
1.0% |
86% |
False |
False |
931,672 |
60 |
3,576.0 |
3,172.0 |
404.0 |
11.5% |
40.4 |
1.1% |
86% |
False |
False |
868,566 |
80 |
3,576.0 |
3,172.0 |
404.0 |
11.5% |
45.1 |
1.3% |
86% |
False |
False |
652,899 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
42.1 |
1.2% |
82% |
False |
False |
523,167 |
120 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
39.6 |
1.1% |
82% |
False |
False |
436,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,783.3 |
2.618 |
3,696.8 |
1.618 |
3,643.8 |
1.000 |
3,611.0 |
0.618 |
3,590.8 |
HIGH |
3,558.0 |
0.618 |
3,537.8 |
0.500 |
3,531.5 |
0.382 |
3,525.2 |
LOW |
3,505.0 |
0.618 |
3,472.2 |
1.000 |
3,452.0 |
1.618 |
3,419.2 |
2.618 |
3,366.2 |
4.250 |
3,279.8 |
|
|
Fisher Pivots for day following 23-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,531.5 |
3,540.5 |
PP |
3,527.7 |
3,533.7 |
S1 |
3,523.8 |
3,526.8 |
|