Trading Metrics calculated at close of trading on 24-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,553.0 |
3,520.0 |
-33.0 |
-0.9% |
3,538.0 |
High |
3,558.0 |
3,540.0 |
-18.0 |
-0.5% |
3,566.0 |
Low |
3,505.0 |
3,484.0 |
-21.0 |
-0.6% |
3,515.0 |
Close |
3,520.0 |
3,501.0 |
-19.0 |
-0.5% |
3,544.0 |
Range |
53.0 |
56.0 |
3.0 |
5.7% |
51.0 |
ATR |
34.1 |
35.7 |
1.6 |
4.6% |
0.0 |
Volume |
1,441,892 |
1,130,653 |
-311,239 |
-21.6% |
4,683,793 |
|
Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,676.3 |
3,644.7 |
3,531.8 |
|
R3 |
3,620.3 |
3,588.7 |
3,516.4 |
|
R2 |
3,564.3 |
3,564.3 |
3,511.3 |
|
R1 |
3,532.7 |
3,532.7 |
3,506.1 |
3,520.5 |
PP |
3,508.3 |
3,508.3 |
3,508.3 |
3,502.3 |
S1 |
3,476.7 |
3,476.7 |
3,495.9 |
3,464.5 |
S2 |
3,452.3 |
3,452.3 |
3,490.7 |
|
S3 |
3,396.3 |
3,420.7 |
3,485.6 |
|
S4 |
3,340.3 |
3,364.7 |
3,470.2 |
|
|
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 |
3,484.0 |
92.0 |
2.6% |
37.4 |
1.1% |
18% |
False |
True |
1,022,510 |
10 |
3,576.0 |
3,484.0 |
92.0 |
2.6% |
30.3 |
0.9% |
18% |
False |
True |
926,838 |
20 |
3,576.0 |
3,411.0 |
165.0 |
4.7% |
29.7 |
0.8% |
55% |
False |
False |
859,097 |
40 |
3,576.0 |
3,179.0 |
397.0 |
11.3% |
35.5 |
1.0% |
81% |
False |
False |
929,929 |
60 |
3,576.0 |
3,172.0 |
404.0 |
11.5% |
40.9 |
1.2% |
81% |
False |
False |
887,402 |
80 |
3,576.0 |
3,172.0 |
404.0 |
11.5% |
45.6 |
1.3% |
81% |
False |
False |
667,026 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.1% |
42.3 |
1.2% |
78% |
False |
False |
534,473 |
120 |
3,595.0 |
3,172.0 |
423.0 |
12.1% |
39.7 |
1.1% |
78% |
False |
False |
445,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,778.0 |
2.618 |
3,686.6 |
1.618 |
3,630.6 |
1.000 |
3,596.0 |
0.618 |
3,574.6 |
HIGH |
3,540.0 |
0.618 |
3,518.6 |
0.500 |
3,512.0 |
0.382 |
3,505.4 |
LOW |
3,484.0 |
0.618 |
3,449.4 |
1.000 |
3,428.0 |
1.618 |
3,393.4 |
2.618 |
3,337.4 |
4.250 |
3,246.0 |
|
|
Fisher Pivots for day following 24-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,512.0 |
3,529.0 |
PP |
3,508.3 |
3,519.7 |
S1 |
3,504.7 |
3,510.3 |
|