Trading Metrics calculated at close of trading on 29-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,520.0 |
3,465.0 |
-55.0 |
-1.6% |
3,558.0 |
High |
3,530.0 |
3,468.0 |
-62.0 |
-1.8% |
3,576.0 |
Low |
3,470.0 |
3,380.0 |
-90.0 |
-2.6% |
3,470.0 |
Close |
3,493.0 |
3,412.0 |
-81.0 |
-2.3% |
3,493.0 |
Range |
60.0 |
88.0 |
28.0 |
46.7% |
106.0 |
ATR |
37.4 |
42.8 |
5.4 |
14.4% |
0.0 |
Volume |
1,247,471 |
2,051,486 |
804,015 |
64.5% |
5,201,149 |
|
Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,684.0 |
3,636.0 |
3,460.4 |
|
R3 |
3,596.0 |
3,548.0 |
3,436.2 |
|
R2 |
3,508.0 |
3,508.0 |
3,428.1 |
|
R1 |
3,460.0 |
3,460.0 |
3,420.1 |
3,440.0 |
PP |
3,420.0 |
3,420.0 |
3,420.0 |
3,410.0 |
S1 |
3,372.0 |
3,372.0 |
3,403.9 |
3,352.0 |
S2 |
3,332.0 |
3,332.0 |
3,395.9 |
|
S3 |
3,244.0 |
3,284.0 |
3,387.8 |
|
S4 |
3,156.0 |
3,196.0 |
3,363.6 |
|
|
Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,831.0 |
3,768.0 |
3,551.3 |
|
R3 |
3,725.0 |
3,662.0 |
3,522.2 |
|
R2 |
3,619.0 |
3,619.0 |
3,512.4 |
|
R1 |
3,556.0 |
3,556.0 |
3,502.7 |
3,534.5 |
PP |
3,513.0 |
3,513.0 |
3,513.0 |
3,502.3 |
S1 |
3,450.0 |
3,450.0 |
3,483.3 |
3,428.5 |
S2 |
3,407.0 |
3,407.0 |
3,473.6 |
|
S3 |
3,301.0 |
3,344.0 |
3,463.9 |
|
S4 |
3,195.0 |
3,238.0 |
3,434.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,574.0 |
3,380.0 |
194.0 |
5.7% |
56.2 |
1.6% |
16% |
False |
True |
1,356,060 |
10 |
3,576.0 |
3,380.0 |
196.0 |
5.7% |
41.0 |
1.2% |
16% |
False |
True |
1,124,347 |
20 |
3,576.0 |
3,380.0 |
196.0 |
5.7% |
33.8 |
1.0% |
16% |
False |
True |
941,622 |
40 |
3,576.0 |
3,213.0 |
363.0 |
10.6% |
35.4 |
1.0% |
55% |
False |
False |
944,719 |
60 |
3,576.0 |
3,172.0 |
404.0 |
11.8% |
42.0 |
1.2% |
59% |
False |
False |
941,983 |
80 |
3,576.0 |
3,172.0 |
404.0 |
11.8% |
46.8 |
1.4% |
59% |
False |
False |
708,176 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.4% |
43.1 |
1.3% |
57% |
False |
False |
567,385 |
120 |
3,595.0 |
3,172.0 |
423.0 |
12.4% |
40.4 |
1.2% |
57% |
False |
False |
473,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,842.0 |
2.618 |
3,698.4 |
1.618 |
3,610.4 |
1.000 |
3,556.0 |
0.618 |
3,522.4 |
HIGH |
3,468.0 |
0.618 |
3,434.4 |
0.500 |
3,424.0 |
0.382 |
3,413.6 |
LOW |
3,380.0 |
0.618 |
3,325.6 |
1.000 |
3,292.0 |
1.618 |
3,237.6 |
2.618 |
3,149.6 |
4.250 |
3,006.0 |
|
|
Fisher Pivots for day following 29-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,424.0 |
3,460.0 |
PP |
3,420.0 |
3,444.0 |
S1 |
3,416.0 |
3,428.0 |
|