Trading Metrics calculated at close of trading on 30-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,465.0 |
3,408.0 |
-57.0 |
-1.6% |
3,558.0 |
High |
3,468.0 |
3,450.0 |
-18.0 |
-0.5% |
3,576.0 |
Low |
3,380.0 |
3,399.0 |
19.0 |
0.6% |
3,470.0 |
Close |
3,412.0 |
3,422.0 |
10.0 |
0.3% |
3,493.0 |
Range |
88.0 |
51.0 |
-37.0 |
-42.0% |
106.0 |
ATR |
42.8 |
43.4 |
0.6 |
1.4% |
0.0 |
Volume |
2,051,486 |
1,551,566 |
-499,920 |
-24.4% |
5,201,149 |
|
Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,576.7 |
3,550.3 |
3,450.1 |
|
R3 |
3,525.7 |
3,499.3 |
3,436.0 |
|
R2 |
3,474.7 |
3,474.7 |
3,431.4 |
|
R1 |
3,448.3 |
3,448.3 |
3,426.7 |
3,461.5 |
PP |
3,423.7 |
3,423.7 |
3,423.7 |
3,430.3 |
S1 |
3,397.3 |
3,397.3 |
3,417.3 |
3,410.5 |
S2 |
3,372.7 |
3,372.7 |
3,412.7 |
|
S3 |
3,321.7 |
3,346.3 |
3,408.0 |
|
S4 |
3,270.7 |
3,295.3 |
3,394.0 |
|
|
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 |
3,558.0 |
3,380.0 |
178.0 |
5.2% |
61.6 |
1.8% |
24% |
False |
False |
1,484,613 |
10 |
3,576.0 |
3,380.0 |
196.0 |
5.7% |
44.1 |
1.3% |
21% |
False |
False |
1,195,837 |
20 |
3,576.0 |
3,380.0 |
196.0 |
5.7% |
35.0 |
1.0% |
21% |
False |
False |
976,828 |
40 |
3,576.0 |
3,213.0 |
363.0 |
10.6% |
35.3 |
1.0% |
58% |
False |
False |
953,540 |
60 |
3,576.0 |
3,172.0 |
404.0 |
11.8% |
41.5 |
1.2% |
62% |
False |
False |
967,253 |
80 |
3,576.0 |
3,172.0 |
404.0 |
11.8% |
46.5 |
1.4% |
62% |
False |
False |
727,191 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.4% |
43.0 |
1.3% |
59% |
False |
False |
582,882 |
120 |
3,595.0 |
3,172.0 |
423.0 |
12.4% |
40.6 |
1.2% |
59% |
False |
False |
486,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,666.8 |
2.618 |
3,583.5 |
1.618 |
3,532.5 |
1.000 |
3,501.0 |
0.618 |
3,481.5 |
HIGH |
3,450.0 |
0.618 |
3,430.5 |
0.500 |
3,424.5 |
0.382 |
3,418.5 |
LOW |
3,399.0 |
0.618 |
3,367.5 |
1.000 |
3,348.0 |
1.618 |
3,316.5 |
2.618 |
3,265.5 |
4.250 |
3,182.3 |
|
|
Fisher Pivots for day following 30-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,424.5 |
3,455.0 |
PP |
3,423.7 |
3,444.0 |
S1 |
3,422.8 |
3,433.0 |
|