Trading Metrics calculated at close of trading on 31-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,408.0 |
3,435.0 |
27.0 |
0.8% |
3,558.0 |
High |
3,450.0 |
3,449.0 |
-1.0 |
0.0% |
3,576.0 |
Low |
3,399.0 |
3,384.0 |
-15.0 |
-0.4% |
3,470.0 |
Close |
3,422.0 |
3,407.0 |
-15.0 |
-0.4% |
3,493.0 |
Range |
51.0 |
65.0 |
14.0 |
27.5% |
106.0 |
ATR |
43.4 |
45.0 |
1.5 |
3.6% |
0.0 |
Volume |
1,551,566 |
1,680,632 |
129,066 |
8.3% |
5,201,149 |
|
Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,608.3 |
3,572.7 |
3,442.8 |
|
R3 |
3,543.3 |
3,507.7 |
3,424.9 |
|
R2 |
3,478.3 |
3,478.3 |
3,418.9 |
|
R1 |
3,442.7 |
3,442.7 |
3,413.0 |
3,428.0 |
PP |
3,413.3 |
3,413.3 |
3,413.3 |
3,406.0 |
S1 |
3,377.7 |
3,377.7 |
3,401.0 |
3,363.0 |
S2 |
3,348.3 |
3,348.3 |
3,395.1 |
|
S3 |
3,283.3 |
3,312.7 |
3,389.1 |
|
S4 |
3,218.3 |
3,247.7 |
3,371.3 |
|
|
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 |
3,540.0 |
3,380.0 |
160.0 |
4.7% |
64.0 |
1.9% |
17% |
False |
False |
1,532,361 |
10 |
3,576.0 |
3,380.0 |
196.0 |
5.8% |
48.4 |
1.4% |
14% |
False |
False |
1,268,071 |
20 |
3,576.0 |
3,380.0 |
196.0 |
5.8% |
36.9 |
1.1% |
14% |
False |
False |
1,011,735 |
40 |
3,576.0 |
3,213.0 |
363.0 |
10.7% |
35.9 |
1.1% |
53% |
False |
False |
968,820 |
60 |
3,576.0 |
3,172.0 |
404.0 |
11.9% |
41.5 |
1.2% |
58% |
False |
False |
994,967 |
80 |
3,576.0 |
3,172.0 |
404.0 |
11.9% |
46.3 |
1.4% |
58% |
False |
False |
748,182 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.4% |
43.3 |
1.3% |
56% |
False |
False |
599,682 |
120 |
3,595.0 |
3,172.0 |
423.0 |
12.4% |
40.9 |
1.2% |
56% |
False |
False |
500,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,725.3 |
2.618 |
3,619.2 |
1.618 |
3,554.2 |
1.000 |
3,514.0 |
0.618 |
3,489.2 |
HIGH |
3,449.0 |
0.618 |
3,424.2 |
0.500 |
3,416.5 |
0.382 |
3,408.8 |
LOW |
3,384.0 |
0.618 |
3,343.8 |
1.000 |
3,319.0 |
1.618 |
3,278.8 |
2.618 |
3,213.8 |
4.250 |
3,107.8 |
|
|
Fisher Pivots for day following 31-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,416.5 |
3,424.0 |
PP |
3,413.3 |
3,418.3 |
S1 |
3,410.2 |
3,412.7 |
|