Trading Metrics calculated at close of trading on 22-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,290.3 |
1,292.3 |
2.0 |
0.2% |
1,318.3 |
High |
1,292.7 |
1,296.0 |
3.3 |
0.3% |
1,322.4 |
Low |
1,281.2 |
1,287.2 |
6.0 |
0.5% |
1,284.0 |
Close |
1,290.9 |
1,292.0 |
1.1 |
0.1% |
1,291.3 |
Range |
11.5 |
8.8 |
-2.7 |
-23.5% |
38.4 |
ATR |
13.1 |
12.8 |
-0.3 |
-2.4% |
0.0 |
Volume |
328,016 |
291,716 |
-36,300 |
-11.1% |
1,623,278 |
|
Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.1 |
1,313.9 |
1,296.8 |
|
R3 |
1,309.3 |
1,305.1 |
1,294.4 |
|
R2 |
1,300.5 |
1,300.5 |
1,293.6 |
|
R1 |
1,296.3 |
1,296.3 |
1,292.8 |
1,294.0 |
PP |
1,291.7 |
1,291.7 |
1,291.7 |
1,290.6 |
S1 |
1,287.5 |
1,287.5 |
1,291.2 |
1,285.2 |
S2 |
1,282.9 |
1,282.9 |
1,290.4 |
|
S3 |
1,274.1 |
1,278.7 |
1,289.6 |
|
S4 |
1,265.3 |
1,269.9 |
1,287.2 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,414.4 |
1,391.3 |
1,312.4 |
|
R3 |
1,376.0 |
1,352.9 |
1,301.9 |
|
R2 |
1,337.6 |
1,337.6 |
1,298.3 |
|
R1 |
1,314.5 |
1,314.5 |
1,294.8 |
1,306.9 |
PP |
1,299.2 |
1,299.2 |
1,299.2 |
1,295.4 |
S1 |
1,276.1 |
1,276.1 |
1,287.8 |
1,268.5 |
S2 |
1,260.8 |
1,260.8 |
1,284.3 |
|
S3 |
1,222.4 |
1,237.7 |
1,280.7 |
|
S4 |
1,184.0 |
1,199.3 |
1,270.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,296.4 |
1,281.2 |
15.2 |
1.2% |
9.9 |
0.8% |
71% |
False |
False |
303,317 |
10 |
1,326.3 |
1,281.2 |
45.1 |
3.5% |
12.1 |
0.9% |
24% |
False |
False |
326,405 |
20 |
1,333.8 |
1,281.2 |
52.6 |
4.1% |
12.1 |
0.9% |
21% |
False |
False |
313,941 |
40 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.8 |
1.1% |
12% |
False |
False |
312,135 |
60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.9 |
1.1% |
12% |
False |
False |
223,386 |
80 |
1,369.6 |
1,281.2 |
88.4 |
6.8% |
14.4 |
1.1% |
12% |
False |
False |
169,682 |
100 |
1,375.5 |
1,281.2 |
94.3 |
7.3% |
14.1 |
1.1% |
11% |
False |
False |
137,098 |
120 |
1,375.5 |
1,247.2 |
128.3 |
9.9% |
13.5 |
1.0% |
35% |
False |
False |
114,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.4 |
2.618 |
1,319.0 |
1.618 |
1,310.2 |
1.000 |
1,304.8 |
0.618 |
1,301.4 |
HIGH |
1,296.0 |
0.618 |
1,292.6 |
0.500 |
1,291.6 |
0.382 |
1,290.6 |
LOW |
1,287.2 |
0.618 |
1,281.8 |
1.000 |
1,278.4 |
1.618 |
1,273.0 |
2.618 |
1,264.2 |
4.250 |
1,249.8 |
|
|
Fisher Pivots for day following 22-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,291.9 |
1,290.9 |
PP |
1,291.7 |
1,289.7 |
S1 |
1,291.6 |
1,288.6 |
|