Trading Metrics calculated at close of trading on 23-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,292.3 |
1,290.6 |
-1.7 |
-0.1% |
1,318.3 |
High |
1,296.0 |
1,298.4 |
2.4 |
0.2% |
1,322.4 |
Low |
1,287.2 |
1,286.7 |
-0.5 |
0.0% |
1,284.0 |
Close |
1,292.0 |
1,289.6 |
-2.4 |
-0.2% |
1,291.3 |
Range |
8.8 |
11.7 |
2.9 |
33.0% |
38.4 |
ATR |
12.8 |
12.8 |
-0.1 |
-0.6% |
0.0 |
Volume |
291,716 |
402,342 |
110,626 |
37.9% |
1,623,278 |
|
Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.7 |
1,319.8 |
1,296.0 |
|
R3 |
1,315.0 |
1,308.1 |
1,292.8 |
|
R2 |
1,303.3 |
1,303.3 |
1,291.7 |
|
R1 |
1,296.4 |
1,296.4 |
1,290.7 |
1,294.0 |
PP |
1,291.6 |
1,291.6 |
1,291.6 |
1,290.4 |
S1 |
1,284.7 |
1,284.7 |
1,288.5 |
1,282.3 |
S2 |
1,279.9 |
1,279.9 |
1,287.5 |
|
S3 |
1,268.2 |
1,273.0 |
1,286.4 |
|
S4 |
1,256.5 |
1,261.3 |
1,283.2 |
|
|
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 |
1,298.4 |
1,281.2 |
17.2 |
1.3% |
10.1 |
0.8% |
49% |
True |
False |
317,063 |
10 |
1,326.3 |
1,281.2 |
45.1 |
3.5% |
12.0 |
0.9% |
19% |
False |
False |
328,235 |
20 |
1,328.0 |
1,281.2 |
46.8 |
3.6% |
12.0 |
0.9% |
18% |
False |
False |
320,563 |
40 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.6 |
1.1% |
10% |
False |
False |
314,782 |
60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.7 |
1.1% |
10% |
False |
False |
229,858 |
80 |
1,369.6 |
1,281.2 |
88.4 |
6.9% |
14.4 |
1.1% |
10% |
False |
False |
174,600 |
100 |
1,375.5 |
1,281.2 |
94.3 |
7.3% |
14.2 |
1.1% |
9% |
False |
False |
141,078 |
120 |
1,375.5 |
1,247.2 |
128.3 |
9.9% |
13.5 |
1.0% |
33% |
False |
False |
117,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.1 |
2.618 |
1,329.0 |
1.618 |
1,317.3 |
1.000 |
1,310.1 |
0.618 |
1,305.6 |
HIGH |
1,298.4 |
0.618 |
1,293.9 |
0.500 |
1,292.6 |
0.382 |
1,291.2 |
LOW |
1,286.7 |
0.618 |
1,279.5 |
1.000 |
1,275.0 |
1.618 |
1,267.8 |
2.618 |
1,256.1 |
4.250 |
1,237.0 |
|
|
Fisher Pivots for day following 23-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,292.6 |
1,289.8 |
PP |
1,291.6 |
1,289.7 |
S1 |
1,290.6 |
1,289.7 |
|