Trading Metrics calculated at close of trading on 24-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,290.6 |
1,293.3 |
2.7 |
0.2% |
1,318.3 |
High |
1,298.4 |
1,306.4 |
8.0 |
0.6% |
1,322.4 |
Low |
1,286.7 |
1,292.2 |
5.5 |
0.4% |
1,284.0 |
Close |
1,289.6 |
1,304.4 |
14.8 |
1.1% |
1,291.3 |
Range |
11.7 |
14.2 |
2.5 |
21.4% |
38.4 |
ATR |
12.8 |
13.0 |
0.3 |
2.3% |
0.0 |
Volume |
402,342 |
432,419 |
30,077 |
7.5% |
1,623,278 |
|
Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.6 |
1,338.2 |
1,312.2 |
|
R3 |
1,329.4 |
1,324.0 |
1,308.3 |
|
R2 |
1,315.2 |
1,315.2 |
1,307.0 |
|
R1 |
1,309.8 |
1,309.8 |
1,305.7 |
1,312.5 |
PP |
1,301.0 |
1,301.0 |
1,301.0 |
1,302.4 |
S1 |
1,295.6 |
1,295.6 |
1,303.1 |
1,298.3 |
S2 |
1,286.8 |
1,286.8 |
1,301.8 |
|
S3 |
1,272.6 |
1,281.4 |
1,300.5 |
|
S4 |
1,258.4 |
1,267.2 |
1,296.6 |
|
|
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 |
1,306.4 |
1,281.2 |
25.2 |
1.9% |
11.0 |
0.8% |
92% |
True |
False |
343,783 |
10 |
1,326.3 |
1,281.2 |
45.1 |
3.5% |
12.1 |
0.9% |
51% |
False |
False |
334,124 |
20 |
1,326.4 |
1,281.2 |
45.2 |
3.5% |
12.1 |
0.9% |
51% |
False |
False |
327,400 |
40 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.4 |
1.0% |
26% |
False |
False |
315,921 |
60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.8 |
1.1% |
26% |
False |
False |
236,660 |
80 |
1,369.6 |
1,281.2 |
88.4 |
6.8% |
14.4 |
1.1% |
26% |
False |
False |
179,911 |
100 |
1,375.5 |
1,281.2 |
94.3 |
7.2% |
14.2 |
1.1% |
25% |
False |
False |
145,376 |
120 |
1,375.5 |
1,247.2 |
128.3 |
9.8% |
13.5 |
1.0% |
45% |
False |
False |
121,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.8 |
2.618 |
1,343.6 |
1.618 |
1,329.4 |
1.000 |
1,320.6 |
0.618 |
1,315.2 |
HIGH |
1,306.4 |
0.618 |
1,301.0 |
0.500 |
1,299.3 |
0.382 |
1,297.6 |
LOW |
1,292.2 |
0.618 |
1,283.4 |
1.000 |
1,278.0 |
1.618 |
1,269.2 |
2.618 |
1,255.0 |
4.250 |
1,231.9 |
|
|
Fisher Pivots for day following 24-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,302.7 |
1,301.8 |
PP |
1,301.0 |
1,299.2 |
S1 |
1,299.3 |
1,296.6 |
|