Trading Metrics calculated at close of trading on 29-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,304.0 |
1,299.0 |
-5.0 |
-0.4% |
1,290.3 |
High |
1,307.2 |
1,306.1 |
-1.1 |
-0.1% |
1,307.2 |
Low |
1,299.4 |
1,291.4 |
-8.0 |
-0.6% |
1,281.2 |
Close |
1,303.7 |
1,299.0 |
-4.7 |
-0.4% |
1,303.7 |
Range |
7.8 |
14.7 |
6.9 |
88.5% |
26.0 |
ATR |
12.7 |
12.8 |
0.1 |
1.1% |
0.0 |
Volume |
292,912 |
386,334 |
93,422 |
31.9% |
1,747,405 |
|
Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.9 |
1,335.7 |
1,307.1 |
|
R3 |
1,328.2 |
1,321.0 |
1,303.0 |
|
R2 |
1,313.5 |
1,313.5 |
1,301.7 |
|
R1 |
1,306.3 |
1,306.3 |
1,300.3 |
1,306.4 |
PP |
1,298.8 |
1,298.8 |
1,298.8 |
1,298.9 |
S1 |
1,291.6 |
1,291.6 |
1,297.7 |
1,291.7 |
S2 |
1,284.1 |
1,284.1 |
1,296.3 |
|
S3 |
1,269.4 |
1,276.9 |
1,295.0 |
|
S4 |
1,254.7 |
1,262.2 |
1,290.9 |
|
|
Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.4 |
1,365.5 |
1,318.0 |
|
R3 |
1,349.4 |
1,339.5 |
1,310.9 |
|
R2 |
1,323.4 |
1,323.4 |
1,308.5 |
|
R1 |
1,313.5 |
1,313.5 |
1,306.1 |
1,318.5 |
PP |
1,297.4 |
1,297.4 |
1,297.4 |
1,299.8 |
S1 |
1,287.5 |
1,287.5 |
1,301.3 |
1,292.5 |
S2 |
1,271.4 |
1,271.4 |
1,298.9 |
|
S3 |
1,245.4 |
1,261.5 |
1,296.6 |
|
S4 |
1,219.4 |
1,235.5 |
1,289.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,307.2 |
1,286.7 |
20.5 |
1.6% |
11.4 |
0.9% |
60% |
False |
False |
361,144 |
10 |
1,314.7 |
1,281.2 |
33.5 |
2.6% |
12.5 |
1.0% |
53% |
False |
False |
351,579 |
20 |
1,326.3 |
1,281.2 |
45.1 |
3.5% |
12.0 |
0.9% |
39% |
False |
False |
334,481 |
40 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.3 |
1.0% |
20% |
False |
False |
320,254 |
60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.7 |
1.1% |
20% |
False |
False |
247,347 |
80 |
1,369.6 |
1,281.2 |
88.4 |
6.8% |
14.3 |
1.1% |
20% |
False |
False |
188,279 |
100 |
1,375.5 |
1,281.2 |
94.3 |
7.3% |
14.1 |
1.1% |
19% |
False |
False |
152,113 |
120 |
1,375.5 |
1,247.2 |
128.3 |
9.9% |
13.5 |
1.0% |
40% |
False |
False |
127,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.6 |
2.618 |
1,344.6 |
1.618 |
1,329.9 |
1.000 |
1,320.8 |
0.618 |
1,315.2 |
HIGH |
1,306.1 |
0.618 |
1,300.5 |
0.500 |
1,298.8 |
0.382 |
1,297.0 |
LOW |
1,291.4 |
0.618 |
1,282.3 |
1.000 |
1,276.7 |
1.618 |
1,267.6 |
2.618 |
1,252.9 |
4.250 |
1,228.9 |
|
|
Fisher Pivots for day following 29-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,298.9 |
1,299.3 |
PP |
1,298.8 |
1,299.2 |
S1 |
1,298.8 |
1,299.1 |
|