Trading Metrics calculated at close of trading on 30-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,299.0 |
1,298.0 |
-1.0 |
-0.1% |
1,290.3 |
High |
1,306.1 |
1,303.7 |
-2.4 |
-0.2% |
1,307.2 |
Low |
1,291.4 |
1,295.2 |
3.8 |
0.3% |
1,281.2 |
Close |
1,299.0 |
1,301.5 |
2.5 |
0.2% |
1,303.7 |
Range |
14.7 |
8.5 |
-6.2 |
-42.2% |
26.0 |
ATR |
12.8 |
12.5 |
-0.3 |
-2.4% |
0.0 |
Volume |
386,334 |
50,845 |
-335,489 |
-86.8% |
1,747,405 |
|
Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.6 |
1,322.1 |
1,306.2 |
|
R3 |
1,317.1 |
1,313.6 |
1,303.8 |
|
R2 |
1,308.6 |
1,308.6 |
1,303.1 |
|
R1 |
1,305.1 |
1,305.1 |
1,302.3 |
1,306.9 |
PP |
1,300.1 |
1,300.1 |
1,300.1 |
1,301.0 |
S1 |
1,296.6 |
1,296.6 |
1,300.7 |
1,298.4 |
S2 |
1,291.6 |
1,291.6 |
1,299.9 |
|
S3 |
1,283.1 |
1,288.1 |
1,299.2 |
|
S4 |
1,274.6 |
1,279.6 |
1,296.8 |
|
|
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% |
72% |
False |
False |
312,970 |
10 |
1,307.2 |
1,281.2 |
26.0 |
2.0% |
10.7 |
0.8% |
78% |
False |
False |
308,144 |
20 |
1,326.3 |
1,281.2 |
45.1 |
3.5% |
11.6 |
0.9% |
45% |
False |
False |
322,852 |
40 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.1 |
1.0% |
23% |
False |
False |
314,316 |
60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.7 |
1.1% |
23% |
False |
False |
247,924 |
80 |
1,369.6 |
1,281.2 |
88.4 |
6.8% |
14.1 |
1.1% |
23% |
False |
False |
188,829 |
100 |
1,375.5 |
1,281.2 |
94.3 |
7.2% |
14.0 |
1.1% |
22% |
False |
False |
152,546 |
120 |
1,375.5 |
1,247.2 |
128.3 |
9.9% |
13.4 |
1.0% |
42% |
False |
False |
127,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.8 |
2.618 |
1,326.0 |
1.618 |
1,317.5 |
1.000 |
1,312.2 |
0.618 |
1,309.0 |
HIGH |
1,303.7 |
0.618 |
1,300.5 |
0.500 |
1,299.5 |
0.382 |
1,298.4 |
LOW |
1,295.2 |
0.618 |
1,289.9 |
1.000 |
1,286.7 |
1.618 |
1,281.4 |
2.618 |
1,272.9 |
4.250 |
1,259.1 |
|
|
Fisher Pivots for day following 30-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,300.8 |
1,300.8 |
PP |
1,300.1 |
1,300.0 |
S1 |
1,299.5 |
1,299.3 |
|