Trading Metrics calculated at close of trading on 31-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,298.0 |
1,301.0 |
3.0 |
0.2% |
1,290.3 |
High |
1,303.7 |
1,306.8 |
3.1 |
0.2% |
1,307.2 |
Low |
1,295.2 |
1,296.6 |
1.4 |
0.1% |
1,281.2 |
Close |
1,301.5 |
1,300.1 |
-1.4 |
-0.1% |
1,303.7 |
Range |
8.5 |
10.2 |
1.7 |
20.0% |
26.0 |
ATR |
12.5 |
12.3 |
-0.2 |
-1.3% |
0.0 |
Volume |
50,845 |
4,082 |
-46,763 |
-92.0% |
1,747,405 |
|
Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.8 |
1,326.1 |
1,305.7 |
|
R3 |
1,321.6 |
1,315.9 |
1,302.9 |
|
R2 |
1,311.4 |
1,311.4 |
1,302.0 |
|
R1 |
1,305.7 |
1,305.7 |
1,301.0 |
1,303.5 |
PP |
1,301.2 |
1,301.2 |
1,301.2 |
1,300.0 |
S1 |
1,295.5 |
1,295.5 |
1,299.2 |
1,293.3 |
S2 |
1,291.0 |
1,291.0 |
1,298.2 |
|
S3 |
1,280.8 |
1,285.3 |
1,297.3 |
|
S4 |
1,270.6 |
1,275.1 |
1,294.5 |
|
|
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 |
1,291.4 |
15.8 |
1.2% |
11.1 |
0.9% |
55% |
False |
False |
233,318 |
10 |
1,307.2 |
1,281.2 |
26.0 |
2.0% |
10.6 |
0.8% |
73% |
False |
False |
275,190 |
20 |
1,326.3 |
1,281.2 |
45.1 |
3.5% |
11.6 |
0.9% |
42% |
False |
False |
304,544 |
40 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
12.9 |
1.0% |
21% |
False |
False |
305,642 |
60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.5 |
1.0% |
21% |
False |
False |
247,768 |
80 |
1,369.6 |
1,281.2 |
88.4 |
6.8% |
14.1 |
1.1% |
21% |
False |
False |
188,823 |
100 |
1,375.5 |
1,281.2 |
94.3 |
7.3% |
14.0 |
1.1% |
20% |
False |
False |
152,558 |
120 |
1,375.5 |
1,247.2 |
128.3 |
9.9% |
13.5 |
1.0% |
41% |
False |
False |
127,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.2 |
2.618 |
1,333.5 |
1.618 |
1,323.3 |
1.000 |
1,317.0 |
0.618 |
1,313.1 |
HIGH |
1,306.8 |
0.618 |
1,302.9 |
0.500 |
1,301.7 |
0.382 |
1,300.5 |
LOW |
1,296.6 |
0.618 |
1,290.3 |
1.000 |
1,286.4 |
1.618 |
1,280.1 |
2.618 |
1,269.9 |
4.250 |
1,253.3 |
|
|
Fisher Pivots for day following 31-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,301.7 |
1,299.8 |
PP |
1,301.2 |
1,299.4 |
S1 |
1,300.6 |
1,299.1 |
|