Trading Metrics calculated at close of trading on 21-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,627.7 |
1,632.8 |
5.1 |
0.3% |
1,608.1 |
High |
1,632.2 |
1,641.3 |
9.1 |
0.6% |
1,632.2 |
Low |
1,624.1 |
1,631.0 |
6.9 |
0.4% |
1,591.2 |
Close |
1,626.9 |
1,640.4 |
13.5 |
0.8% |
1,626.9 |
Range |
8.1 |
10.3 |
2.2 |
27.2% |
41.0 |
ATR |
19.7 |
19.3 |
-0.4 |
-1.9% |
0.0 |
Volume |
3,176 |
3,171 |
-5 |
-0.2% |
21,740 |
|
Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,668.5 |
1,664.8 |
1,646.0 |
|
R3 |
1,658.3 |
1,654.5 |
1,643.3 |
|
R2 |
1,647.8 |
1,647.8 |
1,642.3 |
|
R1 |
1,644.3 |
1,644.3 |
1,641.3 |
1,646.0 |
PP |
1,637.5 |
1,637.5 |
1,637.5 |
1,638.5 |
S1 |
1,633.8 |
1,633.8 |
1,639.5 |
1,635.8 |
S2 |
1,627.3 |
1,627.3 |
1,638.5 |
|
S3 |
1,617.0 |
1,623.5 |
1,637.5 |
|
S4 |
1,606.8 |
1,613.3 |
1,634.8 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,739.8 |
1,724.3 |
1,649.5 |
|
R3 |
1,698.8 |
1,683.3 |
1,638.3 |
|
R2 |
1,657.8 |
1,657.8 |
1,634.5 |
|
R1 |
1,642.3 |
1,642.3 |
1,630.8 |
1,650.0 |
PP |
1,616.8 |
1,616.8 |
1,616.8 |
1,620.5 |
S1 |
1,601.3 |
1,601.3 |
1,623.3 |
1,609.0 |
S2 |
1,575.8 |
1,575.8 |
1,619.5 |
|
S3 |
1,534.8 |
1,560.3 |
1,615.5 |
|
S4 |
1,493.8 |
1,519.3 |
1,604.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,641.3 |
1,591.2 |
50.1 |
3.1% |
13.8 |
0.8% |
98% |
True |
False |
4,015 |
10 |
1,641.3 |
1,575.0 |
66.3 |
4.0% |
14.5 |
0.9% |
99% |
True |
False |
4,047 |
20 |
1,641.3 |
1,527.2 |
114.1 |
7.0% |
19.5 |
1.2% |
99% |
True |
False |
4,189 |
40 |
1,641.3 |
1,482.6 |
158.7 |
9.7% |
23.3 |
1.4% |
99% |
True |
False |
6,437 |
60 |
1,641.3 |
1,482.6 |
158.7 |
9.7% |
23.8 |
1.5% |
99% |
True |
False |
6,365 |
80 |
1,641.3 |
1,464.3 |
177.0 |
10.8% |
20.0 |
1.2% |
99% |
True |
False |
4,775 |
100 |
1,641.3 |
1,464.3 |
177.0 |
10.8% |
16.3 |
1.0% |
99% |
True |
False |
3,820 |
120 |
1,641.3 |
1,464.3 |
177.0 |
10.8% |
14.0 |
0.9% |
99% |
True |
False |
3,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,685.0 |
2.618 |
1,668.3 |
1.618 |
1,658.0 |
1.000 |
1,651.5 |
0.618 |
1,647.8 |
HIGH |
1,641.3 |
0.618 |
1,637.3 |
0.500 |
1,636.3 |
0.382 |
1,635.0 |
LOW |
1,631.0 |
0.618 |
1,624.8 |
1.000 |
1,620.8 |
1.618 |
1,614.3 |
2.618 |
1,604.0 |
4.250 |
1,587.3 |
|
|
Fisher Pivots for day following 21-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,639.0 |
1,636.5 |
PP |
1,637.5 |
1,632.5 |
S1 |
1,636.3 |
1,628.8 |
|