Trading Metrics calculated at close of trading on 22-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,632.8 |
1,639.8 |
7.0 |
0.4% |
1,608.1 |
High |
1,641.3 |
1,643.3 |
2.0 |
0.1% |
1,632.2 |
Low |
1,631.0 |
1,625.3 |
-5.7 |
-0.3% |
1,591.2 |
Close |
1,640.4 |
1,626.7 |
-13.7 |
-0.8% |
1,626.9 |
Range |
10.3 |
18.0 |
7.7 |
74.8% |
41.0 |
ATR |
19.3 |
19.2 |
-0.1 |
-0.5% |
0.0 |
Volume |
3,171 |
2,420 |
-751 |
-23.7% |
21,740 |
|
Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,685.8 |
1,674.3 |
1,636.5 |
|
R3 |
1,667.8 |
1,656.3 |
1,631.8 |
|
R2 |
1,649.8 |
1,649.8 |
1,630.0 |
|
R1 |
1,638.3 |
1,638.3 |
1,628.3 |
1,635.0 |
PP |
1,631.8 |
1,631.8 |
1,631.8 |
1,630.3 |
S1 |
1,620.3 |
1,620.3 |
1,625.0 |
1,617.0 |
S2 |
1,613.8 |
1,613.8 |
1,623.5 |
|
S3 |
1,595.8 |
1,602.3 |
1,621.8 |
|
S4 |
1,577.8 |
1,584.3 |
1,616.8 |
|
|
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 |
1,643.3 |
1,600.3 |
43.0 |
2.6% |
14.5 |
0.9% |
61% |
True |
False |
3,327 |
10 |
1,643.3 |
1,583.3 |
60.0 |
3.7% |
14.8 |
0.9% |
72% |
True |
False |
3,837 |
20 |
1,643.3 |
1,527.2 |
116.1 |
7.1% |
18.5 |
1.1% |
86% |
True |
False |
4,009 |
40 |
1,643.3 |
1,482.6 |
160.7 |
9.9% |
22.8 |
1.4% |
90% |
True |
False |
6,123 |
60 |
1,643.3 |
1,482.6 |
160.7 |
9.9% |
24.0 |
1.5% |
90% |
True |
False |
6,405 |
80 |
1,643.3 |
1,464.3 |
179.0 |
11.0% |
20.3 |
1.2% |
91% |
True |
False |
4,805 |
100 |
1,643.3 |
1,464.3 |
179.0 |
11.0% |
16.5 |
1.0% |
91% |
True |
False |
3,844 |
120 |
1,643.3 |
1,464.3 |
179.0 |
11.0% |
14.3 |
0.9% |
91% |
True |
False |
3,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,719.8 |
2.618 |
1,690.5 |
1.618 |
1,672.5 |
1.000 |
1,661.3 |
0.618 |
1,654.5 |
HIGH |
1,643.3 |
0.618 |
1,636.5 |
0.500 |
1,634.3 |
0.382 |
1,632.3 |
LOW |
1,625.3 |
0.618 |
1,614.3 |
1.000 |
1,607.3 |
1.618 |
1,596.3 |
2.618 |
1,578.3 |
4.250 |
1,548.8 |
|
|
Fisher Pivots for day following 22-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,634.3 |
1,633.8 |
PP |
1,631.8 |
1,631.3 |
S1 |
1,629.3 |
1,629.0 |
|