Trading Metrics calculated at close of trading on 23-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,639.8 |
1,625.7 |
-14.1 |
-0.9% |
1,608.1 |
High |
1,643.3 |
1,631.8 |
-11.5 |
-0.7% |
1,632.2 |
Low |
1,625.3 |
1,618.1 |
-7.2 |
-0.4% |
1,591.2 |
Close |
1,626.7 |
1,629.6 |
2.9 |
0.2% |
1,626.9 |
Range |
18.0 |
13.7 |
-4.3 |
-23.9% |
41.0 |
ATR |
19.2 |
18.8 |
-0.4 |
-2.1% |
0.0 |
Volume |
2,420 |
3,666 |
1,246 |
51.5% |
21,740 |
|
Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,667.5 |
1,662.3 |
1,637.3 |
|
R3 |
1,654.0 |
1,648.5 |
1,633.3 |
|
R2 |
1,640.3 |
1,640.3 |
1,632.0 |
|
R1 |
1,635.0 |
1,635.0 |
1,630.8 |
1,637.5 |
PP |
1,626.5 |
1,626.5 |
1,626.5 |
1,627.8 |
S1 |
1,621.3 |
1,621.3 |
1,628.3 |
1,623.8 |
S2 |
1,612.8 |
1,612.8 |
1,627.0 |
|
S3 |
1,599.0 |
1,607.5 |
1,625.8 |
|
S4 |
1,585.5 |
1,593.8 |
1,622.0 |
|
|
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 |
1,616.0 |
27.3 |
1.7% |
12.8 |
0.8% |
50% |
False |
False |
3,185 |
10 |
1,643.3 |
1,591.2 |
52.1 |
3.2% |
14.3 |
0.9% |
74% |
False |
False |
3,748 |
20 |
1,643.3 |
1,527.2 |
116.1 |
7.1% |
18.3 |
1.1% |
88% |
False |
False |
3,993 |
40 |
1,643.3 |
1,482.6 |
160.7 |
9.9% |
22.0 |
1.3% |
91% |
False |
False |
5,745 |
60 |
1,643.3 |
1,482.6 |
160.7 |
9.9% |
24.0 |
1.5% |
91% |
False |
False |
6,465 |
80 |
1,643.3 |
1,464.3 |
179.0 |
11.0% |
20.3 |
1.2% |
92% |
False |
False |
4,851 |
100 |
1,643.3 |
1,464.3 |
179.0 |
11.0% |
16.5 |
1.0% |
92% |
False |
False |
3,881 |
120 |
1,643.3 |
1,464.3 |
179.0 |
11.0% |
14.3 |
0.9% |
92% |
False |
False |
3,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,690.0 |
2.618 |
1,667.8 |
1.618 |
1,654.0 |
1.000 |
1,645.5 |
0.618 |
1,640.3 |
HIGH |
1,631.8 |
0.618 |
1,626.5 |
0.500 |
1,625.0 |
0.382 |
1,623.3 |
LOW |
1,618.0 |
0.618 |
1,609.8 |
1.000 |
1,604.5 |
1.618 |
1,596.0 |
2.618 |
1,582.3 |
4.250 |
1,560.0 |
|
|
Fisher Pivots for day following 23-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,628.0 |
1,630.8 |
PP |
1,626.5 |
1,630.3 |
S1 |
1,625.0 |
1,630.0 |
|