Trading Metrics calculated at close of trading on 29-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,631.0 |
1,624.7 |
-6.3 |
-0.4% |
1,632.8 |
High |
1,635.8 |
1,630.7 |
-5.1 |
-0.3% |
1,643.3 |
Low |
1,623.2 |
1,607.2 |
-16.0 |
-1.0% |
1,614.9 |
Close |
1,625.7 |
1,625.1 |
-0.6 |
0.0% |
1,625.7 |
Range |
12.6 |
23.5 |
10.9 |
86.5% |
28.4 |
ATR |
18.3 |
18.7 |
0.4 |
2.0% |
0.0 |
Volume |
3,092 |
5,275 |
2,183 |
70.6% |
15,959 |
|
Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,691.5 |
1,681.8 |
1,638.0 |
|
R3 |
1,668.0 |
1,658.3 |
1,631.5 |
|
R2 |
1,644.5 |
1,644.5 |
1,629.5 |
|
R1 |
1,634.8 |
1,634.8 |
1,627.3 |
1,639.8 |
PP |
1,621.0 |
1,621.0 |
1,621.0 |
1,623.5 |
S1 |
1,611.3 |
1,611.3 |
1,623.0 |
1,616.3 |
S2 |
1,597.5 |
1,597.5 |
1,620.8 |
|
S3 |
1,574.0 |
1,587.8 |
1,618.8 |
|
S4 |
1,550.5 |
1,564.3 |
1,612.3 |
|
|
Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,713.3 |
1,697.8 |
1,641.3 |
|
R3 |
1,684.8 |
1,669.5 |
1,633.5 |
|
R2 |
1,656.3 |
1,656.3 |
1,631.0 |
|
R1 |
1,641.0 |
1,641.0 |
1,628.3 |
1,634.5 |
PP |
1,628.0 |
1,628.0 |
1,628.0 |
1,624.8 |
S1 |
1,612.8 |
1,612.8 |
1,623.0 |
1,606.0 |
S2 |
1,599.5 |
1,599.5 |
1,620.5 |
|
S3 |
1,571.3 |
1,584.3 |
1,618.0 |
|
S4 |
1,542.8 |
1,555.8 |
1,610.0 |
|
|
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 |
1,607.2 |
36.1 |
2.2% |
17.0 |
1.0% |
50% |
False |
True |
3,612 |
10 |
1,643.3 |
1,591.2 |
52.1 |
3.2% |
15.5 |
0.9% |
65% |
False |
False |
3,813 |
20 |
1,643.3 |
1,527.2 |
116.1 |
7.1% |
18.3 |
1.1% |
84% |
False |
False |
4,016 |
40 |
1,643.3 |
1,484.3 |
159.0 |
9.8% |
20.8 |
1.3% |
89% |
False |
False |
5,010 |
60 |
1,643.3 |
1,482.6 |
160.7 |
9.9% |
23.3 |
1.4% |
89% |
False |
False |
6,651 |
80 |
1,643.3 |
1,464.3 |
179.0 |
11.0% |
21.0 |
1.3% |
90% |
False |
False |
5,001 |
100 |
1,643.3 |
1,464.3 |
179.0 |
11.0% |
17.0 |
1.0% |
90% |
False |
False |
4,001 |
120 |
1,643.3 |
1,464.3 |
179.0 |
11.0% |
14.5 |
0.9% |
90% |
False |
False |
3,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,730.5 |
2.618 |
1,692.3 |
1.618 |
1,668.8 |
1.000 |
1,654.3 |
0.618 |
1,645.3 |
HIGH |
1,630.8 |
0.618 |
1,621.8 |
0.500 |
1,619.0 |
0.382 |
1,616.3 |
LOW |
1,607.3 |
0.618 |
1,592.8 |
1.000 |
1,583.8 |
1.618 |
1,569.3 |
2.618 |
1,545.8 |
4.250 |
1,507.3 |
|
|
Fisher Pivots for day following 29-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,623.0 |
1,624.0 |
PP |
1,621.0 |
1,622.8 |
S1 |
1,619.0 |
1,621.5 |
|