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 |
7,839.5 |
7,846.5 |
7.0 |
0.1% |
7,707.0 |
High |
7,885.5 |
7,856.5 |
-29.0 |
-0.4% |
7,781.0 |
Low |
7,829.0 |
7,746.0 |
-83.0 |
-1.1% |
7,661.5 |
Close |
7,879.5 |
7,768.5 |
-111.0 |
-1.4% |
7,761.0 |
Range |
56.5 |
110.5 |
54.0 |
95.6% |
119.5 |
ATR |
72.2 |
76.6 |
4.4 |
6.1% |
0.0 |
Volume |
140,201 |
157,557 |
17,356 |
12.4% |
539,372 |
|
Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,122.0 |
8,055.5 |
7,829.5 |
|
R3 |
8,011.5 |
7,945.0 |
7,799.0 |
|
R2 |
7,901.0 |
7,901.0 |
7,789.0 |
|
R1 |
7,834.5 |
7,834.5 |
7,778.5 |
7,812.5 |
PP |
7,790.5 |
7,790.5 |
7,790.5 |
7,779.0 |
S1 |
7,724.0 |
7,724.0 |
7,758.5 |
7,702.0 |
S2 |
7,680.0 |
7,680.0 |
7,748.0 |
|
S3 |
7,569.5 |
7,613.5 |
7,738.0 |
|
S4 |
7,459.0 |
7,503.0 |
7,707.5 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,093.0 |
8,046.5 |
7,826.5 |
|
R3 |
7,973.5 |
7,927.0 |
7,794.0 |
|
R2 |
7,854.0 |
7,854.0 |
7,783.0 |
|
R1 |
7,807.5 |
7,807.5 |
7,772.0 |
7,831.0 |
PP |
7,734.5 |
7,734.5 |
7,734.5 |
7,746.0 |
S1 |
7,688.0 |
7,688.0 |
7,750.0 |
7,711.0 |
S2 |
7,615.0 |
7,615.0 |
7,739.0 |
|
S3 |
7,495.5 |
7,568.5 |
7,728.0 |
|
S4 |
7,376.0 |
7,449.0 |
7,695.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,885.5 |
7,696.5 |
189.0 |
2.4% |
76.0 |
1.0% |
38% |
False |
False |
128,540 |
10 |
7,885.5 |
7,606.0 |
279.5 |
3.6% |
66.0 |
0.9% |
58% |
False |
False |
118,547 |
20 |
7,885.5 |
7,280.0 |
605.5 |
7.8% |
71.0 |
0.9% |
81% |
False |
False |
117,845 |
40 |
7,885.5 |
6,780.0 |
1,105.5 |
14.2% |
78.5 |
1.0% |
89% |
False |
False |
112,075 |
60 |
7,885.5 |
6,766.5 |
1,119.0 |
14.4% |
79.5 |
1.0% |
90% |
False |
False |
108,456 |
80 |
7,885.5 |
6,766.5 |
1,119.0 |
14.4% |
76.5 |
1.0% |
90% |
False |
False |
81,385 |
100 |
7,885.5 |
6,766.5 |
1,119.0 |
14.4% |
63.5 |
0.8% |
90% |
False |
False |
65,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,326.0 |
2.618 |
8,146.0 |
1.618 |
8,035.5 |
1.000 |
7,967.0 |
0.618 |
7,925.0 |
HIGH |
7,856.5 |
0.618 |
7,814.5 |
0.500 |
7,801.0 |
0.382 |
7,788.0 |
LOW |
7,746.0 |
0.618 |
7,677.5 |
1.000 |
7,635.5 |
1.618 |
7,567.0 |
2.618 |
7,456.5 |
4.250 |
7,276.5 |
|
|
Fisher Pivots for day following 23-May-2018 |
Pivot |
1 day |
3 day |
R1 |
7,801.0 |
7,816.0 |
PP |
7,790.5 |
7,800.0 |
S1 |
7,779.5 |
7,784.0 |
|