Trading Metrics calculated at close of trading on 24-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
Open |
7,846.5 |
7,783.0 |
-63.5 |
-0.8% |
7,707.0 |
High |
7,856.5 |
7,796.0 |
-60.5 |
-0.8% |
7,781.0 |
Low |
7,746.0 |
7,694.0 |
-52.0 |
-0.7% |
7,661.5 |
Close |
7,768.5 |
7,721.0 |
-47.5 |
-0.6% |
7,761.0 |
Range |
110.5 |
102.0 |
-8.5 |
-7.7% |
119.5 |
ATR |
76.6 |
78.4 |
1.8 |
2.4% |
0.0 |
Volume |
157,557 |
132,832 |
-24,725 |
-15.7% |
539,372 |
|
Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,043.0 |
7,984.0 |
7,777.0 |
|
R3 |
7,941.0 |
7,882.0 |
7,749.0 |
|
R2 |
7,839.0 |
7,839.0 |
7,739.5 |
|
R1 |
7,780.0 |
7,780.0 |
7,730.5 |
7,758.5 |
PP |
7,737.0 |
7,737.0 |
7,737.0 |
7,726.0 |
S1 |
7,678.0 |
7,678.0 |
7,711.5 |
7,656.5 |
S2 |
7,635.0 |
7,635.0 |
7,702.5 |
|
S3 |
7,533.0 |
7,576.0 |
7,693.0 |
|
S4 |
7,431.0 |
7,474.0 |
7,665.0 |
|
|
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 |
7,694.0 |
191.5 |
2.5% |
79.5 |
1.0% |
14% |
False |
True |
130,856 |
10 |
7,885.5 |
7,661.5 |
224.0 |
2.9% |
68.0 |
0.9% |
27% |
False |
False |
118,393 |
20 |
7,885.5 |
7,309.0 |
576.5 |
7.5% |
72.5 |
0.9% |
71% |
False |
False |
118,814 |
40 |
7,885.5 |
6,827.0 |
1,058.5 |
13.7% |
78.5 |
1.0% |
84% |
False |
False |
112,468 |
60 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
80.0 |
1.0% |
85% |
False |
False |
110,666 |
80 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
77.5 |
1.0% |
85% |
False |
False |
83,042 |
100 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
64.5 |
0.8% |
85% |
False |
False |
66,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,229.5 |
2.618 |
8,063.0 |
1.618 |
7,961.0 |
1.000 |
7,898.0 |
0.618 |
7,859.0 |
HIGH |
7,796.0 |
0.618 |
7,757.0 |
0.500 |
7,745.0 |
0.382 |
7,733.0 |
LOW |
7,694.0 |
0.618 |
7,631.0 |
1.000 |
7,592.0 |
1.618 |
7,529.0 |
2.618 |
7,427.0 |
4.250 |
7,260.5 |
|
|
Fisher Pivots for day following 24-May-2018 |
Pivot |
1 day |
3 day |
R1 |
7,745.0 |
7,790.0 |
PP |
7,737.0 |
7,767.0 |
S1 |
7,729.0 |
7,744.0 |
|