Trading Metrics calculated at close of trading on 31-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
Open |
7,605.0 |
7,691.5 |
86.5 |
1.1% |
7,766.0 |
High |
7,706.0 |
7,717.0 |
11.0 |
0.1% |
7,885.5 |
Low |
7,593.0 |
7,638.0 |
45.0 |
0.6% |
7,686.5 |
Close |
7,654.5 |
7,670.0 |
15.5 |
0.2% |
7,720.5 |
Range |
113.0 |
79.0 |
-34.0 |
-30.1% |
199.0 |
ATR |
84.6 |
84.2 |
-0.4 |
-0.5% |
0.0 |
Volume |
119,675 |
161,836 |
42,161 |
35.2% |
645,009 |
|
Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,912.0 |
7,870.0 |
7,713.5 |
|
R3 |
7,833.0 |
7,791.0 |
7,691.5 |
|
R2 |
7,754.0 |
7,754.0 |
7,684.5 |
|
R1 |
7,712.0 |
7,712.0 |
7,677.0 |
7,693.5 |
PP |
7,675.0 |
7,675.0 |
7,675.0 |
7,666.0 |
S1 |
7,633.0 |
7,633.0 |
7,663.0 |
7,614.5 |
S2 |
7,596.0 |
7,596.0 |
7,655.5 |
|
S3 |
7,517.0 |
7,554.0 |
7,648.5 |
|
S4 |
7,438.0 |
7,475.0 |
7,626.5 |
|
|
Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,361.0 |
8,240.0 |
7,830.0 |
|
R3 |
8,162.0 |
8,041.0 |
7,775.0 |
|
R2 |
7,963.0 |
7,963.0 |
7,757.0 |
|
R1 |
7,842.0 |
7,842.0 |
7,738.5 |
7,803.0 |
PP |
7,764.0 |
7,764.0 |
7,764.0 |
7,745.0 |
S1 |
7,643.0 |
7,643.0 |
7,702.5 |
7,604.0 |
S2 |
7,565.0 |
7,565.0 |
7,684.0 |
|
S3 |
7,366.0 |
7,444.0 |
7,666.0 |
|
S4 |
7,167.0 |
7,245.0 |
7,611.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,796.0 |
7,575.0 |
221.0 |
2.9% |
96.0 |
1.3% |
43% |
False |
False |
133,663 |
10 |
7,885.5 |
7,575.0 |
310.5 |
4.0% |
86.0 |
1.1% |
31% |
False |
False |
131,102 |
20 |
7,885.5 |
7,446.0 |
439.5 |
5.7% |
77.0 |
1.0% |
51% |
False |
False |
124,940 |
40 |
7,885.5 |
6,888.5 |
997.0 |
13.0% |
76.5 |
1.0% |
78% |
False |
False |
111,964 |
60 |
7,885.5 |
6,766.5 |
1,119.0 |
14.6% |
81.0 |
1.1% |
81% |
False |
False |
119,501 |
80 |
7,885.5 |
6,766.5 |
1,119.0 |
14.6% |
81.0 |
1.1% |
81% |
False |
False |
89,730 |
100 |
7,885.5 |
6,766.5 |
1,119.0 |
14.6% |
68.5 |
0.9% |
81% |
False |
False |
71,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,053.0 |
2.618 |
7,924.0 |
1.618 |
7,845.0 |
1.000 |
7,796.0 |
0.618 |
7,766.0 |
HIGH |
7,717.0 |
0.618 |
7,687.0 |
0.500 |
7,677.5 |
0.382 |
7,668.0 |
LOW |
7,638.0 |
0.618 |
7,589.0 |
1.000 |
7,559.0 |
1.618 |
7,510.0 |
2.618 |
7,431.0 |
4.250 |
7,302.0 |
|
|
Fisher Pivots for day following 31-May-2018 |
Pivot |
1 day |
3 day |
R1 |
7,677.5 |
7,662.0 |
PP |
7,675.0 |
7,654.0 |
S1 |
7,672.5 |
7,646.0 |
|