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 |
1,295.9 |
1,298.0 |
2.1 |
0.2% |
1,324.5 |
High |
1,303.8 |
1,311.8 |
8.0 |
0.6% |
1,328.7 |
Low |
1,292.0 |
1,297.4 |
5.4 |
0.4% |
1,290.0 |
Close |
1,294.8 |
1,309.8 |
15.0 |
1.2% |
1,296.9 |
Range |
11.8 |
14.4 |
2.6 |
22.0% |
38.7 |
ATR |
12.4 |
12.8 |
0.3 |
2.6% |
0.0 |
Volume |
67,841 |
101,752 |
33,911 |
50.0% |
139,332 |
|
Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.5 |
1,344.1 |
1,317.7 |
|
R3 |
1,335.1 |
1,329.7 |
1,313.8 |
|
R2 |
1,320.7 |
1,320.7 |
1,312.4 |
|
R1 |
1,315.3 |
1,315.3 |
1,311.1 |
1,318.0 |
PP |
1,306.3 |
1,306.3 |
1,306.3 |
1,307.7 |
S1 |
1,300.9 |
1,300.9 |
1,308.5 |
1,303.6 |
S2 |
1,291.9 |
1,291.9 |
1,307.2 |
|
S3 |
1,277.5 |
1,286.5 |
1,305.8 |
|
S4 |
1,263.1 |
1,272.1 |
1,301.9 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,421.3 |
1,397.8 |
1,318.2 |
|
R3 |
1,382.6 |
1,359.1 |
1,307.5 |
|
R2 |
1,343.9 |
1,343.9 |
1,304.0 |
|
R1 |
1,320.4 |
1,320.4 |
1,300.4 |
1,312.8 |
PP |
1,305.2 |
1,305.2 |
1,305.2 |
1,301.4 |
S1 |
1,281.7 |
1,281.7 |
1,293.4 |
1,274.1 |
S2 |
1,266.5 |
1,266.5 |
1,289.8 |
|
S3 |
1,227.8 |
1,243.0 |
1,286.3 |
|
S4 |
1,189.1 |
1,204.3 |
1,275.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,311.8 |
1,286.8 |
25.0 |
1.9% |
10.9 |
0.8% |
92% |
True |
False |
59,553 |
10 |
1,332.4 |
1,286.8 |
45.6 |
3.5% |
12.0 |
0.9% |
50% |
False |
False |
43,620 |
20 |
1,332.6 |
1,286.8 |
45.8 |
3.5% |
11.9 |
0.9% |
50% |
False |
False |
33,238 |
40 |
1,375.1 |
1,286.8 |
88.3 |
6.7% |
12.8 |
1.0% |
26% |
False |
False |
19,518 |
60 |
1,375.1 |
1,286.8 |
88.3 |
6.7% |
13.1 |
1.0% |
26% |
False |
False |
14,652 |
80 |
1,375.1 |
1,286.8 |
88.3 |
6.7% |
13.5 |
1.0% |
26% |
False |
False |
11,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.0 |
2.618 |
1,349.5 |
1.618 |
1,335.1 |
1.000 |
1,326.2 |
0.618 |
1,320.7 |
HIGH |
1,311.8 |
0.618 |
1,306.3 |
0.500 |
1,304.6 |
0.382 |
1,302.9 |
LOW |
1,297.4 |
0.618 |
1,288.5 |
1.000 |
1,283.0 |
1.618 |
1,274.1 |
2.618 |
1,259.7 |
4.250 |
1,236.2 |
|
|
Fisher Pivots for day following 24-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,308.1 |
1,307.2 |
PP |
1,306.3 |
1,304.5 |
S1 |
1,304.6 |
1,301.9 |
|