Trading Metrics calculated at close of trading on 30-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,305.7 |
1,303.1 |
-2.6 |
-0.2% |
1,295.6 |
High |
1,311.3 |
1,308.8 |
-2.5 |
-0.2% |
1,312.6 |
Low |
1,296.6 |
1,300.0 |
3.4 |
0.3% |
1,286.8 |
Close |
1,304.1 |
1,306.5 |
2.4 |
0.2% |
1,309.0 |
Range |
14.7 |
8.8 |
-5.9 |
-40.1% |
25.8 |
ATR |
12.6 |
12.3 |
-0.3 |
-2.2% |
0.0 |
Volume |
362,211 |
338,847 |
-23,364 |
-6.5% |
367,831 |
|
Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.5 |
1,327.8 |
1,311.3 |
|
R3 |
1,322.7 |
1,319.0 |
1,308.9 |
|
R2 |
1,313.9 |
1,313.9 |
1,308.1 |
|
R1 |
1,310.2 |
1,310.2 |
1,307.3 |
1,312.1 |
PP |
1,305.1 |
1,305.1 |
1,305.1 |
1,306.0 |
S1 |
1,301.4 |
1,301.4 |
1,305.7 |
1,303.3 |
S2 |
1,296.3 |
1,296.3 |
1,304.9 |
|
S3 |
1,287.5 |
1,292.6 |
1,304.1 |
|
S4 |
1,278.7 |
1,283.8 |
1,301.7 |
|
|
Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.2 |
1,370.4 |
1,323.2 |
|
R3 |
1,354.4 |
1,344.6 |
1,316.1 |
|
R2 |
1,328.6 |
1,328.6 |
1,313.7 |
|
R1 |
1,318.8 |
1,318.8 |
1,311.4 |
1,323.7 |
PP |
1,302.8 |
1,302.8 |
1,302.8 |
1,305.3 |
S1 |
1,293.0 |
1,293.0 |
1,306.6 |
1,297.9 |
S2 |
1,277.0 |
1,277.0 |
1,304.3 |
|
S3 |
1,251.2 |
1,267.2 |
1,301.9 |
|
S4 |
1,225.4 |
1,241.4 |
1,294.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,312.6 |
1,292.0 |
20.6 |
1.6% |
11.5 |
0.9% |
70% |
False |
False |
193,464 |
10 |
1,312.6 |
1,286.8 |
25.8 |
2.0% |
10.6 |
0.8% |
76% |
False |
False |
113,764 |
20 |
1,332.4 |
1,286.8 |
45.6 |
3.5% |
11.5 |
0.9% |
43% |
False |
False |
70,977 |
40 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.6 |
1.0% |
22% |
False |
False |
39,137 |
60 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
13.1 |
1.0% |
22% |
False |
False |
27,797 |
80 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
13.2 |
1.0% |
22% |
False |
False |
21,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.2 |
2.618 |
1,331.8 |
1.618 |
1,323.0 |
1.000 |
1,317.6 |
0.618 |
1,314.2 |
HIGH |
1,308.8 |
0.618 |
1,305.4 |
0.500 |
1,304.4 |
0.382 |
1,303.4 |
LOW |
1,300.0 |
0.618 |
1,294.6 |
1.000 |
1,291.2 |
1.618 |
1,285.8 |
2.618 |
1,277.0 |
4.250 |
1,262.6 |
|
|
Fisher Pivots for day following 30-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,305.8 |
1,305.9 |
PP |
1,305.1 |
1,305.2 |
S1 |
1,304.4 |
1,304.6 |
|