Trading Metrics calculated at close of trading on 25-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,506.0 |
3,506.0 |
0.0 |
0.0% |
3,547.0 |
High |
3,526.0 |
3,517.0 |
-9.0 |
-0.3% |
3,564.0 |
Low |
3,474.0 |
3,460.0 |
-14.0 |
-0.4% |
3,460.0 |
Close |
3,490.0 |
3,482.0 |
-8.0 |
-0.2% |
3,482.0 |
Range |
52.0 |
57.0 |
5.0 |
9.6% |
104.0 |
ATR |
32.1 |
33.9 |
1.8 |
5.5% |
0.0 |
Volume |
21,993 |
53,394 |
31,401 |
142.8% |
223,971 |
|
Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,657.3 |
3,626.7 |
3,513.4 |
|
R3 |
3,600.3 |
3,569.7 |
3,497.7 |
|
R2 |
3,543.3 |
3,543.3 |
3,492.5 |
|
R1 |
3,512.7 |
3,512.7 |
3,487.2 |
3,499.5 |
PP |
3,486.3 |
3,486.3 |
3,486.3 |
3,479.8 |
S1 |
3,455.7 |
3,455.7 |
3,476.8 |
3,442.5 |
S2 |
3,429.3 |
3,429.3 |
3,471.6 |
|
S3 |
3,372.3 |
3,398.7 |
3,466.3 |
|
S4 |
3,315.3 |
3,341.7 |
3,450.7 |
|
|
Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,814.0 |
3,752.0 |
3,539.2 |
|
R3 |
3,710.0 |
3,648.0 |
3,510.6 |
|
R2 |
3,606.0 |
3,606.0 |
3,501.1 |
|
R1 |
3,544.0 |
3,544.0 |
3,491.5 |
3,523.0 |
PP |
3,502.0 |
3,502.0 |
3,502.0 |
3,491.5 |
S1 |
3,440.0 |
3,440.0 |
3,472.5 |
3,419.0 |
S2 |
3,398.0 |
3,398.0 |
3,462.9 |
|
S3 |
3,294.0 |
3,336.0 |
3,453.4 |
|
S4 |
3,190.0 |
3,232.0 |
3,424.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,564.0 |
3,460.0 |
104.0 |
3.0% |
40.6 |
1.2% |
21% |
False |
True |
44,794 |
10 |
3,564.0 |
3,460.0 |
104.0 |
3.0% |
30.7 |
0.9% |
21% |
False |
True |
22,518 |
20 |
3,564.0 |
3,432.0 |
132.0 |
3.8% |
26.3 |
0.8% |
38% |
False |
False |
13,324 |
40 |
3,564.0 |
3,171.0 |
393.0 |
11.3% |
30.6 |
0.9% |
79% |
False |
False |
12,846 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.5% |
34.2 |
1.0% |
80% |
False |
False |
9,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,759.3 |
2.618 |
3,666.2 |
1.618 |
3,609.2 |
1.000 |
3,574.0 |
0.618 |
3,552.2 |
HIGH |
3,517.0 |
0.618 |
3,495.2 |
0.500 |
3,488.5 |
0.382 |
3,481.8 |
LOW |
3,460.0 |
0.618 |
3,424.8 |
1.000 |
3,403.0 |
1.618 |
3,367.8 |
2.618 |
3,310.8 |
4.250 |
3,217.8 |
|
|
Fisher Pivots for day following 25-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,488.5 |
3,503.0 |
PP |
3,486.3 |
3,496.0 |
S1 |
3,484.2 |
3,489.0 |
|