Trading Metrics calculated at close of trading on 29-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,506.0 |
3,455.0 |
-51.0 |
-1.5% |
3,547.0 |
High |
3,517.0 |
3,455.0 |
-62.0 |
-1.8% |
3,564.0 |
Low |
3,460.0 |
3,370.0 |
-90.0 |
-2.6% |
3,460.0 |
Close |
3,482.0 |
3,401.0 |
-81.0 |
-2.3% |
3,482.0 |
Range |
57.0 |
85.0 |
28.0 |
49.1% |
104.0 |
ATR |
33.9 |
39.5 |
5.6 |
16.5% |
0.0 |
Volume |
53,394 |
10,167 |
-43,227 |
-81.0% |
223,971 |
|
Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,663.7 |
3,617.3 |
3,447.8 |
|
R3 |
3,578.7 |
3,532.3 |
3,424.4 |
|
R2 |
3,493.7 |
3,493.7 |
3,416.6 |
|
R1 |
3,447.3 |
3,447.3 |
3,408.8 |
3,428.0 |
PP |
3,408.7 |
3,408.7 |
3,408.7 |
3,399.0 |
S1 |
3,362.3 |
3,362.3 |
3,393.2 |
3,343.0 |
S2 |
3,323.7 |
3,323.7 |
3,385.4 |
|
S3 |
3,238.7 |
3,277.3 |
3,377.6 |
|
S4 |
3,153.7 |
3,192.3 |
3,354.3 |
|
|
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 |
3,563.0 |
3,370.0 |
193.0 |
5.7% |
53.4 |
1.6% |
16% |
False |
True |
45,366 |
10 |
3,564.0 |
3,370.0 |
194.0 |
5.7% |
37.8 |
1.1% |
16% |
False |
True |
23,521 |
20 |
3,564.0 |
3,370.0 |
194.0 |
5.7% |
29.6 |
0.9% |
16% |
False |
True |
13,832 |
40 |
3,564.0 |
3,205.0 |
359.0 |
10.6% |
30.7 |
0.9% |
55% |
False |
False |
13,096 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.8% |
35.6 |
1.0% |
59% |
False |
False |
9,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,816.3 |
2.618 |
3,677.5 |
1.618 |
3,592.5 |
1.000 |
3,540.0 |
0.618 |
3,507.5 |
HIGH |
3,455.0 |
0.618 |
3,422.5 |
0.500 |
3,412.5 |
0.382 |
3,402.5 |
LOW |
3,370.0 |
0.618 |
3,317.5 |
1.000 |
3,285.0 |
1.618 |
3,232.5 |
2.618 |
3,147.5 |
4.250 |
3,008.8 |
|
|
Fisher Pivots for day following 29-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,412.5 |
3,448.0 |
PP |
3,408.7 |
3,432.3 |
S1 |
3,404.8 |
3,416.7 |
|