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 |
3,455.0 |
3,395.0 |
-60.0 |
-1.7% |
3,547.0 |
High |
3,455.0 |
3,438.0 |
-17.0 |
-0.5% |
3,564.0 |
Low |
3,370.0 |
3,390.0 |
20.0 |
0.6% |
3,460.0 |
Close |
3,401.0 |
3,411.0 |
10.0 |
0.3% |
3,482.0 |
Range |
85.0 |
48.0 |
-37.0 |
-43.5% |
104.0 |
ATR |
39.5 |
40.1 |
0.6 |
1.5% |
0.0 |
Volume |
10,167 |
52,275 |
42,108 |
414.2% |
223,971 |
|
Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,557.0 |
3,532.0 |
3,437.4 |
|
R3 |
3,509.0 |
3,484.0 |
3,424.2 |
|
R2 |
3,461.0 |
3,461.0 |
3,419.8 |
|
R1 |
3,436.0 |
3,436.0 |
3,415.4 |
3,448.5 |
PP |
3,413.0 |
3,413.0 |
3,413.0 |
3,419.3 |
S1 |
3,388.0 |
3,388.0 |
3,406.6 |
3,400.5 |
S2 |
3,365.0 |
3,365.0 |
3,402.2 |
|
S3 |
3,317.0 |
3,340.0 |
3,397.8 |
|
S4 |
3,269.0 |
3,292.0 |
3,384.6 |
|
|
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 |
3,546.0 |
3,370.0 |
176.0 |
5.2% |
58.8 |
1.7% |
23% |
False |
False |
31,132 |
10 |
3,564.0 |
3,370.0 |
194.0 |
5.7% |
41.1 |
1.2% |
21% |
False |
False |
28,707 |
20 |
3,564.0 |
3,370.0 |
194.0 |
5.7% |
31.0 |
0.9% |
21% |
False |
False |
15,813 |
40 |
3,564.0 |
3,205.0 |
359.0 |
10.5% |
30.7 |
0.9% |
57% |
False |
False |
13,664 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.8% |
35.5 |
1.0% |
62% |
False |
False |
10,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,642.0 |
2.618 |
3,563.7 |
1.618 |
3,515.7 |
1.000 |
3,486.0 |
0.618 |
3,467.7 |
HIGH |
3,438.0 |
0.618 |
3,419.7 |
0.500 |
3,414.0 |
0.382 |
3,408.3 |
LOW |
3,390.0 |
0.618 |
3,360.3 |
1.000 |
3,342.0 |
1.618 |
3,312.3 |
2.618 |
3,264.3 |
4.250 |
3,186.0 |
|
|
Fisher Pivots for day following 30-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,414.0 |
3,443.5 |
PP |
3,413.0 |
3,432.7 |
S1 |
3,412.0 |
3,421.8 |
|