Trading Metrics calculated at close of trading on 21-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
Open |
6,876.65 |
6,920.32 |
43.67 |
0.6% |
6,977.35 |
High |
6,897.91 |
6,948.27 |
50.36 |
0.7% |
7,008.26 |
Low |
6,857.58 |
6,876.35 |
18.77 |
0.3% |
6,852.73 |
Close |
6,866.25 |
6,905.53 |
39.28 |
0.6% |
6,866.25 |
Range |
40.33 |
71.92 |
31.59 |
78.3% |
155.53 |
ATR |
99.50 |
98.25 |
-1.25 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,125.81 |
7,087.59 |
6,945.09 |
|
R3 |
7,053.89 |
7,015.67 |
6,925.31 |
|
R2 |
6,981.97 |
6,981.97 |
6,918.72 |
|
R1 |
6,943.75 |
6,943.75 |
6,912.12 |
6,926.90 |
PP |
6,910.05 |
6,910.05 |
6,910.05 |
6,901.63 |
S1 |
6,871.83 |
6,871.83 |
6,898.94 |
6,854.98 |
S2 |
6,838.13 |
6,838.13 |
6,892.34 |
|
S3 |
6,766.21 |
6,799.91 |
6,885.75 |
|
S4 |
6,694.29 |
6,727.99 |
6,865.97 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,375.67 |
7,276.49 |
6,951.79 |
|
R3 |
7,220.14 |
7,120.96 |
6,909.02 |
|
R2 |
7,064.61 |
7,064.61 |
6,894.76 |
|
R1 |
6,965.43 |
6,965.43 |
6,880.51 |
6,937.26 |
PP |
6,909.08 |
6,909.08 |
6,909.08 |
6,894.99 |
S1 |
6,809.90 |
6,809.90 |
6,851.99 |
6,781.73 |
S2 |
6,753.55 |
6,753.55 |
6,837.74 |
|
S3 |
6,598.02 |
6,654.37 |
6,823.48 |
|
S4 |
6,442.49 |
6,498.84 |
6,780.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,952.98 |
6,852.73 |
100.25 |
1.5% |
61.61 |
0.9% |
53% |
False |
False |
|
10 |
7,008.26 |
6,770.30 |
237.96 |
3.4% |
61.66 |
0.9% |
57% |
False |
False |
|
20 |
7,008.26 |
6,426.57 |
581.69 |
8.4% |
91.69 |
1.3% |
82% |
False |
False |
|
40 |
7,008.26 |
6,322.60 |
685.66 |
9.9% |
116.00 |
1.7% |
85% |
False |
False |
|
60 |
7,186.09 |
6,322.60 |
863.49 |
12.5% |
112.56 |
1.6% |
68% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.8% |
119.91 |
1.7% |
73% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
14.8% |
107.32 |
1.6% |
73% |
False |
False |
|
120 |
7,186.09 |
6,164.43 |
1,021.66 |
14.8% |
98.99 |
1.4% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,253.93 |
2.618 |
7,136.56 |
1.618 |
7,064.64 |
1.000 |
7,020.19 |
0.618 |
6,992.72 |
HIGH |
6,948.27 |
0.618 |
6,920.80 |
0.500 |
6,912.31 |
0.382 |
6,903.82 |
LOW |
6,876.35 |
0.618 |
6,831.90 |
1.000 |
6,804.43 |
1.618 |
6,759.98 |
2.618 |
6,688.06 |
4.250 |
6,570.69 |
|
|
Fisher Pivots for day following 21-May-2018 |
Pivot |
1 day |
3 day |
R1 |
6,912.31 |
6,905.45 |
PP |
6,910.05 |
6,905.36 |
S1 |
6,907.79 |
6,905.28 |
|