Trading Metrics calculated at close of trading on 23-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
Open |
6,934.70 |
6,847.27 |
-87.43 |
-1.3% |
6,977.35 |
High |
6,947.43 |
6,954.70 |
7.27 |
0.1% |
7,008.26 |
Low |
6,883.75 |
6,846.94 |
-36.81 |
-0.5% |
6,852.73 |
Close |
6,893.62 |
6,953.63 |
60.01 |
0.9% |
6,866.25 |
Range |
63.68 |
107.76 |
44.08 |
69.2% |
155.53 |
ATR |
95.78 |
96.64 |
0.86 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,241.70 |
7,205.43 |
7,012.90 |
|
R3 |
7,133.94 |
7,097.67 |
6,983.26 |
|
R2 |
7,026.18 |
7,026.18 |
6,973.39 |
|
R1 |
6,989.91 |
6,989.91 |
6,963.51 |
7,008.05 |
PP |
6,918.42 |
6,918.42 |
6,918.42 |
6,927.49 |
S1 |
6,882.15 |
6,882.15 |
6,943.75 |
6,900.29 |
S2 |
6,810.66 |
6,810.66 |
6,933.87 |
|
S3 |
6,702.90 |
6,774.39 |
6,924.00 |
|
S4 |
6,595.14 |
6,666.63 |
6,894.36 |
|
|
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 |
6,954.70 |
6,846.94 |
107.76 |
1.5% |
73.46 |
1.1% |
99% |
True |
True |
|
10 |
7,008.26 |
6,846.94 |
161.32 |
2.3% |
63.90 |
0.9% |
66% |
False |
True |
|
20 |
7,008.26 |
6,539.86 |
468.40 |
6.7% |
83.35 |
1.2% |
88% |
False |
False |
|
40 |
7,008.26 |
6,322.60 |
685.66 |
9.9% |
106.89 |
1.5% |
92% |
False |
False |
|
60 |
7,186.09 |
6,322.60 |
863.49 |
12.4% |
112.67 |
1.6% |
73% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
120.46 |
1.7% |
77% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
108.61 |
1.6% |
77% |
False |
False |
|
120 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
98.97 |
1.4% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,412.68 |
2.618 |
7,236.82 |
1.618 |
7,129.06 |
1.000 |
7,062.46 |
0.618 |
7,021.30 |
HIGH |
6,954.70 |
0.618 |
6,913.54 |
0.500 |
6,900.82 |
0.382 |
6,888.10 |
LOW |
6,846.94 |
0.618 |
6,780.34 |
1.000 |
6,739.18 |
1.618 |
6,672.58 |
2.618 |
6,564.82 |
4.250 |
6,388.96 |
|
|
Fisher Pivots for day following 23-May-2018 |
Pivot |
1 day |
3 day |
R1 |
6,936.03 |
6,936.03 |
PP |
6,918.42 |
6,918.42 |
S1 |
6,900.82 |
6,900.82 |
|