| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,955.59 |
6,969.93 |
14.34 |
0.2% |
6,920.32 |
| High |
6,987.63 |
7,016.42 |
28.79 |
0.4% |
6,982.52 |
| Low |
6,938.02 |
6,955.99 |
17.97 |
0.3% |
6,846.94 |
| Close |
6,976.37 |
6,967.73 |
-8.64 |
-0.1% |
6,960.92 |
| Range |
49.61 |
60.43 |
10.82 |
21.8% |
135.58 |
| ATR |
88.49 |
86.49 |
-2.00 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,161.34 |
7,124.96 |
7,000.97 |
|
| R3 |
7,100.91 |
7,064.53 |
6,984.35 |
|
| R2 |
7,040.48 |
7,040.48 |
6,978.81 |
|
| R1 |
7,004.10 |
7,004.10 |
6,973.27 |
6,992.08 |
| PP |
6,980.05 |
6,980.05 |
6,980.05 |
6,974.03 |
| S1 |
6,943.67 |
6,943.67 |
6,962.19 |
6,931.65 |
| S2 |
6,919.62 |
6,919.62 |
6,956.65 |
|
| S3 |
6,859.19 |
6,883.24 |
6,951.11 |
|
| S4 |
6,798.76 |
6,822.81 |
6,934.49 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,336.87 |
7,284.47 |
7,035.49 |
|
| R3 |
7,201.29 |
7,148.89 |
6,998.20 |
|
| R2 |
7,065.71 |
7,065.71 |
6,985.78 |
|
| R1 |
7,013.31 |
7,013.31 |
6,973.35 |
7,039.51 |
| PP |
6,930.13 |
6,930.13 |
6,930.13 |
6,943.23 |
| S1 |
6,877.73 |
6,877.73 |
6,948.49 |
6,903.93 |
| S2 |
6,794.55 |
6,794.55 |
6,936.06 |
|
| S3 |
6,658.97 |
6,742.15 |
6,923.64 |
|
| S4 |
6,523.39 |
6,606.57 |
6,886.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,016.42 |
6,882.57 |
133.85 |
1.9% |
61.87 |
0.9% |
64% |
True |
False |
|
| 10 |
7,016.42 |
6,846.94 |
169.48 |
2.4% |
67.66 |
1.0% |
71% |
True |
False |
|
| 20 |
7,016.42 |
6,539.86 |
476.56 |
6.8% |
72.31 |
1.0% |
90% |
True |
False |
|
| 40 |
7,016.42 |
6,402.03 |
614.39 |
8.8% |
89.96 |
1.3% |
92% |
True |
False |
|
| 60 |
7,186.09 |
6,322.60 |
863.49 |
12.4% |
106.11 |
1.5% |
75% |
False |
False |
|
| 80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
115.97 |
1.7% |
79% |
False |
False |
|
| 100 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
108.93 |
1.6% |
79% |
False |
False |
|
| 120 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
97.69 |
1.4% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,273.25 |
|
2.618 |
7,174.63 |
|
1.618 |
7,114.20 |
|
1.000 |
7,076.85 |
|
0.618 |
7,053.77 |
|
HIGH |
7,016.42 |
|
0.618 |
6,993.34 |
|
0.500 |
6,986.21 |
|
0.382 |
6,979.07 |
|
LOW |
6,955.99 |
|
0.618 |
6,918.64 |
|
1.000 |
6,895.56 |
|
1.618 |
6,858.21 |
|
2.618 |
6,797.78 |
|
4.250 |
6,699.16 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,986.21 |
6,962.41 |
| PP |
6,980.05 |
6,957.09 |
| S1 |
6,973.89 |
6,951.77 |
|