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 |
110.11 |
110.94 |
0.83 |
0.8% |
109.77 |
High |
111.63 |
110.95 |
-0.68 |
-0.6% |
109.80 |
Low |
109.03 |
108.05 |
-0.98 |
-0.9% |
107.38 |
Close |
110.82 |
108.44 |
-2.38 |
-2.1% |
107.94 |
Range |
2.60 |
2.90 |
0.30 |
11.5% |
2.42 |
ATR |
2.37 |
2.41 |
0.04 |
1.6% |
0.00 |
Volume |
24,646,800 |
2,767,600 |
-21,879,200 |
-88.8% |
4,548,500 |
|
Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.85 |
116.04 |
110.04 |
|
R3 |
114.95 |
113.14 |
109.24 |
|
R2 |
112.05 |
112.05 |
108.97 |
|
R1 |
110.24 |
110.24 |
108.71 |
109.70 |
PP |
109.15 |
109.15 |
109.15 |
108.87 |
S1 |
107.34 |
107.34 |
108.17 |
106.80 |
S2 |
106.25 |
106.25 |
107.91 |
|
S3 |
103.35 |
104.44 |
107.64 |
|
S4 |
100.45 |
101.54 |
106.85 |
|
|
Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.63 |
114.21 |
109.27 |
|
R3 |
113.21 |
111.79 |
108.61 |
|
R2 |
110.79 |
110.79 |
108.38 |
|
R1 |
109.37 |
109.37 |
108.16 |
108.87 |
PP |
108.37 |
108.37 |
108.37 |
108.13 |
S1 |
106.95 |
106.95 |
107.72 |
106.45 |
S2 |
105.95 |
105.95 |
107.50 |
|
S3 |
103.53 |
104.53 |
107.27 |
|
S4 |
101.11 |
102.11 |
106.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111.63 |
106.81 |
4.82 |
4.4% |
2.10 |
1.9% |
34% |
False |
False |
6,257,660 |
10 |
112.66 |
106.81 |
5.85 |
5.4% |
2.13 |
2.0% |
28% |
False |
False |
3,848,790 |
20 |
113.16 |
103.05 |
10.11 |
9.3% |
2.34 |
2.2% |
53% |
False |
False |
2,576,240 |
40 |
119.00 |
103.05 |
15.95 |
14.7% |
2.49 |
2.3% |
34% |
False |
False |
1,772,490 |
60 |
121.47 |
103.05 |
18.42 |
17.0% |
2.51 |
2.3% |
29% |
False |
False |
1,430,484 |
80 |
123.99 |
103.05 |
20.94 |
19.3% |
2.61 |
2.4% |
26% |
False |
False |
1,338,930 |
100 |
127.96 |
103.05 |
24.91 |
23.0% |
2.57 |
2.4% |
22% |
False |
False |
1,290,366 |
120 |
127.96 |
103.05 |
24.91 |
23.0% |
2.39 |
2.2% |
22% |
False |
False |
1,211,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.28 |
2.618 |
118.54 |
1.618 |
115.64 |
1.000 |
113.85 |
0.618 |
112.74 |
HIGH |
110.95 |
0.618 |
109.84 |
0.500 |
109.50 |
0.382 |
109.16 |
LOW |
108.05 |
0.618 |
106.26 |
1.000 |
105.15 |
1.618 |
103.36 |
2.618 |
100.46 |
4.250 |
95.73 |
|
|
Fisher Pivots for day following 31-May-2018 |
Pivot |
1 day |
3 day |
R1 |
109.50 |
109.22 |
PP |
109.15 |
108.96 |
S1 |
108.79 |
108.70 |
|