| Trading Metrics calculated at close of trading on 08-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2018 |
08-May-2018 |
Change |
Change % |
Previous Week |
| Open |
12,881.0 |
12,940.0 |
59.0 |
0.5% |
12,620.5 |
| High |
12,972.0 |
12,956.5 |
-15.5 |
-0.1% |
12,862.0 |
| Low |
12,818.0 |
12,860.5 |
42.5 |
0.3% |
12,563.5 |
| Close |
12,963.0 |
12,918.0 |
-45.0 |
-0.3% |
12,827.0 |
| Range |
154.0 |
96.0 |
-58.0 |
-37.7% |
298.5 |
| ATR |
177.4 |
172.0 |
-5.3 |
-3.0% |
0.0 |
| Volume |
78,974 |
73,336 |
-5,638 |
-7.1% |
383,144 |
|
| Daily Pivots for day following 08-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,199.7 |
13,154.8 |
12,970.8 |
|
| R3 |
13,103.7 |
13,058.8 |
12,944.4 |
|
| R2 |
13,007.7 |
13,007.7 |
12,935.6 |
|
| R1 |
12,962.8 |
12,962.8 |
12,926.8 |
12,937.3 |
| PP |
12,911.7 |
12,911.7 |
12,911.7 |
12,898.9 |
| S1 |
12,866.8 |
12,866.8 |
12,909.2 |
12,841.3 |
| S2 |
12,815.7 |
12,815.7 |
12,900.4 |
|
| S3 |
12,719.7 |
12,770.8 |
12,891.6 |
|
| S4 |
12,623.7 |
12,674.8 |
12,865.2 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,646.3 |
13,535.2 |
12,991.2 |
|
| R3 |
13,347.8 |
13,236.7 |
12,909.1 |
|
| R2 |
13,049.3 |
13,049.3 |
12,881.7 |
|
| R1 |
12,938.2 |
12,938.2 |
12,854.4 |
12,993.8 |
| PP |
12,750.8 |
12,750.8 |
12,750.8 |
12,778.6 |
| S1 |
12,639.7 |
12,639.7 |
12,799.6 |
12,695.3 |
| S2 |
12,452.3 |
12,452.3 |
12,772.3 |
|
| S3 |
12,153.8 |
12,341.2 |
12,744.9 |
|
| S4 |
11,855.3 |
12,042.7 |
12,662.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,972.0 |
12,602.0 |
370.0 |
2.9% |
154.5 |
1.2% |
85% |
False |
False |
84,809 |
| 10 |
12,972.0 |
12,322.0 |
650.0 |
5.0% |
160.0 |
1.2% |
92% |
False |
False |
93,618 |
| 20 |
12,972.0 |
12,260.0 |
712.0 |
5.5% |
144.5 |
1.1% |
92% |
False |
False |
93,772 |
| 40 |
12,972.0 |
11,706.5 |
1,265.5 |
9.8% |
174.2 |
1.3% |
96% |
False |
False |
100,061 |
| 60 |
12,972.0 |
11,706.5 |
1,265.5 |
9.8% |
181.8 |
1.4% |
96% |
False |
False |
67,144 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
14.7% |
182.1 |
1.4% |
64% |
False |
False |
50,444 |
| 100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.7% |
169.1 |
1.3% |
64% |
False |
False |
40,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,364.5 |
|
2.618 |
13,207.8 |
|
1.618 |
13,111.8 |
|
1.000 |
13,052.5 |
|
0.618 |
13,015.8 |
|
HIGH |
12,956.5 |
|
0.618 |
12,919.8 |
|
0.500 |
12,908.5 |
|
0.382 |
12,897.2 |
|
LOW |
12,860.5 |
|
0.618 |
12,801.2 |
|
1.000 |
12,764.5 |
|
1.618 |
12,705.2 |
|
2.618 |
12,609.2 |
|
4.250 |
12,452.5 |
|
|
| Fisher Pivots for day following 08-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,914.8 |
12,893.7 |
| PP |
12,911.7 |
12,869.3 |
| S1 |
12,908.5 |
12,845.0 |
|