| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
12,940.0 |
12,950.0 |
10.0 |
0.1% |
12,620.5 |
| High |
12,956.5 |
13,003.0 |
46.5 |
0.4% |
12,862.0 |
| Low |
12,860.5 |
12,895.5 |
35.0 |
0.3% |
12,563.5 |
| Close |
12,918.0 |
12,957.0 |
39.0 |
0.3% |
12,827.0 |
| Range |
96.0 |
107.5 |
11.5 |
12.0% |
298.5 |
| ATR |
172.0 |
167.4 |
-4.6 |
-2.7% |
0.0 |
| Volume |
73,336 |
74,324 |
988 |
1.3% |
383,144 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,274.3 |
13,223.2 |
13,016.1 |
|
| R3 |
13,166.8 |
13,115.7 |
12,986.6 |
|
| R2 |
13,059.3 |
13,059.3 |
12,976.7 |
|
| R1 |
13,008.2 |
13,008.2 |
12,966.9 |
13,033.8 |
| PP |
12,951.8 |
12,951.8 |
12,951.8 |
12,964.6 |
| S1 |
12,900.7 |
12,900.7 |
12,947.1 |
12,926.3 |
| S2 |
12,844.3 |
12,844.3 |
12,937.3 |
|
| S3 |
12,736.8 |
12,793.2 |
12,927.4 |
|
| S4 |
12,629.3 |
12,685.7 |
12,897.9 |
|
|
| 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 |
13,003.0 |
12,678.0 |
325.0 |
2.5% |
127.7 |
1.0% |
86% |
True |
False |
77,785 |
| 10 |
13,003.0 |
12,322.0 |
681.0 |
5.3% |
143.5 |
1.1% |
93% |
True |
False |
88,959 |
| 20 |
13,003.0 |
12,260.0 |
743.0 |
5.7% |
145.0 |
1.1% |
94% |
True |
False |
92,259 |
| 40 |
13,003.0 |
11,706.5 |
1,296.5 |
10.0% |
173.8 |
1.3% |
96% |
True |
False |
100,772 |
| 60 |
13,003.0 |
11,706.5 |
1,296.5 |
10.0% |
177.3 |
1.4% |
96% |
True |
False |
68,376 |
| 80 |
13,611.0 |
11,706.5 |
1,904.5 |
14.7% |
182.4 |
1.4% |
66% |
False |
False |
51,372 |
| 100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.7% |
169.3 |
1.3% |
66% |
False |
False |
41,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,459.9 |
|
2.618 |
13,284.4 |
|
1.618 |
13,176.9 |
|
1.000 |
13,110.5 |
|
0.618 |
13,069.4 |
|
HIGH |
13,003.0 |
|
0.618 |
12,961.9 |
|
0.500 |
12,949.3 |
|
0.382 |
12,936.6 |
|
LOW |
12,895.5 |
|
0.618 |
12,829.1 |
|
1.000 |
12,788.0 |
|
1.618 |
12,721.6 |
|
2.618 |
12,614.1 |
|
4.250 |
12,438.6 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,954.4 |
12,941.5 |
| PP |
12,951.8 |
12,926.0 |
| S1 |
12,949.3 |
12,910.5 |
|