Trading Metrics calculated at close of trading on 10-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
Open |
12,950.0 |
12,993.5 |
43.5 |
0.3% |
12,620.5 |
High |
13,003.0 |
13,040.0 |
37.0 |
0.3% |
12,862.0 |
Low |
12,895.5 |
12,928.5 |
33.0 |
0.3% |
12,563.5 |
Close |
12,957.0 |
13,024.5 |
67.5 |
0.5% |
12,827.0 |
Range |
107.5 |
111.5 |
4.0 |
3.7% |
298.5 |
ATR |
167.4 |
163.4 |
-4.0 |
-2.4% |
0.0 |
Volume |
74,324 |
73,122 |
-1,202 |
-1.6% |
383,144 |
|
Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,332.2 |
13,289.8 |
13,085.8 |
|
R3 |
13,220.7 |
13,178.3 |
13,055.2 |
|
R2 |
13,109.2 |
13,109.2 |
13,044.9 |
|
R1 |
13,066.8 |
13,066.8 |
13,034.7 |
13,088.0 |
PP |
12,997.7 |
12,997.7 |
12,997.7 |
13,008.3 |
S1 |
12,955.3 |
12,955.3 |
13,014.3 |
12,976.5 |
S2 |
12,886.2 |
12,886.2 |
13,004.1 |
|
S3 |
12,774.7 |
12,843.8 |
12,993.8 |
|
S4 |
12,663.2 |
12,732.3 |
12,963.2 |
|
|
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 |
13,040.0 |
12,718.0 |
322.0 |
2.5% |
122.6 |
0.9% |
95% |
True |
False |
74,811 |
10 |
13,040.0 |
12,389.5 |
650.5 |
5.0% |
137.2 |
1.1% |
98% |
True |
False |
84,625 |
20 |
13,040.0 |
12,267.5 |
772.5 |
5.9% |
143.7 |
1.1% |
98% |
True |
False |
91,639 |
40 |
13,040.0 |
11,706.5 |
1,333.5 |
10.2% |
173.8 |
1.3% |
99% |
True |
False |
100,369 |
60 |
13,040.0 |
11,706.5 |
1,333.5 |
10.2% |
177.0 |
1.4% |
99% |
True |
False |
69,586 |
80 |
13,611.0 |
11,706.5 |
1,904.5 |
14.6% |
183.2 |
1.4% |
69% |
False |
False |
52,283 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.6% |
169.6 |
1.3% |
69% |
False |
False |
41,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,513.9 |
2.618 |
13,331.9 |
1.618 |
13,220.4 |
1.000 |
13,151.5 |
0.618 |
13,108.9 |
HIGH |
13,040.0 |
0.618 |
12,997.4 |
0.500 |
12,984.3 |
0.382 |
12,971.1 |
LOW |
12,928.5 |
0.618 |
12,859.6 |
1.000 |
12,817.0 |
1.618 |
12,748.1 |
2.618 |
12,636.6 |
4.250 |
12,454.6 |
|
|
Fisher Pivots for day following 10-May-2018 |
Pivot |
1 day |
3 day |
R1 |
13,011.1 |
12,999.8 |
PP |
12,997.7 |
12,975.0 |
S1 |
12,984.3 |
12,950.3 |
|