Trading Metrics calculated at close of trading on 11-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
Open |
12,993.5 |
13,055.0 |
61.5 |
0.5% |
12,881.0 |
High |
13,040.0 |
13,055.0 |
15.0 |
0.1% |
13,055.0 |
Low |
12,928.5 |
12,963.5 |
35.0 |
0.3% |
12,818.0 |
Close |
13,024.5 |
13,002.5 |
-22.0 |
-0.2% |
13,002.5 |
Range |
111.5 |
91.5 |
-20.0 |
-17.9% |
237.0 |
ATR |
163.4 |
158.3 |
-5.1 |
-3.1% |
0.0 |
Volume |
73,122 |
70,489 |
-2,633 |
-3.6% |
370,245 |
|
Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,281.5 |
13,233.5 |
13,052.8 |
|
R3 |
13,190.0 |
13,142.0 |
13,027.7 |
|
R2 |
13,098.5 |
13,098.5 |
13,019.3 |
|
R1 |
13,050.5 |
13,050.5 |
13,010.9 |
13,028.8 |
PP |
13,007.0 |
13,007.0 |
13,007.0 |
12,996.1 |
S1 |
12,959.0 |
12,959.0 |
12,994.1 |
12,937.3 |
S2 |
12,915.5 |
12,915.5 |
12,985.7 |
|
S3 |
12,824.0 |
12,867.5 |
12,977.3 |
|
S4 |
12,732.5 |
12,776.0 |
12,952.2 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,669.5 |
13,573.0 |
13,132.9 |
|
R3 |
13,432.5 |
13,336.0 |
13,067.7 |
|
R2 |
13,195.5 |
13,195.5 |
13,046.0 |
|
R1 |
13,099.0 |
13,099.0 |
13,024.2 |
13,147.3 |
PP |
12,958.5 |
12,958.5 |
12,958.5 |
12,982.6 |
S1 |
12,862.0 |
12,862.0 |
12,980.8 |
12,910.3 |
S2 |
12,721.5 |
12,721.5 |
12,959.1 |
|
S3 |
12,484.5 |
12,625.0 |
12,937.3 |
|
S4 |
12,247.5 |
12,388.0 |
12,872.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,055.0 |
12,818.0 |
237.0 |
1.8% |
112.1 |
0.9% |
78% |
True |
False |
74,049 |
10 |
13,055.0 |
12,527.0 |
528.0 |
4.1% |
126.7 |
1.0% |
90% |
True |
False |
82,384 |
20 |
13,055.0 |
12,322.0 |
733.0 |
5.6% |
139.5 |
1.1% |
93% |
True |
False |
90,737 |
40 |
13,055.0 |
11,706.5 |
1,348.5 |
10.4% |
167.6 |
1.3% |
96% |
True |
False |
100,490 |
60 |
13,055.0 |
11,706.5 |
1,348.5 |
10.4% |
177.0 |
1.4% |
96% |
True |
False |
70,746 |
80 |
13,611.0 |
11,706.5 |
1,904.5 |
14.6% |
182.1 |
1.4% |
68% |
False |
False |
53,150 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.6% |
169.3 |
1.3% |
68% |
False |
False |
42,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,443.9 |
2.618 |
13,294.5 |
1.618 |
13,203.0 |
1.000 |
13,146.5 |
0.618 |
13,111.5 |
HIGH |
13,055.0 |
0.618 |
13,020.0 |
0.500 |
13,009.3 |
0.382 |
12,998.5 |
LOW |
12,963.5 |
0.618 |
12,907.0 |
1.000 |
12,872.0 |
1.618 |
12,815.5 |
2.618 |
12,724.0 |
4.250 |
12,574.6 |
|
|
Fisher Pivots for day following 11-May-2018 |
Pivot |
1 day |
3 day |
R1 |
13,009.3 |
12,993.4 |
PP |
13,007.0 |
12,984.3 |
S1 |
13,004.8 |
12,975.3 |
|