Trading Metrics calculated at close of trading on 14-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
Open |
13,055.0 |
13,033.5 |
-21.5 |
-0.2% |
12,881.0 |
High |
13,055.0 |
13,034.5 |
-20.5 |
-0.2% |
13,055.0 |
Low |
12,963.5 |
12,926.0 |
-37.5 |
-0.3% |
12,818.0 |
Close |
13,002.5 |
12,981.0 |
-21.5 |
-0.2% |
13,002.5 |
Range |
91.5 |
108.5 |
17.0 |
18.6% |
237.0 |
ATR |
158.3 |
154.7 |
-3.6 |
-2.2% |
0.0 |
Volume |
70,489 |
78,988 |
8,499 |
12.1% |
370,245 |
|
Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,306.0 |
13,252.0 |
13,040.7 |
|
R3 |
13,197.5 |
13,143.5 |
13,010.8 |
|
R2 |
13,089.0 |
13,089.0 |
13,000.9 |
|
R1 |
13,035.0 |
13,035.0 |
12,990.9 |
13,007.8 |
PP |
12,980.5 |
12,980.5 |
12,980.5 |
12,966.9 |
S1 |
12,926.5 |
12,926.5 |
12,971.1 |
12,899.3 |
S2 |
12,872.0 |
12,872.0 |
12,961.1 |
|
S3 |
12,763.5 |
12,818.0 |
12,951.2 |
|
S4 |
12,655.0 |
12,709.5 |
12,921.3 |
|
|
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 |
12,860.5 |
194.5 |
1.5% |
103.0 |
0.8% |
62% |
False |
False |
74,051 |
10 |
13,055.0 |
12,563.5 |
491.5 |
3.8% |
126.2 |
1.0% |
85% |
False |
False |
83,237 |
20 |
13,055.0 |
12,322.0 |
733.0 |
5.6% |
138.3 |
1.1% |
90% |
False |
False |
90,260 |
40 |
13,055.0 |
11,706.5 |
1,348.5 |
10.4% |
166.4 |
1.3% |
95% |
False |
False |
100,823 |
60 |
13,055.0 |
11,706.5 |
1,348.5 |
10.4% |
173.5 |
1.3% |
95% |
False |
False |
72,059 |
80 |
13,611.0 |
11,706.5 |
1,904.5 |
14.7% |
182.3 |
1.4% |
67% |
False |
False |
54,136 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.7% |
169.2 |
1.3% |
67% |
False |
False |
43,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,495.6 |
2.618 |
13,318.6 |
1.618 |
13,210.1 |
1.000 |
13,143.0 |
0.618 |
13,101.6 |
HIGH |
13,034.5 |
0.618 |
12,993.1 |
0.500 |
12,980.3 |
0.382 |
12,967.4 |
LOW |
12,926.0 |
0.618 |
12,858.9 |
1.000 |
12,817.5 |
1.618 |
12,750.4 |
2.618 |
12,641.9 |
4.250 |
12,464.9 |
|
|
Fisher Pivots for day following 14-May-2018 |
Pivot |
1 day |
3 day |
R1 |
12,980.8 |
12,990.5 |
PP |
12,980.5 |
12,987.3 |
S1 |
12,980.3 |
12,984.2 |
|