Trading Metrics calculated at close of trading on 15-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
Open |
13,033.5 |
12,952.5 |
-81.0 |
-0.6% |
12,881.0 |
High |
13,034.5 |
13,016.0 |
-18.5 |
-0.1% |
13,055.0 |
Low |
12,926.0 |
12,918.0 |
-8.0 |
-0.1% |
12,818.0 |
Close |
12,981.0 |
12,980.0 |
-1.0 |
0.0% |
13,002.5 |
Range |
108.5 |
98.0 |
-10.5 |
-9.7% |
237.0 |
ATR |
154.7 |
150.7 |
-4.1 |
-2.6% |
0.0 |
Volume |
78,988 |
94,681 |
15,693 |
19.9% |
370,245 |
|
Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,265.3 |
13,220.7 |
13,033.9 |
|
R3 |
13,167.3 |
13,122.7 |
13,007.0 |
|
R2 |
13,069.3 |
13,069.3 |
12,998.0 |
|
R1 |
13,024.7 |
13,024.7 |
12,989.0 |
13,047.0 |
PP |
12,971.3 |
12,971.3 |
12,971.3 |
12,982.5 |
S1 |
12,926.7 |
12,926.7 |
12,971.0 |
12,949.0 |
S2 |
12,873.3 |
12,873.3 |
12,962.0 |
|
S3 |
12,775.3 |
12,828.7 |
12,953.1 |
|
S4 |
12,677.3 |
12,730.7 |
12,926.1 |
|
|
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 |
12,895.5 |
159.5 |
1.2% |
103.4 |
0.8% |
53% |
False |
False |
78,320 |
10 |
13,055.0 |
12,602.0 |
453.0 |
3.5% |
129.0 |
1.0% |
83% |
False |
False |
81,565 |
20 |
13,055.0 |
12,322.0 |
733.0 |
5.6% |
137.0 |
1.1% |
90% |
False |
False |
89,921 |
40 |
13,055.0 |
11,706.5 |
1,348.5 |
10.4% |
165.3 |
1.3% |
94% |
False |
False |
100,843 |
60 |
13,055.0 |
11,706.5 |
1,348.5 |
10.4% |
171.8 |
1.3% |
94% |
False |
False |
73,634 |
80 |
13,611.0 |
11,706.5 |
1,904.5 |
14.7% |
182.5 |
1.4% |
67% |
False |
False |
55,317 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.7% |
168.8 |
1.3% |
67% |
False |
False |
44,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,432.5 |
2.618 |
13,272.6 |
1.618 |
13,174.6 |
1.000 |
13,114.0 |
0.618 |
13,076.6 |
HIGH |
13,016.0 |
0.618 |
12,978.6 |
0.500 |
12,967.0 |
0.382 |
12,955.4 |
LOW |
12,918.0 |
0.618 |
12,857.4 |
1.000 |
12,820.0 |
1.618 |
12,759.4 |
2.618 |
12,661.4 |
4.250 |
12,501.5 |
|
|
Fisher Pivots for day following 15-May-2018 |
Pivot |
1 day |
3 day |
R1 |
12,975.7 |
12,986.5 |
PP |
12,971.3 |
12,984.3 |
S1 |
12,967.0 |
12,982.2 |
|