Trading Metrics calculated at close of trading on 16-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
Open |
12,952.5 |
13,005.0 |
52.5 |
0.4% |
12,881.0 |
High |
13,016.0 |
13,036.5 |
20.5 |
0.2% |
13,055.0 |
Low |
12,918.0 |
12,961.0 |
43.0 |
0.3% |
12,818.0 |
Close |
12,980.0 |
12,995.5 |
15.5 |
0.1% |
13,002.5 |
Range |
98.0 |
75.5 |
-22.5 |
-23.0% |
237.0 |
ATR |
150.7 |
145.3 |
-5.4 |
-3.6% |
0.0 |
Volume |
94,681 |
74,174 |
-20,507 |
-21.7% |
370,245 |
|
Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,224.2 |
13,185.3 |
13,037.0 |
|
R3 |
13,148.7 |
13,109.8 |
13,016.3 |
|
R2 |
13,073.2 |
13,073.2 |
13,009.3 |
|
R1 |
13,034.3 |
13,034.3 |
13,002.4 |
13,016.0 |
PP |
12,997.7 |
12,997.7 |
12,997.7 |
12,988.5 |
S1 |
12,958.8 |
12,958.8 |
12,988.6 |
12,940.5 |
S2 |
12,922.2 |
12,922.2 |
12,981.7 |
|
S3 |
12,846.7 |
12,883.3 |
12,974.7 |
|
S4 |
12,771.2 |
12,807.8 |
12,954.0 |
|
|
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 |
12,918.0 |
137.0 |
1.1% |
97.0 |
0.7% |
57% |
False |
False |
78,290 |
10 |
13,055.0 |
12,678.0 |
377.0 |
2.9% |
112.4 |
0.9% |
84% |
False |
False |
78,037 |
20 |
13,055.0 |
12,322.0 |
733.0 |
5.6% |
130.5 |
1.0% |
92% |
False |
False |
89,442 |
40 |
13,055.0 |
11,706.5 |
1,348.5 |
10.4% |
164.2 |
1.3% |
96% |
False |
False |
100,032 |
60 |
13,055.0 |
11,706.5 |
1,348.5 |
10.4% |
170.6 |
1.3% |
96% |
False |
False |
74,867 |
80 |
13,611.0 |
11,706.5 |
1,904.5 |
14.7% |
182.3 |
1.4% |
68% |
False |
False |
56,241 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.7% |
168.3 |
1.3% |
68% |
False |
False |
45,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,357.4 |
2.618 |
13,234.2 |
1.618 |
13,158.7 |
1.000 |
13,112.0 |
0.618 |
13,083.2 |
HIGH |
13,036.5 |
0.618 |
13,007.7 |
0.500 |
12,998.8 |
0.382 |
12,989.8 |
LOW |
12,961.0 |
0.618 |
12,914.3 |
1.000 |
12,885.5 |
1.618 |
12,838.8 |
2.618 |
12,763.3 |
4.250 |
12,640.1 |
|
|
Fisher Pivots for day following 16-May-2018 |
Pivot |
1 day |
3 day |
R1 |
12,998.8 |
12,989.4 |
PP |
12,997.7 |
12,983.3 |
S1 |
12,996.6 |
12,977.3 |
|