Trading Metrics calculated at close of trading on 17-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
Open |
13,005.0 |
13,008.5 |
3.5 |
0.0% |
12,881.0 |
High |
13,036.5 |
13,127.0 |
90.5 |
0.7% |
13,055.0 |
Low |
12,961.0 |
12,977.0 |
16.0 |
0.1% |
12,818.0 |
Close |
12,995.5 |
13,101.5 |
106.0 |
0.8% |
13,002.5 |
Range |
75.5 |
150.0 |
74.5 |
98.7% |
237.0 |
ATR |
145.3 |
145.6 |
0.3 |
0.2% |
0.0 |
Volume |
74,174 |
79,244 |
5,070 |
6.8% |
370,245 |
|
Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,518.5 |
13,460.0 |
13,184.0 |
|
R3 |
13,368.5 |
13,310.0 |
13,142.8 |
|
R2 |
13,218.5 |
13,218.5 |
13,129.0 |
|
R1 |
13,160.0 |
13,160.0 |
13,115.3 |
13,189.3 |
PP |
13,068.5 |
13,068.5 |
13,068.5 |
13,083.1 |
S1 |
13,010.0 |
13,010.0 |
13,087.8 |
13,039.3 |
S2 |
12,918.5 |
12,918.5 |
13,074.0 |
|
S3 |
12,768.5 |
12,860.0 |
13,060.3 |
|
S4 |
12,618.5 |
12,710.0 |
13,019.0 |
|
|
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 |
13,127.0 |
12,918.0 |
209.0 |
1.6% |
104.7 |
0.8% |
88% |
True |
False |
79,515 |
10 |
13,127.0 |
12,718.0 |
409.0 |
3.1% |
113.7 |
0.9% |
94% |
True |
False |
77,163 |
20 |
13,127.0 |
12,322.0 |
805.0 |
6.1% |
133.3 |
1.0% |
97% |
True |
False |
88,990 |
40 |
13,127.0 |
11,706.5 |
1,420.5 |
10.8% |
162.5 |
1.2% |
98% |
True |
False |
99,533 |
60 |
13,127.0 |
11,706.5 |
1,420.5 |
10.8% |
170.6 |
1.3% |
98% |
True |
False |
76,180 |
80 |
13,611.0 |
11,706.5 |
1,904.5 |
14.5% |
182.9 |
1.4% |
73% |
False |
False |
57,229 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.5% |
167.7 |
1.3% |
73% |
False |
False |
45,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,764.5 |
2.618 |
13,519.7 |
1.618 |
13,369.7 |
1.000 |
13,277.0 |
0.618 |
13,219.7 |
HIGH |
13,127.0 |
0.618 |
13,069.7 |
0.500 |
13,052.0 |
0.382 |
13,034.3 |
LOW |
12,977.0 |
0.618 |
12,884.3 |
1.000 |
12,827.0 |
1.618 |
12,734.3 |
2.618 |
12,584.3 |
4.250 |
12,339.5 |
|
|
Fisher Pivots for day following 17-May-2018 |
Pivot |
1 day |
3 day |
R1 |
13,085.0 |
13,075.2 |
PP |
13,068.5 |
13,048.8 |
S1 |
13,052.0 |
13,022.5 |
|