| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
13,120.5 |
12,966.5 |
-154.0 |
-1.2% |
13,033.5 |
| High |
13,150.5 |
13,007.5 |
-143.0 |
-1.1% |
13,138.0 |
| Low |
12,926.0 |
12,797.0 |
-129.0 |
-1.0% |
12,918.0 |
| Close |
12,974.0 |
12,844.5 |
-129.5 |
-1.0% |
13,065.5 |
| Range |
224.5 |
210.5 |
-14.0 |
-6.2% |
220.0 |
| ATR |
142.5 |
147.3 |
4.9 |
3.4% |
0.0 |
| Volume |
117,034 |
117,278 |
244 |
0.2% |
413,572 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,514.5 |
13,390.0 |
12,960.3 |
|
| R3 |
13,304.0 |
13,179.5 |
12,902.4 |
|
| R2 |
13,093.5 |
13,093.5 |
12,883.1 |
|
| R1 |
12,969.0 |
12,969.0 |
12,863.8 |
12,926.0 |
| PP |
12,883.0 |
12,883.0 |
12,883.0 |
12,861.5 |
| S1 |
12,758.5 |
12,758.5 |
12,825.2 |
12,715.5 |
| S2 |
12,672.5 |
12,672.5 |
12,805.9 |
|
| S3 |
12,462.0 |
12,548.0 |
12,786.6 |
|
| S4 |
12,251.5 |
12,337.5 |
12,728.7 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,700.5 |
13,603.0 |
13,186.5 |
|
| R3 |
13,480.5 |
13,383.0 |
13,126.0 |
|
| R2 |
13,260.5 |
13,260.5 |
13,105.8 |
|
| R1 |
13,163.0 |
13,163.0 |
13,085.7 |
13,211.8 |
| PP |
13,040.5 |
13,040.5 |
13,040.5 |
13,064.9 |
| S1 |
12,943.0 |
12,943.0 |
13,045.3 |
12,991.8 |
| S2 |
12,820.5 |
12,820.5 |
13,025.2 |
|
| S3 |
12,600.5 |
12,723.0 |
13,005.0 |
|
| S4 |
12,380.5 |
12,503.0 |
12,944.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,206.0 |
12,797.0 |
409.0 |
3.2% |
134.9 |
1.1% |
12% |
False |
True |
88,946 |
| 10 |
13,206.0 |
12,797.0 |
409.0 |
3.2% |
119.8 |
0.9% |
12% |
False |
True |
84,230 |
| 20 |
13,206.0 |
12,389.5 |
816.5 |
6.4% |
128.5 |
1.0% |
56% |
False |
False |
84,428 |
| 40 |
13,206.0 |
11,771.5 |
1,434.5 |
11.2% |
150.8 |
1.2% |
75% |
False |
False |
94,431 |
| 60 |
13,206.0 |
11,706.5 |
1,499.5 |
11.7% |
171.0 |
1.3% |
76% |
False |
False |
83,564 |
| 80 |
13,318.5 |
11,706.5 |
1,612.0 |
12.6% |
183.8 |
1.4% |
71% |
False |
False |
62,776 |
| 100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.8% |
170.0 |
1.3% |
60% |
False |
False |
50,266 |
| 120 |
13,611.0 |
11,706.5 |
1,904.5 |
14.8% |
159.8 |
1.2% |
60% |
False |
False |
41,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,902.1 |
|
2.618 |
13,558.6 |
|
1.618 |
13,348.1 |
|
1.000 |
13,218.0 |
|
0.618 |
13,137.6 |
|
HIGH |
13,007.5 |
|
0.618 |
12,927.1 |
|
0.500 |
12,902.3 |
|
0.382 |
12,877.4 |
|
LOW |
12,797.0 |
|
0.618 |
12,666.9 |
|
1.000 |
12,586.5 |
|
1.618 |
12,456.4 |
|
2.618 |
12,245.9 |
|
4.250 |
11,902.4 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,902.3 |
13,001.5 |
| PP |
12,883.0 |
12,949.2 |
| S1 |
12,863.8 |
12,896.8 |
|