| Trading Metrics calculated at close of trading on 07-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2018 |
07-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,631.75 |
2,662.75 |
31.00 |
1.2% |
2,670.50 |
| High |
2,669.50 |
2,681.50 |
12.00 |
0.4% |
2,682.25 |
| Low |
2,612.25 |
2,661.25 |
49.00 |
1.9% |
2,591.25 |
| Close |
2,663.00 |
2,670.00 |
7.00 |
0.3% |
2,663.00 |
| Range |
57.25 |
20.25 |
-37.00 |
-64.6% |
91.00 |
| ATR |
42.46 |
40.88 |
-1.59 |
-3.7% |
0.00 |
| Volume |
1,699,202 |
1,148,919 |
-550,283 |
-32.4% |
7,938,498 |
|
| Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.75 |
2,721.00 |
2,681.25 |
|
| R3 |
2,711.50 |
2,700.75 |
2,675.50 |
|
| R2 |
2,691.25 |
2,691.25 |
2,673.75 |
|
| R1 |
2,680.50 |
2,680.50 |
2,671.75 |
2,686.00 |
| PP |
2,671.00 |
2,671.00 |
2,671.00 |
2,673.50 |
| S1 |
2,660.25 |
2,660.25 |
2,668.25 |
2,665.50 |
| S2 |
2,650.75 |
2,650.75 |
2,666.25 |
|
| S3 |
2,630.50 |
2,640.00 |
2,664.50 |
|
| S4 |
2,610.25 |
2,619.75 |
2,658.75 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.50 |
2,881.75 |
2,713.00 |
|
| R3 |
2,827.50 |
2,790.75 |
2,688.00 |
|
| R2 |
2,736.50 |
2,736.50 |
2,679.75 |
|
| R1 |
2,699.75 |
2,699.75 |
2,671.25 |
2,672.50 |
| PP |
2,645.50 |
2,645.50 |
2,645.50 |
2,632.00 |
| S1 |
2,608.75 |
2,608.75 |
2,654.75 |
2,581.50 |
| S2 |
2,554.50 |
2,554.50 |
2,646.25 |
|
| S3 |
2,463.50 |
2,517.75 |
2,638.00 |
|
| S4 |
2,372.50 |
2,426.75 |
2,613.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,681.50 |
2,591.25 |
90.25 |
3.4% |
38.25 |
1.4% |
87% |
True |
False |
1,549,266 |
| 10 |
2,688.50 |
2,591.25 |
97.25 |
3.6% |
39.50 |
1.5% |
81% |
False |
False |
1,574,208 |
| 20 |
2,718.50 |
2,591.25 |
127.25 |
4.8% |
36.50 |
1.4% |
62% |
False |
False |
1,517,374 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
44.25 |
1.7% |
46% |
False |
False |
1,777,809 |
| 60 |
2,807.25 |
2,533.00 |
274.25 |
10.3% |
46.25 |
1.7% |
50% |
False |
False |
1,233,847 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
47.25 |
1.8% |
39% |
False |
False |
930,545 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
41.00 |
1.5% |
39% |
False |
False |
745,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,767.50 |
|
2.618 |
2,734.50 |
|
1.618 |
2,714.25 |
|
1.000 |
2,701.75 |
|
0.618 |
2,694.00 |
|
HIGH |
2,681.50 |
|
0.618 |
2,673.75 |
|
0.500 |
2,671.50 |
|
0.382 |
2,669.00 |
|
LOW |
2,661.25 |
|
0.618 |
2,648.75 |
|
1.000 |
2,641.00 |
|
1.618 |
2,628.50 |
|
2.618 |
2,608.25 |
|
4.250 |
2,575.25 |
|
|
| Fisher Pivots for day following 07-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,671.50 |
2,658.75 |
| PP |
2,671.00 |
2,647.50 |
| S1 |
2,670.50 |
2,636.50 |
|