| Trading Metrics calculated at close of trading on 08-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2018 |
08-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,662.75 |
2,668.00 |
5.25 |
0.2% |
2,670.50 |
| High |
2,681.50 |
2,674.25 |
-7.25 |
-0.3% |
2,682.25 |
| Low |
2,661.25 |
2,652.25 |
-9.00 |
-0.3% |
2,591.25 |
| Close |
2,670.00 |
2,670.25 |
0.25 |
0.0% |
2,663.00 |
| Range |
20.25 |
22.00 |
1.75 |
8.6% |
91.00 |
| ATR |
40.88 |
39.53 |
-1.35 |
-3.3% |
0.00 |
| Volume |
1,148,919 |
1,281,751 |
132,832 |
11.6% |
7,938,498 |
|
| Daily Pivots for day following 08-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.50 |
2,723.00 |
2,682.25 |
|
| R3 |
2,709.50 |
2,701.00 |
2,676.25 |
|
| R2 |
2,687.50 |
2,687.50 |
2,674.25 |
|
| R1 |
2,679.00 |
2,679.00 |
2,672.25 |
2,683.25 |
| PP |
2,665.50 |
2,665.50 |
2,665.50 |
2,667.75 |
| S1 |
2,657.00 |
2,657.00 |
2,668.25 |
2,661.25 |
| S2 |
2,643.50 |
2,643.50 |
2,666.25 |
|
| S3 |
2,621.50 |
2,635.00 |
2,664.25 |
|
| S4 |
2,599.50 |
2,613.00 |
2,658.25 |
|
|
| 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% |
35.75 |
1.3% |
88% |
False |
False |
1,540,890 |
| 10 |
2,682.25 |
2,591.25 |
91.00 |
3.4% |
34.50 |
1.3% |
87% |
False |
False |
1,469,395 |
| 20 |
2,718.50 |
2,591.25 |
127.25 |
4.8% |
34.75 |
1.3% |
62% |
False |
False |
1,481,532 |
| 40 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
44.25 |
1.7% |
46% |
False |
False |
1,768,392 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.6% |
44.75 |
1.7% |
46% |
False |
False |
1,254,818 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
47.25 |
1.8% |
39% |
False |
False |
946,497 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.1% |
41.25 |
1.5% |
39% |
False |
False |
757,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,767.75 |
|
2.618 |
2,731.75 |
|
1.618 |
2,709.75 |
|
1.000 |
2,696.25 |
|
0.618 |
2,687.75 |
|
HIGH |
2,674.25 |
|
0.618 |
2,665.75 |
|
0.500 |
2,663.25 |
|
0.382 |
2,660.75 |
|
LOW |
2,652.25 |
|
0.618 |
2,638.75 |
|
1.000 |
2,630.25 |
|
1.618 |
2,616.75 |
|
2.618 |
2,594.75 |
|
4.250 |
2,558.75 |
|
|
| Fisher Pivots for day following 08-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,668.00 |
2,662.50 |
| PP |
2,665.50 |
2,654.75 |
| S1 |
2,663.25 |
2,647.00 |
|