| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,668.00 |
2,669.75 |
1.75 |
0.1% |
2,670.50 |
| High |
2,674.25 |
2,700.00 |
25.75 |
1.0% |
2,682.25 |
| Low |
2,652.25 |
2,666.50 |
14.25 |
0.5% |
2,591.25 |
| Close |
2,670.25 |
2,696.00 |
25.75 |
1.0% |
2,663.00 |
| Range |
22.00 |
33.50 |
11.50 |
52.3% |
91.00 |
| ATR |
39.53 |
39.10 |
-0.43 |
-1.1% |
0.00 |
| Volume |
1,281,751 |
1,251,722 |
-30,029 |
-2.3% |
7,938,498 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,788.00 |
2,775.50 |
2,714.50 |
|
| R3 |
2,754.50 |
2,742.00 |
2,705.25 |
|
| R2 |
2,721.00 |
2,721.00 |
2,702.25 |
|
| R1 |
2,708.50 |
2,708.50 |
2,699.00 |
2,714.75 |
| PP |
2,687.50 |
2,687.50 |
2,687.50 |
2,690.50 |
| S1 |
2,675.00 |
2,675.00 |
2,693.00 |
2,681.25 |
| S2 |
2,654.00 |
2,654.00 |
2,689.75 |
|
| S3 |
2,620.50 |
2,641.50 |
2,686.75 |
|
| S4 |
2,587.00 |
2,608.00 |
2,677.50 |
|
|
| 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 |
2,700.00 |
2,591.25 |
108.75 |
4.0% |
35.50 |
1.3% |
96% |
True |
False |
1,505,636 |
| 10 |
2,700.00 |
2,591.25 |
108.75 |
4.0% |
34.00 |
1.3% |
96% |
True |
False |
1,404,277 |
| 20 |
2,718.50 |
2,591.25 |
127.25 |
4.7% |
34.75 |
1.3% |
82% |
False |
False |
1,462,251 |
| 40 |
2,783.50 |
2,552.00 |
231.50 |
8.6% |
44.00 |
1.6% |
62% |
False |
False |
1,744,019 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.5% |
44.50 |
1.7% |
56% |
False |
False |
1,275,538 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
13.0% |
47.25 |
1.8% |
47% |
False |
False |
962,019 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.0% |
41.25 |
1.5% |
47% |
False |
False |
770,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.50 |
|
2.618 |
2,787.75 |
|
1.618 |
2,754.25 |
|
1.000 |
2,733.50 |
|
0.618 |
2,720.75 |
|
HIGH |
2,700.00 |
|
0.618 |
2,687.25 |
|
0.500 |
2,683.25 |
|
0.382 |
2,679.25 |
|
LOW |
2,666.50 |
|
0.618 |
2,645.75 |
|
1.000 |
2,633.00 |
|
1.618 |
2,612.25 |
|
2.618 |
2,578.75 |
|
4.250 |
2,524.00 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,691.75 |
2,689.50 |
| PP |
2,687.50 |
2,682.75 |
| S1 |
2,683.25 |
2,676.00 |
|