| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,669.75 |
2,696.00 |
26.25 |
1.0% |
2,670.50 |
| High |
2,700.00 |
2,725.00 |
25.00 |
0.9% |
2,682.25 |
| Low |
2,666.50 |
2,692.75 |
26.25 |
1.0% |
2,591.25 |
| Close |
2,696.00 |
2,718.75 |
22.75 |
0.8% |
2,663.00 |
| Range |
33.50 |
32.25 |
-1.25 |
-3.7% |
91.00 |
| ATR |
39.10 |
38.61 |
-0.49 |
-1.3% |
0.00 |
| Volume |
1,251,722 |
1,173,629 |
-78,093 |
-6.2% |
7,938,498 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.00 |
2,796.00 |
2,736.50 |
|
| R3 |
2,776.75 |
2,763.75 |
2,727.50 |
|
| R2 |
2,744.50 |
2,744.50 |
2,724.75 |
|
| R1 |
2,731.50 |
2,731.50 |
2,721.75 |
2,738.00 |
| PP |
2,712.25 |
2,712.25 |
2,712.25 |
2,715.50 |
| S1 |
2,699.25 |
2,699.25 |
2,715.75 |
2,705.75 |
| S2 |
2,680.00 |
2,680.00 |
2,712.75 |
|
| S3 |
2,647.75 |
2,667.00 |
2,710.00 |
|
| S4 |
2,615.50 |
2,634.75 |
2,701.00 |
|
|
| 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 |
2,725.00 |
2,612.25 |
112.75 |
4.1% |
33.00 |
1.2% |
94% |
True |
False |
1,311,044 |
| 10 |
2,725.00 |
2,591.25 |
133.75 |
4.9% |
33.50 |
1.2% |
95% |
True |
False |
1,393,686 |
| 20 |
2,725.00 |
2,591.25 |
133.75 |
4.9% |
34.50 |
1.3% |
95% |
True |
False |
1,455,876 |
| 40 |
2,767.25 |
2,552.00 |
215.25 |
7.9% |
43.75 |
1.6% |
77% |
False |
False |
1,725,096 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.4% |
44.50 |
1.6% |
65% |
False |
False |
1,294,883 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
47.25 |
1.7% |
53% |
False |
False |
976,536 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
41.50 |
1.5% |
53% |
False |
False |
782,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.00 |
|
2.618 |
2,809.50 |
|
1.618 |
2,777.25 |
|
1.000 |
2,757.25 |
|
0.618 |
2,745.00 |
|
HIGH |
2,725.00 |
|
0.618 |
2,712.75 |
|
0.500 |
2,709.00 |
|
0.382 |
2,705.00 |
|
LOW |
2,692.75 |
|
0.618 |
2,672.75 |
|
1.000 |
2,660.50 |
|
1.618 |
2,640.50 |
|
2.618 |
2,608.25 |
|
4.250 |
2,555.75 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.50 |
2,708.75 |
| PP |
2,712.25 |
2,698.75 |
| S1 |
2,709.00 |
2,688.50 |
|