| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,696.00 |
2,716.25 |
20.25 |
0.8% |
2,662.75 |
| High |
2,725.00 |
2,732.50 |
7.50 |
0.3% |
2,732.50 |
| Low |
2,692.75 |
2,716.25 |
23.50 |
0.9% |
2,652.25 |
| Close |
2,718.75 |
2,729.50 |
10.75 |
0.4% |
2,729.50 |
| Range |
32.25 |
16.25 |
-16.00 |
-49.6% |
80.25 |
| ATR |
38.61 |
37.01 |
-1.60 |
-4.1% |
0.00 |
| Volume |
1,173,629 |
1,066,248 |
-107,381 |
-9.1% |
5,922,269 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.75 |
2,768.50 |
2,738.50 |
|
| R3 |
2,758.50 |
2,752.25 |
2,734.00 |
|
| R2 |
2,742.25 |
2,742.25 |
2,732.50 |
|
| R1 |
2,736.00 |
2,736.00 |
2,731.00 |
2,739.00 |
| PP |
2,726.00 |
2,726.00 |
2,726.00 |
2,727.75 |
| S1 |
2,719.75 |
2,719.75 |
2,728.00 |
2,723.00 |
| S2 |
2,709.75 |
2,709.75 |
2,726.50 |
|
| S3 |
2,693.50 |
2,703.50 |
2,725.00 |
|
| S4 |
2,677.25 |
2,687.25 |
2,720.50 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,945.50 |
2,917.75 |
2,773.75 |
|
| R3 |
2,865.25 |
2,837.50 |
2,751.50 |
|
| R2 |
2,785.00 |
2,785.00 |
2,744.25 |
|
| R1 |
2,757.25 |
2,757.25 |
2,736.75 |
2,771.00 |
| PP |
2,704.75 |
2,704.75 |
2,704.75 |
2,711.75 |
| S1 |
2,677.00 |
2,677.00 |
2,722.25 |
2,691.00 |
| S2 |
2,624.50 |
2,624.50 |
2,714.75 |
|
| S3 |
2,544.25 |
2,596.75 |
2,707.50 |
|
| S4 |
2,464.00 |
2,516.50 |
2,685.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,732.50 |
2,652.25 |
80.25 |
2.9% |
24.75 |
0.9% |
96% |
True |
False |
1,184,453 |
| 10 |
2,732.50 |
2,591.25 |
141.25 |
5.2% |
33.25 |
1.2% |
98% |
True |
False |
1,386,076 |
| 20 |
2,732.50 |
2,591.25 |
141.25 |
5.2% |
33.50 |
1.2% |
98% |
True |
False |
1,423,597 |
| 40 |
2,766.25 |
2,552.00 |
214.25 |
7.8% |
43.75 |
1.6% |
83% |
False |
False |
1,716,944 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.4% |
43.50 |
1.6% |
70% |
False |
False |
1,312,420 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
47.00 |
1.7% |
56% |
False |
False |
989,805 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
41.25 |
1.5% |
56% |
False |
False |
792,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,801.50 |
|
2.618 |
2,775.00 |
|
1.618 |
2,758.75 |
|
1.000 |
2,748.75 |
|
0.618 |
2,742.50 |
|
HIGH |
2,732.50 |
|
0.618 |
2,726.25 |
|
0.500 |
2,724.50 |
|
0.382 |
2,722.50 |
|
LOW |
2,716.25 |
|
0.618 |
2,706.25 |
|
1.000 |
2,700.00 |
|
1.618 |
2,690.00 |
|
2.618 |
2,673.75 |
|
4.250 |
2,647.25 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,727.75 |
2,719.50 |
| PP |
2,726.00 |
2,709.50 |
| S1 |
2,724.50 |
2,699.50 |
|