Trading Metrics calculated at close of trading on 17-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
Open |
2,711.25 |
2,721.75 |
10.50 |
0.4% |
2,662.75 |
High |
2,728.00 |
2,732.00 |
4.00 |
0.1% |
2,732.50 |
Low |
2,704.50 |
2,711.00 |
6.50 |
0.2% |
2,652.25 |
Close |
2,723.00 |
2,718.75 |
-4.25 |
-0.2% |
2,729.50 |
Range |
23.50 |
21.00 |
-2.50 |
-10.6% |
80.25 |
ATR |
34.40 |
33.44 |
-0.96 |
-2.8% |
0.00 |
Volume |
1,057,687 |
1,071,506 |
13,819 |
1.3% |
5,922,269 |
|
Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,783.50 |
2,772.25 |
2,730.25 |
|
R3 |
2,762.50 |
2,751.25 |
2,724.50 |
|
R2 |
2,741.50 |
2,741.50 |
2,722.50 |
|
R1 |
2,730.25 |
2,730.25 |
2,720.75 |
2,725.50 |
PP |
2,720.50 |
2,720.50 |
2,720.50 |
2,718.25 |
S1 |
2,709.25 |
2,709.25 |
2,716.75 |
2,704.50 |
S2 |
2,699.50 |
2,699.50 |
2,715.00 |
|
S3 |
2,678.50 |
2,688.25 |
2,713.00 |
|
S4 |
2,657.50 |
2,667.25 |
2,707.25 |
|
|
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 |
2,741.25 |
2,700.50 |
40.75 |
1.5% |
21.75 |
0.8% |
45% |
False |
False |
1,132,102 |
10 |
2,741.25 |
2,612.25 |
129.00 |
4.7% |
27.50 |
1.0% |
83% |
False |
False |
1,221,573 |
20 |
2,741.25 |
2,591.25 |
150.00 |
5.5% |
32.75 |
1.2% |
85% |
False |
False |
1,397,725 |
40 |
2,741.25 |
2,552.00 |
189.25 |
7.0% |
43.00 |
1.6% |
88% |
False |
False |
1,690,476 |
60 |
2,807.25 |
2,552.00 |
255.25 |
9.4% |
42.25 |
1.6% |
65% |
False |
False |
1,387,725 |
80 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
47.25 |
1.7% |
53% |
False |
False |
1,046,715 |
100 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
41.50 |
1.5% |
53% |
False |
False |
838,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,821.25 |
2.618 |
2,787.00 |
1.618 |
2,766.00 |
1.000 |
2,753.00 |
0.618 |
2,745.00 |
HIGH |
2,732.00 |
0.618 |
2,724.00 |
0.500 |
2,721.50 |
0.382 |
2,719.00 |
LOW |
2,711.00 |
0.618 |
2,698.00 |
1.000 |
2,690.00 |
1.618 |
2,677.00 |
2.618 |
2,656.00 |
4.250 |
2,621.75 |
|
|
Fisher Pivots for day following 17-May-2018 |
Pivot |
1 day |
3 day |
R1 |
2,721.50 |
2,718.00 |
PP |
2,720.50 |
2,717.00 |
S1 |
2,719.75 |
2,716.25 |
|