Trading Metrics calculated at close of trading on 07-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2018 |
07-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,489.0 |
3,514.0 |
25.0 |
0.7% |
3,460.0 |
High |
3,510.0 |
3,524.0 |
14.0 |
0.4% |
3,510.0 |
Low |
3,473.0 |
3,494.0 |
21.0 |
0.6% |
3,453.0 |
Close |
3,497.0 |
3,522.0 |
25.0 |
0.7% |
3,497.0 |
Range |
37.0 |
30.0 |
-7.0 |
-18.9% |
57.0 |
ATR |
39.3 |
38.6 |
-0.7 |
-1.7% |
0.0 |
Volume |
824,847 |
542,754 |
-282,093 |
-34.2% |
3,554,168 |
|
Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,603.3 |
3,592.7 |
3,538.5 |
|
R3 |
3,573.3 |
3,562.7 |
3,530.3 |
|
R2 |
3,543.3 |
3,543.3 |
3,527.5 |
|
R1 |
3,532.7 |
3,532.7 |
3,524.8 |
3,538.0 |
PP |
3,513.3 |
3,513.3 |
3,513.3 |
3,516.0 |
S1 |
3,502.7 |
3,502.7 |
3,519.3 |
3,508.0 |
S2 |
3,483.3 |
3,483.3 |
3,516.5 |
|
S3 |
3,453.3 |
3,472.7 |
3,513.8 |
|
S4 |
3,423.3 |
3,442.7 |
3,505.5 |
|
|
Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,657.7 |
3,634.3 |
3,528.4 |
|
R3 |
3,600.7 |
3,577.3 |
3,512.7 |
|
R2 |
3,543.7 |
3,543.7 |
3,507.5 |
|
R1 |
3,520.3 |
3,520.3 |
3,502.2 |
3,532.0 |
PP |
3,486.7 |
3,486.7 |
3,486.7 |
3,492.5 |
S1 |
3,463.3 |
3,463.3 |
3,491.8 |
3,475.0 |
S2 |
3,429.7 |
3,429.7 |
3,486.6 |
|
S3 |
3,372.7 |
3,406.3 |
3,481.3 |
|
S4 |
3,315.7 |
3,349.3 |
3,465.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,524.0 |
3,453.0 |
71.0 |
2.0% |
29.6 |
0.8% |
97% |
True |
False |
819,384 |
10 |
3,524.0 |
3,396.0 |
128.0 |
3.6% |
33.3 |
0.9% |
98% |
True |
False |
842,272 |
20 |
3,524.0 |
3,323.0 |
201.0 |
5.7% |
30.7 |
0.9% |
99% |
True |
False |
859,435 |
40 |
3,524.0 |
3,172.0 |
352.0 |
10.0% |
41.7 |
1.2% |
99% |
True |
False |
1,029,590 |
60 |
3,524.0 |
3,172.0 |
352.0 |
10.0% |
45.4 |
1.3% |
99% |
True |
False |
698,037 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
45.5 |
1.3% |
83% |
False |
False |
524,815 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
42.1 |
1.2% |
83% |
False |
False |
420,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,651.5 |
2.618 |
3,602.5 |
1.618 |
3,572.5 |
1.000 |
3,554.0 |
0.618 |
3,542.5 |
HIGH |
3,524.0 |
0.618 |
3,512.5 |
0.500 |
3,509.0 |
0.382 |
3,505.5 |
LOW |
3,494.0 |
0.618 |
3,475.5 |
1.000 |
3,464.0 |
1.618 |
3,445.5 |
2.618 |
3,415.5 |
4.250 |
3,366.5 |
|
|
Fisher Pivots for day following 07-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,517.7 |
3,513.5 |
PP |
3,513.3 |
3,505.0 |
S1 |
3,509.0 |
3,496.5 |
|