Trading Metrics calculated at close of trading on 08-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2018 |
08-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,514.0 |
3,515.0 |
1.0 |
0.0% |
3,460.0 |
High |
3,524.0 |
3,520.0 |
-4.0 |
-0.1% |
3,510.0 |
Low |
3,494.0 |
3,495.0 |
1.0 |
0.0% |
3,453.0 |
Close |
3,522.0 |
3,511.0 |
-11.0 |
-0.3% |
3,497.0 |
Range |
30.0 |
25.0 |
-5.0 |
-16.7% |
57.0 |
ATR |
38.6 |
37.8 |
-0.8 |
-2.1% |
0.0 |
Volume |
542,754 |
761,172 |
218,418 |
40.2% |
3,554,168 |
|
Daily Pivots for day following 08-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,583.7 |
3,572.3 |
3,524.8 |
|
R3 |
3,558.7 |
3,547.3 |
3,517.9 |
|
R2 |
3,533.7 |
3,533.7 |
3,515.6 |
|
R1 |
3,522.3 |
3,522.3 |
3,513.3 |
3,515.5 |
PP |
3,508.7 |
3,508.7 |
3,508.7 |
3,505.3 |
S1 |
3,497.3 |
3,497.3 |
3,508.7 |
3,490.5 |
S2 |
3,483.7 |
3,483.7 |
3,506.4 |
|
S3 |
3,458.7 |
3,472.3 |
3,504.1 |
|
S4 |
3,433.7 |
3,447.3 |
3,497.3 |
|
|
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 |
3,469.0 |
55.0 |
1.6% |
29.4 |
0.8% |
76% |
False |
False |
802,131 |
10 |
3,524.0 |
3,396.0 |
128.0 |
3.6% |
32.3 |
0.9% |
90% |
False |
False |
845,771 |
20 |
3,524.0 |
3,331.0 |
193.0 |
5.5% |
30.4 |
0.9% |
93% |
False |
False |
851,843 |
40 |
3,524.0 |
3,172.0 |
352.0 |
10.0% |
41.2 |
1.2% |
96% |
False |
False |
1,033,199 |
60 |
3,524.0 |
3,172.0 |
352.0 |
10.0% |
44.1 |
1.3% |
96% |
False |
False |
710,688 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
45.4 |
1.3% |
80% |
False |
False |
534,327 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
42.2 |
1.2% |
80% |
False |
False |
428,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,626.3 |
2.618 |
3,585.5 |
1.618 |
3,560.5 |
1.000 |
3,545.0 |
0.618 |
3,535.5 |
HIGH |
3,520.0 |
0.618 |
3,510.5 |
0.500 |
3,507.5 |
0.382 |
3,504.6 |
LOW |
3,495.0 |
0.618 |
3,479.6 |
1.000 |
3,470.0 |
1.618 |
3,454.6 |
2.618 |
3,429.6 |
4.250 |
3,388.8 |
|
|
Fisher Pivots for day following 08-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,509.8 |
3,506.8 |
PP |
3,508.7 |
3,502.7 |
S1 |
3,507.5 |
3,498.5 |
|