Trading Metrics calculated at close of trading on 09-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,515.0 |
3,518.0 |
3.0 |
0.1% |
3,460.0 |
High |
3,520.0 |
3,535.0 |
15.0 |
0.4% |
3,510.0 |
Low |
3,495.0 |
3,512.0 |
17.0 |
0.5% |
3,453.0 |
Close |
3,511.0 |
3,524.0 |
13.0 |
0.4% |
3,497.0 |
Range |
25.0 |
23.0 |
-2.0 |
-8.0% |
57.0 |
ATR |
37.8 |
36.8 |
-1.0 |
-2.6% |
0.0 |
Volume |
761,172 |
752,819 |
-8,353 |
-1.1% |
3,554,168 |
|
Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,592.7 |
3,581.3 |
3,536.7 |
|
R3 |
3,569.7 |
3,558.3 |
3,530.3 |
|
R2 |
3,546.7 |
3,546.7 |
3,528.2 |
|
R1 |
3,535.3 |
3,535.3 |
3,526.1 |
3,541.0 |
PP |
3,523.7 |
3,523.7 |
3,523.7 |
3,526.5 |
S1 |
3,512.3 |
3,512.3 |
3,521.9 |
3,518.0 |
S2 |
3,500.7 |
3,500.7 |
3,519.8 |
|
S3 |
3,477.7 |
3,489.3 |
3,517.7 |
|
S4 |
3,454.7 |
3,466.3 |
3,511.4 |
|
|
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 |
3,535.0 |
3,469.0 |
66.0 |
1.9% |
28.4 |
0.8% |
83% |
True |
False |
756,197 |
10 |
3,535.0 |
3,396.0 |
139.0 |
3.9% |
29.2 |
0.8% |
92% |
True |
False |
832,397 |
20 |
3,535.0 |
3,331.0 |
204.0 |
5.8% |
30.5 |
0.9% |
95% |
True |
False |
844,141 |
40 |
3,535.0 |
3,172.0 |
363.0 |
10.3% |
40.9 |
1.2% |
97% |
True |
False |
1,040,297 |
60 |
3,535.0 |
3,172.0 |
363.0 |
10.3% |
42.6 |
1.2% |
97% |
True |
False |
723,217 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
45.5 |
1.3% |
83% |
False |
False |
543,734 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
42.2 |
1.2% |
83% |
False |
False |
435,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,632.8 |
2.618 |
3,595.2 |
1.618 |
3,572.2 |
1.000 |
3,558.0 |
0.618 |
3,549.2 |
HIGH |
3,535.0 |
0.618 |
3,526.2 |
0.500 |
3,523.5 |
0.382 |
3,520.8 |
LOW |
3,512.0 |
0.618 |
3,497.8 |
1.000 |
3,489.0 |
1.618 |
3,474.8 |
2.618 |
3,451.8 |
4.250 |
3,414.3 |
|
|
Fisher Pivots for day following 09-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,523.8 |
3,520.8 |
PP |
3,523.7 |
3,517.7 |
S1 |
3,523.5 |
3,514.5 |
|