Trading Metrics calculated at close of trading on 10-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,518.0 |
3,532.0 |
14.0 |
0.4% |
3,460.0 |
High |
3,535.0 |
3,536.0 |
1.0 |
0.0% |
3,510.0 |
Low |
3,512.0 |
3,508.0 |
-4.0 |
-0.1% |
3,453.0 |
Close |
3,524.0 |
3,528.0 |
4.0 |
0.1% |
3,497.0 |
Range |
23.0 |
28.0 |
5.0 |
21.7% |
57.0 |
ATR |
36.8 |
36.2 |
-0.6 |
-1.7% |
0.0 |
Volume |
752,819 |
654,183 |
-98,636 |
-13.1% |
3,554,168 |
|
Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,608.0 |
3,596.0 |
3,543.4 |
|
R3 |
3,580.0 |
3,568.0 |
3,535.7 |
|
R2 |
3,552.0 |
3,552.0 |
3,533.1 |
|
R1 |
3,540.0 |
3,540.0 |
3,530.6 |
3,532.0 |
PP |
3,524.0 |
3,524.0 |
3,524.0 |
3,520.0 |
S1 |
3,512.0 |
3,512.0 |
3,525.4 |
3,504.0 |
S2 |
3,496.0 |
3,496.0 |
3,522.9 |
|
S3 |
3,468.0 |
3,484.0 |
3,520.3 |
|
S4 |
3,440.0 |
3,456.0 |
3,512.6 |
|
|
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 |
3,536.0 |
3,473.0 |
63.0 |
1.8% |
28.6 |
0.8% |
87% |
True |
False |
707,155 |
10 |
3,536.0 |
3,411.0 |
125.0 |
3.5% |
29.0 |
0.8% |
94% |
True |
False |
791,356 |
20 |
3,536.0 |
3,333.0 |
203.0 |
5.8% |
30.7 |
0.9% |
96% |
True |
False |
835,327 |
40 |
3,536.0 |
3,172.0 |
364.0 |
10.3% |
40.8 |
1.2% |
98% |
True |
False |
1,031,528 |
60 |
3,536.0 |
3,172.0 |
364.0 |
10.3% |
42.5 |
1.2% |
98% |
True |
False |
733,981 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
45.7 |
1.3% |
84% |
False |
False |
551,890 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
42.2 |
1.2% |
84% |
False |
False |
441,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,655.0 |
2.618 |
3,609.3 |
1.618 |
3,581.3 |
1.000 |
3,564.0 |
0.618 |
3,553.3 |
HIGH |
3,536.0 |
0.618 |
3,525.3 |
0.500 |
3,522.0 |
0.382 |
3,518.7 |
LOW |
3,508.0 |
0.618 |
3,490.7 |
1.000 |
3,480.0 |
1.618 |
3,462.7 |
2.618 |
3,434.7 |
4.250 |
3,389.0 |
|
|
Fisher Pivots for day following 10-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,526.0 |
3,523.8 |
PP |
3,524.0 |
3,519.7 |
S1 |
3,522.0 |
3,515.5 |
|