Trading Metrics calculated at close of trading on 11-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,532.0 |
3,539.0 |
7.0 |
0.2% |
3,514.0 |
High |
3,536.0 |
3,540.0 |
4.0 |
0.1% |
3,540.0 |
Low |
3,508.0 |
3,520.0 |
12.0 |
0.3% |
3,494.0 |
Close |
3,528.0 |
3,530.0 |
2.0 |
0.1% |
3,530.0 |
Range |
28.0 |
20.0 |
-8.0 |
-28.6% |
46.0 |
ATR |
36.2 |
35.0 |
-1.2 |
-3.2% |
0.0 |
Volume |
654,183 |
630,917 |
-23,266 |
-3.6% |
3,341,845 |
|
Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,590.0 |
3,580.0 |
3,541.0 |
|
R3 |
3,570.0 |
3,560.0 |
3,535.5 |
|
R2 |
3,550.0 |
3,550.0 |
3,533.7 |
|
R1 |
3,540.0 |
3,540.0 |
3,531.8 |
3,535.0 |
PP |
3,530.0 |
3,530.0 |
3,530.0 |
3,527.5 |
S1 |
3,520.0 |
3,520.0 |
3,528.2 |
3,515.0 |
S2 |
3,510.0 |
3,510.0 |
3,526.3 |
|
S3 |
3,490.0 |
3,500.0 |
3,524.5 |
|
S4 |
3,470.0 |
3,480.0 |
3,519.0 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,659.3 |
3,640.7 |
3,555.3 |
|
R3 |
3,613.3 |
3,594.7 |
3,542.7 |
|
R2 |
3,567.3 |
3,567.3 |
3,538.4 |
|
R1 |
3,548.7 |
3,548.7 |
3,534.2 |
3,558.0 |
PP |
3,521.3 |
3,521.3 |
3,521.3 |
3,526.0 |
S1 |
3,502.7 |
3,502.7 |
3,525.8 |
3,512.0 |
S2 |
3,475.3 |
3,475.3 |
3,521.6 |
|
S3 |
3,429.3 |
3,456.7 |
3,517.4 |
|
S4 |
3,383.3 |
3,410.7 |
3,504.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,540.0 |
3,494.0 |
46.0 |
1.3% |
25.2 |
0.7% |
78% |
True |
False |
668,369 |
10 |
3,540.0 |
3,440.0 |
100.0 |
2.8% |
26.5 |
0.8% |
90% |
True |
False |
768,052 |
20 |
3,540.0 |
3,357.0 |
183.0 |
5.2% |
29.9 |
0.8% |
95% |
True |
False |
826,181 |
40 |
3,540.0 |
3,172.0 |
368.0 |
10.4% |
39.4 |
1.1% |
97% |
True |
False |
992,219 |
60 |
3,540.0 |
3,172.0 |
368.0 |
10.4% |
42.3 |
1.2% |
97% |
True |
False |
744,298 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
45.4 |
1.3% |
85% |
False |
False |
559,774 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
42.1 |
1.2% |
85% |
False |
False |
448,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,625.0 |
2.618 |
3,592.4 |
1.618 |
3,572.4 |
1.000 |
3,560.0 |
0.618 |
3,552.4 |
HIGH |
3,540.0 |
0.618 |
3,532.4 |
0.500 |
3,530.0 |
0.382 |
3,527.6 |
LOW |
3,520.0 |
0.618 |
3,507.6 |
1.000 |
3,500.0 |
1.618 |
3,487.6 |
2.618 |
3,467.6 |
4.250 |
3,435.0 |
|
|
Fisher Pivots for day following 11-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,530.0 |
3,528.0 |
PP |
3,530.0 |
3,526.0 |
S1 |
3,530.0 |
3,524.0 |
|