Trading Metrics calculated at close of trading on 14-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,539.0 |
3,538.0 |
-1.0 |
0.0% |
3,514.0 |
High |
3,540.0 |
3,538.0 |
-2.0 |
-0.1% |
3,540.0 |
Low |
3,520.0 |
3,517.0 |
-3.0 |
-0.1% |
3,494.0 |
Close |
3,530.0 |
3,530.0 |
0.0 |
0.0% |
3,530.0 |
Range |
20.0 |
21.0 |
1.0 |
5.0% |
46.0 |
ATR |
35.0 |
34.0 |
-1.0 |
-2.9% |
0.0 |
Volume |
630,917 |
692,949 |
62,032 |
9.8% |
3,341,845 |
|
Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,591.3 |
3,581.7 |
3,541.6 |
|
R3 |
3,570.3 |
3,560.7 |
3,535.8 |
|
R2 |
3,549.3 |
3,549.3 |
3,533.9 |
|
R1 |
3,539.7 |
3,539.7 |
3,531.9 |
3,534.0 |
PP |
3,528.3 |
3,528.3 |
3,528.3 |
3,525.5 |
S1 |
3,518.7 |
3,518.7 |
3,528.1 |
3,513.0 |
S2 |
3,507.3 |
3,507.3 |
3,526.2 |
|
S3 |
3,486.3 |
3,497.7 |
3,524.2 |
|
S4 |
3,465.3 |
3,476.7 |
3,518.5 |
|
|
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 |
3,495.0 |
45.0 |
1.3% |
23.4 |
0.7% |
78% |
False |
False |
698,408 |
10 |
3,540.0 |
3,453.0 |
87.0 |
2.5% |
26.5 |
0.8% |
89% |
False |
False |
758,896 |
20 |
3,540.0 |
3,358.0 |
182.0 |
5.2% |
29.3 |
0.8% |
95% |
False |
False |
818,307 |
40 |
3,540.0 |
3,172.0 |
368.0 |
10.4% |
39.1 |
1.1% |
97% |
False |
False |
970,620 |
60 |
3,540.0 |
3,172.0 |
368.0 |
10.4% |
41.4 |
1.2% |
97% |
False |
False |
755,712 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
45.3 |
1.3% |
85% |
False |
False |
568,346 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
42.0 |
1.2% |
85% |
False |
False |
455,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,627.3 |
2.618 |
3,593.0 |
1.618 |
3,572.0 |
1.000 |
3,559.0 |
0.618 |
3,551.0 |
HIGH |
3,538.0 |
0.618 |
3,530.0 |
0.500 |
3,527.5 |
0.382 |
3,525.0 |
LOW |
3,517.0 |
0.618 |
3,504.0 |
1.000 |
3,496.0 |
1.618 |
3,483.0 |
2.618 |
3,462.0 |
4.250 |
3,427.8 |
|
|
Fisher Pivots for day following 14-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,529.2 |
3,528.0 |
PP |
3,528.3 |
3,526.0 |
S1 |
3,527.5 |
3,524.0 |
|