Trading Metrics calculated at close of trading on 15-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,538.0 |
3,520.0 |
-18.0 |
-0.5% |
3,514.0 |
High |
3,538.0 |
3,536.0 |
-2.0 |
-0.1% |
3,540.0 |
Low |
3,517.0 |
3,516.0 |
-1.0 |
0.0% |
3,494.0 |
Close |
3,530.0 |
3,529.0 |
-1.0 |
0.0% |
3,530.0 |
Range |
21.0 |
20.0 |
-1.0 |
-4.8% |
46.0 |
ATR |
34.0 |
33.0 |
-1.0 |
-2.9% |
0.0 |
Volume |
692,949 |
836,669 |
143,720 |
20.7% |
3,341,845 |
|
Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,587.0 |
3,578.0 |
3,540.0 |
|
R3 |
3,567.0 |
3,558.0 |
3,534.5 |
|
R2 |
3,547.0 |
3,547.0 |
3,532.7 |
|
R1 |
3,538.0 |
3,538.0 |
3,530.8 |
3,542.5 |
PP |
3,527.0 |
3,527.0 |
3,527.0 |
3,529.3 |
S1 |
3,518.0 |
3,518.0 |
3,527.2 |
3,522.5 |
S2 |
3,507.0 |
3,507.0 |
3,525.3 |
|
S3 |
3,487.0 |
3,498.0 |
3,523.5 |
|
S4 |
3,467.0 |
3,478.0 |
3,518.0 |
|
|
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 |
3,508.0 |
32.0 |
0.9% |
22.4 |
0.6% |
66% |
False |
False |
713,507 |
10 |
3,540.0 |
3,469.0 |
71.0 |
2.0% |
25.9 |
0.7% |
85% |
False |
False |
757,819 |
20 |
3,540.0 |
3,370.0 |
170.0 |
4.8% |
29.1 |
0.8% |
94% |
False |
False |
822,758 |
40 |
3,540.0 |
3,172.0 |
368.0 |
10.4% |
38.8 |
1.1% |
97% |
False |
False |
966,842 |
60 |
3,540.0 |
3,172.0 |
368.0 |
10.4% |
41.1 |
1.2% |
97% |
False |
False |
769,537 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
45.4 |
1.3% |
84% |
False |
False |
578,646 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
41.9 |
1.2% |
84% |
False |
False |
463,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,621.0 |
2.618 |
3,588.4 |
1.618 |
3,568.4 |
1.000 |
3,556.0 |
0.618 |
3,548.4 |
HIGH |
3,536.0 |
0.618 |
3,528.4 |
0.500 |
3,526.0 |
0.382 |
3,523.6 |
LOW |
3,516.0 |
0.618 |
3,503.6 |
1.000 |
3,496.0 |
1.618 |
3,483.6 |
2.618 |
3,463.6 |
4.250 |
3,431.0 |
|
|
Fisher Pivots for day following 15-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,528.0 |
3,528.7 |
PP |
3,527.0 |
3,528.3 |
S1 |
3,526.0 |
3,528.0 |
|