Trading Metrics calculated at close of trading on 16-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,520.0 |
3,532.0 |
12.0 |
0.3% |
3,514.0 |
High |
3,536.0 |
3,537.0 |
1.0 |
0.0% |
3,540.0 |
Low |
3,516.0 |
3,515.0 |
-1.0 |
0.0% |
3,494.0 |
Close |
3,529.0 |
3,528.0 |
-1.0 |
0.0% |
3,530.0 |
Range |
20.0 |
22.0 |
2.0 |
10.0% |
46.0 |
ATR |
33.0 |
32.2 |
-0.8 |
-2.4% |
0.0 |
Volume |
836,669 |
958,293 |
121,624 |
14.5% |
3,341,845 |
|
Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,592.7 |
3,582.3 |
3,540.1 |
|
R3 |
3,570.7 |
3,560.3 |
3,534.1 |
|
R2 |
3,548.7 |
3,548.7 |
3,532.0 |
|
R1 |
3,538.3 |
3,538.3 |
3,530.0 |
3,532.5 |
PP |
3,526.7 |
3,526.7 |
3,526.7 |
3,523.8 |
S1 |
3,516.3 |
3,516.3 |
3,526.0 |
3,510.5 |
S2 |
3,504.7 |
3,504.7 |
3,524.0 |
|
S3 |
3,482.7 |
3,494.3 |
3,522.0 |
|
S4 |
3,460.7 |
3,472.3 |
3,515.9 |
|
|
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% |
22.2 |
0.6% |
63% |
False |
False |
754,602 |
10 |
3,540.0 |
3,469.0 |
71.0 |
2.0% |
25.3 |
0.7% |
83% |
False |
False |
755,400 |
20 |
3,540.0 |
3,396.0 |
144.0 |
4.1% |
28.1 |
0.8% |
92% |
False |
False |
819,594 |
40 |
3,540.0 |
3,172.0 |
368.0 |
10.4% |
38.5 |
1.1% |
97% |
False |
False |
961,112 |
60 |
3,540.0 |
3,172.0 |
368.0 |
10.4% |
40.8 |
1.2% |
97% |
False |
False |
785,461 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
45.2 |
1.3% |
84% |
False |
False |
590,623 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.0% |
41.8 |
1.2% |
84% |
False |
False |
473,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,630.5 |
2.618 |
3,594.6 |
1.618 |
3,572.6 |
1.000 |
3,559.0 |
0.618 |
3,550.6 |
HIGH |
3,537.0 |
0.618 |
3,528.6 |
0.500 |
3,526.0 |
0.382 |
3,523.4 |
LOW |
3,515.0 |
0.618 |
3,501.4 |
1.000 |
3,493.0 |
1.618 |
3,479.4 |
2.618 |
3,457.4 |
4.250 |
3,421.5 |
|
|
Fisher Pivots for day following 16-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,527.3 |
3,527.5 |
PP |
3,526.7 |
3,527.0 |
S1 |
3,526.0 |
3,526.5 |
|