Trading Metrics calculated at close of trading on 18-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,532.0 |
3,555.0 |
23.0 |
0.7% |
3,538.0 |
High |
3,560.0 |
3,566.0 |
6.0 |
0.2% |
3,566.0 |
Low |
3,527.0 |
3,537.0 |
10.0 |
0.3% |
3,515.0 |
Close |
3,552.0 |
3,544.0 |
-8.0 |
-0.2% |
3,544.0 |
Range |
33.0 |
29.0 |
-4.0 |
-12.1% |
51.0 |
ATR |
32.3 |
32.0 |
-0.2 |
-0.7% |
0.0 |
Volume |
1,037,007 |
1,158,875 |
121,868 |
11.8% |
4,683,793 |
|
Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,636.0 |
3,619.0 |
3,560.0 |
|
R3 |
3,607.0 |
3,590.0 |
3,552.0 |
|
R2 |
3,578.0 |
3,578.0 |
3,549.3 |
|
R1 |
3,561.0 |
3,561.0 |
3,546.7 |
3,555.0 |
PP |
3,549.0 |
3,549.0 |
3,549.0 |
3,546.0 |
S1 |
3,532.0 |
3,532.0 |
3,541.3 |
3,526.0 |
S2 |
3,520.0 |
3,520.0 |
3,538.7 |
|
S3 |
3,491.0 |
3,503.0 |
3,536.0 |
|
S4 |
3,462.0 |
3,474.0 |
3,528.1 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,694.7 |
3,670.3 |
3,572.1 |
|
R3 |
3,643.7 |
3,619.3 |
3,558.0 |
|
R2 |
3,592.7 |
3,592.7 |
3,553.4 |
|
R1 |
3,568.3 |
3,568.3 |
3,548.7 |
3,580.5 |
PP |
3,541.7 |
3,541.7 |
3,541.7 |
3,547.8 |
S1 |
3,517.3 |
3,517.3 |
3,539.3 |
3,529.5 |
S2 |
3,490.7 |
3,490.7 |
3,534.7 |
|
S3 |
3,439.7 |
3,466.3 |
3,530.0 |
|
S4 |
3,388.7 |
3,415.3 |
3,516.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,566.0 |
3,515.0 |
51.0 |
1.4% |
25.0 |
0.7% |
57% |
True |
False |
936,758 |
10 |
3,566.0 |
3,494.0 |
72.0 |
2.0% |
25.1 |
0.7% |
69% |
True |
False |
802,563 |
20 |
3,566.0 |
3,396.0 |
170.0 |
4.8% |
29.1 |
0.8% |
87% |
True |
False |
838,478 |
40 |
3,566.0 |
3,172.0 |
394.0 |
11.1% |
37.7 |
1.1% |
94% |
True |
False |
968,643 |
60 |
3,566.0 |
3,172.0 |
394.0 |
11.1% |
40.6 |
1.1% |
94% |
True |
False |
821,759 |
80 |
3,580.0 |
3,172.0 |
408.0 |
11.5% |
45.2 |
1.3% |
91% |
False |
False |
618,060 |
100 |
3,595.0 |
3,172.0 |
423.0 |
11.9% |
41.7 |
1.2% |
88% |
False |
False |
495,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,689.3 |
2.618 |
3,641.9 |
1.618 |
3,612.9 |
1.000 |
3,595.0 |
0.618 |
3,583.9 |
HIGH |
3,566.0 |
0.618 |
3,554.9 |
0.500 |
3,551.5 |
0.382 |
3,548.1 |
LOW |
3,537.0 |
0.618 |
3,519.1 |
1.000 |
3,508.0 |
1.618 |
3,490.1 |
2.618 |
3,461.1 |
4.250 |
3,413.8 |
|
|
Fisher Pivots for day following 18-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,551.5 |
3,542.8 |
PP |
3,549.0 |
3,541.7 |
S1 |
3,546.5 |
3,540.5 |
|