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 |
1,312.8 |
1,321.8 |
9.0 |
0.7% |
1,316.3 |
High |
1,323.4 |
1,326.3 |
2.9 |
0.2% |
1,326.3 |
Low |
1,310.6 |
1,317.0 |
6.4 |
0.5% |
1,304.2 |
Close |
1,322.3 |
1,320.7 |
-1.6 |
-0.1% |
1,320.7 |
Range |
12.8 |
9.3 |
-3.5 |
-27.3% |
22.1 |
ATR |
13.5 |
13.2 |
-0.3 |
-2.2% |
0.0 |
Volume |
373,535 |
263,471 |
-110,064 |
-29.5% |
1,663,749 |
|
Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.2 |
1,344.3 |
1,325.8 |
|
R3 |
1,339.9 |
1,335.0 |
1,323.3 |
|
R2 |
1,330.6 |
1,330.6 |
1,322.4 |
|
R1 |
1,325.7 |
1,325.7 |
1,321.6 |
1,323.5 |
PP |
1,321.3 |
1,321.3 |
1,321.3 |
1,320.3 |
S1 |
1,316.4 |
1,316.4 |
1,319.8 |
1,314.2 |
S2 |
1,312.0 |
1,312.0 |
1,319.0 |
|
S3 |
1,302.7 |
1,307.1 |
1,318.1 |
|
S4 |
1,293.4 |
1,297.8 |
1,315.6 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.4 |
1,374.1 |
1,332.9 |
|
R3 |
1,361.3 |
1,352.0 |
1,326.8 |
|
R2 |
1,339.2 |
1,339.2 |
1,324.8 |
|
R1 |
1,329.9 |
1,329.9 |
1,322.7 |
1,334.6 |
PP |
1,317.1 |
1,317.1 |
1,317.1 |
1,319.4 |
S1 |
1,307.8 |
1,307.8 |
1,318.7 |
1,312.5 |
S2 |
1,295.0 |
1,295.0 |
1,316.6 |
|
S3 |
1,272.9 |
1,285.7 |
1,314.6 |
|
S4 |
1,250.8 |
1,263.6 |
1,308.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,326.3 |
1,304.2 |
22.1 |
1.7% |
11.5 |
0.9% |
75% |
True |
False |
332,749 |
10 |
1,326.3 |
1,302.3 |
24.0 |
1.8% |
12.1 |
0.9% |
77% |
True |
False |
322,857 |
20 |
1,359.0 |
1,302.3 |
56.7 |
4.3% |
12.2 |
0.9% |
32% |
False |
False |
304,536 |
40 |
1,369.4 |
1,302.3 |
67.1 |
5.1% |
14.3 |
1.1% |
27% |
False |
False |
270,834 |
60 |
1,369.6 |
1,302.3 |
67.3 |
5.1% |
14.0 |
1.1% |
27% |
False |
False |
187,357 |
80 |
1,375.5 |
1,302.3 |
73.2 |
5.5% |
14.5 |
1.1% |
25% |
False |
False |
142,325 |
100 |
1,375.5 |
1,264.4 |
111.1 |
8.4% |
13.8 |
1.0% |
51% |
False |
False |
114,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.8 |
2.618 |
1,350.6 |
1.618 |
1,341.3 |
1.000 |
1,335.6 |
0.618 |
1,332.0 |
HIGH |
1,326.3 |
0.618 |
1,322.7 |
0.500 |
1,321.7 |
0.382 |
1,320.6 |
LOW |
1,317.0 |
0.618 |
1,311.3 |
1.000 |
1,307.7 |
1.618 |
1,302.0 |
2.618 |
1,292.7 |
4.250 |
1,277.5 |
|
|
Fisher Pivots for day following 11-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,321.7 |
1,318.9 |
PP |
1,321.3 |
1,317.1 |
S1 |
1,321.0 |
1,315.3 |
|