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 |
1,321.8 |
1,318.3 |
-3.5 |
-0.3% |
1,316.3 |
High |
1,326.3 |
1,322.4 |
-3.9 |
-0.3% |
1,326.3 |
Low |
1,317.0 |
1,312.8 |
-4.2 |
-0.3% |
1,304.2 |
Close |
1,320.7 |
1,318.2 |
-2.5 |
-0.2% |
1,320.7 |
Range |
9.3 |
9.6 |
0.3 |
3.2% |
22.1 |
ATR |
13.2 |
12.9 |
-0.3 |
-1.9% |
0.0 |
Volume |
263,471 |
241,225 |
-22,246 |
-8.4% |
1,663,749 |
|
Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.6 |
1,342.0 |
1,323.5 |
|
R3 |
1,337.0 |
1,332.4 |
1,320.8 |
|
R2 |
1,327.4 |
1,327.4 |
1,320.0 |
|
R1 |
1,322.8 |
1,322.8 |
1,319.1 |
1,320.3 |
PP |
1,317.8 |
1,317.8 |
1,317.8 |
1,316.6 |
S1 |
1,313.2 |
1,313.2 |
1,317.3 |
1,310.7 |
S2 |
1,308.2 |
1,308.2 |
1,316.4 |
|
S3 |
1,298.6 |
1,303.6 |
1,315.6 |
|
S4 |
1,289.0 |
1,294.0 |
1,312.9 |
|
|
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% |
63% |
False |
False |
333,936 |
10 |
1,326.3 |
1,302.3 |
24.0 |
1.8% |
11.5 |
0.9% |
66% |
False |
False |
317,384 |
20 |
1,359.0 |
1,302.3 |
56.7 |
4.3% |
12.2 |
0.9% |
28% |
False |
False |
303,120 |
40 |
1,369.4 |
1,302.3 |
67.1 |
5.1% |
14.3 |
1.1% |
24% |
False |
False |
276,189 |
60 |
1,369.6 |
1,302.3 |
67.3 |
5.1% |
14.0 |
1.1% |
24% |
False |
False |
191,186 |
80 |
1,375.5 |
1,302.3 |
73.2 |
5.6% |
14.5 |
1.1% |
22% |
False |
False |
145,315 |
100 |
1,375.5 |
1,271.3 |
104.2 |
7.9% |
13.8 |
1.0% |
45% |
False |
False |
117,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.2 |
2.618 |
1,347.5 |
1.618 |
1,337.9 |
1.000 |
1,332.0 |
0.618 |
1,328.3 |
HIGH |
1,322.4 |
0.618 |
1,318.7 |
0.500 |
1,317.6 |
0.382 |
1,316.5 |
LOW |
1,312.8 |
0.618 |
1,306.9 |
1.000 |
1,303.2 |
1.618 |
1,297.3 |
2.618 |
1,287.7 |
4.250 |
1,272.0 |
|
|
Fisher Pivots for day following 14-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,318.0 |
1,318.5 |
PP |
1,317.8 |
1,318.4 |
S1 |
1,317.6 |
1,318.3 |
|