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 |
1,318.3 |
1,313.2 |
-5.1 |
-0.4% |
1,316.3 |
High |
1,322.4 |
1,314.7 |
-7.7 |
-0.6% |
1,326.3 |
Low |
1,312.8 |
1,288.2 |
-24.6 |
-1.9% |
1,304.2 |
Close |
1,318.2 |
1,290.3 |
-27.9 |
-2.1% |
1,320.7 |
Range |
9.6 |
26.5 |
16.9 |
176.0% |
22.1 |
ATR |
12.9 |
14.2 |
1.2 |
9.4% |
0.0 |
Volume |
241,225 |
485,197 |
243,972 |
101.1% |
1,663,749 |
|
Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.2 |
1,360.3 |
1,304.9 |
|
R3 |
1,350.7 |
1,333.8 |
1,297.6 |
|
R2 |
1,324.2 |
1,324.2 |
1,295.2 |
|
R1 |
1,307.3 |
1,307.3 |
1,292.7 |
1,302.5 |
PP |
1,297.7 |
1,297.7 |
1,297.7 |
1,295.4 |
S1 |
1,280.8 |
1,280.8 |
1,287.9 |
1,276.0 |
S2 |
1,271.2 |
1,271.2 |
1,285.4 |
|
S3 |
1,244.7 |
1,254.3 |
1,283.0 |
|
S4 |
1,218.2 |
1,227.8 |
1,275.7 |
|
|
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 |
1,288.2 |
38.1 |
3.0% |
14.4 |
1.1% |
6% |
False |
True |
349,494 |
10 |
1,326.3 |
1,288.2 |
38.1 |
3.0% |
12.6 |
1.0% |
6% |
False |
True |
337,560 |
20 |
1,359.0 |
1,288.2 |
70.8 |
5.5% |
12.9 |
1.0% |
3% |
False |
True |
313,548 |
40 |
1,369.4 |
1,288.2 |
81.2 |
6.3% |
14.6 |
1.1% |
3% |
False |
True |
287,070 |
60 |
1,369.4 |
1,288.2 |
81.2 |
6.3% |
14.2 |
1.1% |
3% |
False |
True |
198,977 |
80 |
1,375.5 |
1,288.2 |
87.3 |
6.8% |
14.7 |
1.1% |
2% |
False |
True |
151,302 |
100 |
1,375.5 |
1,274.5 |
101.0 |
7.8% |
14.0 |
1.1% |
16% |
False |
False |
122,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.3 |
2.618 |
1,384.1 |
1.618 |
1,357.6 |
1.000 |
1,341.2 |
0.618 |
1,331.1 |
HIGH |
1,314.7 |
0.618 |
1,304.6 |
0.500 |
1,301.5 |
0.382 |
1,298.3 |
LOW |
1,288.2 |
0.618 |
1,271.8 |
1.000 |
1,261.7 |
1.618 |
1,245.3 |
2.618 |
1,218.8 |
4.250 |
1,175.6 |
|
|
Fisher Pivots for day following 15-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,301.5 |
1,307.3 |
PP |
1,297.7 |
1,301.6 |
S1 |
1,294.0 |
1,296.0 |
|