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 |
1,313.2 |
1,290.1 |
-23.1 |
-1.8% |
1,316.3 |
High |
1,314.7 |
1,296.4 |
-18.3 |
-1.4% |
1,326.3 |
Low |
1,288.2 |
1,285.7 |
-2.5 |
-0.2% |
1,304.2 |
Close |
1,290.3 |
1,291.5 |
1.2 |
0.1% |
1,320.7 |
Range |
26.5 |
10.7 |
-15.8 |
-59.6% |
22.1 |
ATR |
14.2 |
13.9 |
-0.2 |
-1.7% |
0.0 |
Volume |
485,197 |
333,614 |
-151,583 |
-31.2% |
1,663,749 |
|
Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.3 |
1,318.1 |
1,297.4 |
|
R3 |
1,312.6 |
1,307.4 |
1,294.4 |
|
R2 |
1,301.9 |
1,301.9 |
1,293.5 |
|
R1 |
1,296.7 |
1,296.7 |
1,292.5 |
1,299.3 |
PP |
1,291.2 |
1,291.2 |
1,291.2 |
1,292.5 |
S1 |
1,286.0 |
1,286.0 |
1,290.5 |
1,288.6 |
S2 |
1,280.5 |
1,280.5 |
1,289.5 |
|
S3 |
1,269.8 |
1,275.3 |
1,288.6 |
|
S4 |
1,259.1 |
1,264.6 |
1,285.6 |
|
|
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 |
1,285.7 |
40.6 |
3.1% |
13.8 |
1.1% |
14% |
False |
True |
339,408 |
10 |
1,326.3 |
1,285.7 |
40.6 |
3.1% |
12.7 |
1.0% |
14% |
False |
True |
333,897 |
20 |
1,357.7 |
1,285.7 |
72.0 |
5.6% |
12.7 |
1.0% |
8% |
False |
True |
314,660 |
40 |
1,369.4 |
1,285.7 |
83.7 |
6.5% |
14.6 |
1.1% |
7% |
False |
True |
293,996 |
60 |
1,369.4 |
1,285.7 |
83.7 |
6.5% |
14.0 |
1.1% |
7% |
False |
True |
204,280 |
80 |
1,375.5 |
1,285.7 |
89.8 |
7.0% |
14.8 |
1.1% |
6% |
False |
True |
155,402 |
100 |
1,375.5 |
1,276.2 |
99.3 |
7.7% |
14.1 |
1.1% |
15% |
False |
False |
125,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.9 |
2.618 |
1,324.4 |
1.618 |
1,313.7 |
1.000 |
1,307.1 |
0.618 |
1,303.0 |
HIGH |
1,296.4 |
0.618 |
1,292.3 |
0.500 |
1,291.1 |
0.382 |
1,289.8 |
LOW |
1,285.7 |
0.618 |
1,279.1 |
1.000 |
1,275.0 |
1.618 |
1,268.4 |
2.618 |
1,257.7 |
4.250 |
1,240.2 |
|
|
Fisher Pivots for day following 16-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,291.4 |
1,304.1 |
PP |
1,291.2 |
1,299.9 |
S1 |
1,291.1 |
1,295.7 |
|