Trading Metrics calculated at close of trading on 17-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,290.1 |
1,290.2 |
0.1 |
0.0% |
1,316.3 |
High |
1,296.4 |
1,294.0 |
-2.4 |
-0.2% |
1,326.3 |
Low |
1,285.7 |
1,284.0 |
-1.7 |
-0.1% |
1,304.2 |
Close |
1,291.5 |
1,289.4 |
-2.1 |
-0.2% |
1,320.7 |
Range |
10.7 |
10.0 |
-0.7 |
-6.5% |
22.1 |
ATR |
13.9 |
13.6 |
-0.3 |
-2.0% |
0.0 |
Volume |
333,614 |
298,816 |
-34,798 |
-10.4% |
1,663,749 |
|
Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.1 |
1,314.3 |
1,294.9 |
|
R3 |
1,309.1 |
1,304.3 |
1,292.2 |
|
R2 |
1,299.1 |
1,299.1 |
1,291.2 |
|
R1 |
1,294.3 |
1,294.3 |
1,290.3 |
1,291.7 |
PP |
1,289.1 |
1,289.1 |
1,289.1 |
1,287.9 |
S1 |
1,284.3 |
1,284.3 |
1,288.5 |
1,281.7 |
S2 |
1,279.1 |
1,279.1 |
1,287.6 |
|
S3 |
1,269.1 |
1,274.3 |
1,286.7 |
|
S4 |
1,259.1 |
1,264.3 |
1,283.9 |
|
|
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 |
1,284.0 |
42.3 |
3.3% |
13.2 |
1.0% |
13% |
False |
True |
324,464 |
10 |
1,326.3 |
1,284.0 |
42.3 |
3.3% |
12.3 |
1.0% |
13% |
False |
True |
333,107 |
20 |
1,348.9 |
1,284.0 |
64.9 |
5.0% |
12.5 |
1.0% |
8% |
False |
True |
312,474 |
40 |
1,369.4 |
1,284.0 |
85.4 |
6.6% |
14.2 |
1.1% |
6% |
False |
True |
299,798 |
60 |
1,369.4 |
1,284.0 |
85.4 |
6.6% |
13.9 |
1.1% |
6% |
False |
True |
209,211 |
80 |
1,375.5 |
1,284.0 |
91.5 |
7.1% |
14.8 |
1.1% |
6% |
False |
True |
159,037 |
100 |
1,375.5 |
1,278.0 |
97.5 |
7.6% |
14.1 |
1.1% |
12% |
False |
False |
128,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.5 |
2.618 |
1,320.2 |
1.618 |
1,310.2 |
1.000 |
1,304.0 |
0.618 |
1,300.2 |
HIGH |
1,294.0 |
0.618 |
1,290.2 |
0.500 |
1,289.0 |
0.382 |
1,287.8 |
LOW |
1,284.0 |
0.618 |
1,277.8 |
1.000 |
1,274.0 |
1.618 |
1,267.8 |
2.618 |
1,257.8 |
4.250 |
1,241.5 |
|
|
Fisher Pivots for day following 17-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,289.3 |
1,299.4 |
PP |
1,289.1 |
1,296.0 |
S1 |
1,289.0 |
1,292.7 |
|