| Trading Metrics calculated at close of trading on 07-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2018 |
07-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,666.50 |
6,779.00 |
112.50 |
1.7% |
6,668.00 |
| High |
6,788.50 |
6,851.25 |
62.75 |
0.9% |
6,788.50 |
| Low |
6,610.50 |
6,772.25 |
161.75 |
2.4% |
6,538.00 |
| Close |
6,774.75 |
6,826.00 |
51.25 |
0.8% |
6,774.75 |
| Range |
178.00 |
79.00 |
-99.00 |
-55.6% |
250.50 |
| ATR |
149.37 |
144.35 |
-5.03 |
-3.4% |
0.00 |
| Volume |
408,713 |
323,768 |
-84,945 |
-20.8% |
2,060,335 |
|
| Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,053.50 |
7,018.75 |
6,869.50 |
|
| R3 |
6,974.50 |
6,939.75 |
6,847.75 |
|
| R2 |
6,895.50 |
6,895.50 |
6,840.50 |
|
| R1 |
6,860.75 |
6,860.75 |
6,833.25 |
6,878.00 |
| PP |
6,816.50 |
6,816.50 |
6,816.50 |
6,825.25 |
| S1 |
6,781.75 |
6,781.75 |
6,818.75 |
6,799.00 |
| S2 |
6,737.50 |
6,737.50 |
6,811.50 |
|
| S3 |
6,658.50 |
6,702.75 |
6,804.25 |
|
| S4 |
6,579.50 |
6,623.75 |
6,782.50 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,452.00 |
7,363.75 |
6,912.50 |
|
| R3 |
7,201.50 |
7,113.25 |
6,843.75 |
|
| R2 |
6,951.00 |
6,951.00 |
6,820.75 |
|
| R1 |
6,862.75 |
6,862.75 |
6,797.75 |
6,907.00 |
| PP |
6,700.50 |
6,700.50 |
6,700.50 |
6,722.50 |
| S1 |
6,612.25 |
6,612.25 |
6,751.75 |
6,656.50 |
| S2 |
6,450.00 |
6,450.00 |
6,728.75 |
|
| S3 |
6,199.50 |
6,361.75 |
6,705.75 |
|
| S4 |
5,949.00 |
6,111.25 |
6,637.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,851.25 |
6,538.00 |
313.25 |
4.6% |
131.25 |
1.9% |
92% |
True |
False |
398,926 |
| 10 |
6,851.25 |
6,429.25 |
422.00 |
6.2% |
151.50 |
2.2% |
94% |
True |
False |
446,249 |
| 20 |
6,867.00 |
6,429.25 |
437.75 |
6.4% |
134.25 |
2.0% |
91% |
False |
False |
420,116 |
| 40 |
7,214.50 |
6,306.75 |
907.75 |
13.3% |
152.00 |
2.2% |
57% |
False |
False |
495,937 |
| 60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.0% |
148.25 |
2.2% |
62% |
False |
False |
337,566 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.0% |
145.75 |
2.1% |
62% |
False |
False |
253,451 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
15.0% |
127.75 |
1.9% |
62% |
False |
False |
202,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,187.00 |
|
2.618 |
7,058.00 |
|
1.618 |
6,979.00 |
|
1.000 |
6,930.25 |
|
0.618 |
6,900.00 |
|
HIGH |
6,851.25 |
|
0.618 |
6,821.00 |
|
0.500 |
6,811.75 |
|
0.382 |
6,802.50 |
|
LOW |
6,772.25 |
|
0.618 |
6,723.50 |
|
1.000 |
6,693.25 |
|
1.618 |
6,644.50 |
|
2.618 |
6,565.50 |
|
4.250 |
6,436.50 |
|
|
| Fisher Pivots for day following 07-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,821.25 |
6,782.25 |
| PP |
6,816.50 |
6,738.50 |
| S1 |
6,811.75 |
6,694.50 |
|