| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,817.00 |
6,822.00 |
5.00 |
0.1% |
6,668.00 |
| High |
6,837.50 |
6,901.25 |
63.75 |
0.9% |
6,788.50 |
| Low |
6,771.00 |
6,808.25 |
37.25 |
0.6% |
6,538.00 |
| Close |
6,820.50 |
6,896.00 |
75.50 |
1.1% |
6,774.75 |
| Range |
66.50 |
93.00 |
26.50 |
39.8% |
250.50 |
| ATR |
138.78 |
135.51 |
-3.27 |
-2.4% |
0.00 |
| Volume |
370,356 |
316,609 |
-53,747 |
-14.5% |
2,060,335 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,147.50 |
7,114.75 |
6,947.25 |
|
| R3 |
7,054.50 |
7,021.75 |
6,921.50 |
|
| R2 |
6,961.50 |
6,961.50 |
6,913.00 |
|
| R1 |
6,928.75 |
6,928.75 |
6,904.50 |
6,945.00 |
| PP |
6,868.50 |
6,868.50 |
6,868.50 |
6,876.75 |
| S1 |
6,835.75 |
6,835.75 |
6,887.50 |
6,852.00 |
| S2 |
6,775.50 |
6,775.50 |
6,879.00 |
|
| S3 |
6,682.50 |
6,742.75 |
6,870.50 |
|
| S4 |
6,589.50 |
6,649.75 |
6,844.75 |
|
|
| 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 |
6,901.25 |
6,538.00 |
363.25 |
5.3% |
110.00 |
1.6% |
99% |
True |
False |
387,651 |
| 10 |
6,901.25 |
6,538.00 |
363.25 |
5.3% |
127.75 |
1.9% |
99% |
True |
False |
397,778 |
| 20 |
6,901.25 |
6,429.25 |
472.00 |
6.8% |
127.50 |
1.8% |
99% |
True |
False |
405,173 |
| 40 |
7,121.50 |
6,306.75 |
814.75 |
11.8% |
150.25 |
2.2% |
72% |
False |
False |
490,469 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.2% |
143.75 |
2.1% |
65% |
False |
False |
348,979 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
146.25 |
2.1% |
69% |
False |
False |
262,018 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
128.50 |
1.9% |
69% |
False |
False |
209,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,296.50 |
|
2.618 |
7,144.75 |
|
1.618 |
7,051.75 |
|
1.000 |
6,994.25 |
|
0.618 |
6,958.75 |
|
HIGH |
6,901.25 |
|
0.618 |
6,865.75 |
|
0.500 |
6,854.75 |
|
0.382 |
6,843.75 |
|
LOW |
6,808.25 |
|
0.618 |
6,750.75 |
|
1.000 |
6,715.25 |
|
1.618 |
6,657.75 |
|
2.618 |
6,564.75 |
|
4.250 |
6,413.00 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,882.25 |
6,876.00 |
| PP |
6,868.50 |
6,856.00 |
| S1 |
6,854.75 |
6,836.00 |
|