| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,822.00 |
6,896.00 |
74.00 |
1.1% |
6,668.00 |
| High |
6,901.25 |
6,971.25 |
70.00 |
1.0% |
6,788.50 |
| Low |
6,808.25 |
6,888.75 |
80.50 |
1.2% |
6,538.00 |
| Close |
6,896.00 |
6,965.00 |
69.00 |
1.0% |
6,774.75 |
| Range |
93.00 |
82.50 |
-10.50 |
-11.3% |
250.50 |
| ATR |
135.51 |
131.73 |
-3.79 |
-2.8% |
0.00 |
| Volume |
316,609 |
292,974 |
-23,635 |
-7.5% |
2,060,335 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,189.25 |
7,159.50 |
7,010.50 |
|
| R3 |
7,106.75 |
7,077.00 |
6,987.75 |
|
| R2 |
7,024.25 |
7,024.25 |
6,980.00 |
|
| R1 |
6,994.50 |
6,994.50 |
6,972.50 |
7,009.50 |
| PP |
6,941.75 |
6,941.75 |
6,941.75 |
6,949.00 |
| S1 |
6,912.00 |
6,912.00 |
6,957.50 |
6,927.00 |
| S2 |
6,859.25 |
6,859.25 |
6,950.00 |
|
| S3 |
6,776.75 |
6,829.50 |
6,942.25 |
|
| S4 |
6,694.25 |
6,747.00 |
6,919.50 |
|
|
| 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 |
6,971.25 |
6,610.50 |
360.75 |
5.2% |
99.75 |
1.4% |
98% |
True |
False |
342,484 |
| 10 |
6,971.25 |
6,538.00 |
433.25 |
6.2% |
117.00 |
1.7% |
99% |
True |
False |
384,577 |
| 20 |
6,971.25 |
6,429.25 |
542.00 |
7.8% |
126.50 |
1.8% |
99% |
True |
False |
401,963 |
| 40 |
7,100.00 |
6,306.75 |
793.25 |
11.4% |
150.25 |
2.2% |
83% |
False |
False |
486,036 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.0% |
143.50 |
2.1% |
73% |
False |
False |
353,854 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.7% |
145.75 |
2.1% |
76% |
False |
False |
265,671 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.7% |
129.00 |
1.9% |
76% |
False |
False |
212,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,322.00 |
|
2.618 |
7,187.25 |
|
1.618 |
7,104.75 |
|
1.000 |
7,053.75 |
|
0.618 |
7,022.25 |
|
HIGH |
6,971.25 |
|
0.618 |
6,939.75 |
|
0.500 |
6,930.00 |
|
0.382 |
6,920.25 |
|
LOW |
6,888.75 |
|
0.618 |
6,837.75 |
|
1.000 |
6,806.25 |
|
1.618 |
6,755.25 |
|
2.618 |
6,672.75 |
|
4.250 |
6,538.00 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,953.25 |
6,933.75 |
| PP |
6,941.75 |
6,902.50 |
| S1 |
6,930.00 |
6,871.00 |
|