| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,949.50 |
6,958.25 |
8.75 |
0.1% |
6,779.00 |
| High |
6,979.50 |
7,013.50 |
34.00 |
0.5% |
6,979.50 |
| Low |
6,928.25 |
6,955.50 |
27.25 |
0.4% |
6,771.00 |
| Close |
6,960.00 |
6,974.00 |
14.00 |
0.2% |
6,960.00 |
| Range |
51.25 |
58.00 |
6.75 |
13.2% |
208.50 |
| ATR |
125.98 |
121.12 |
-4.86 |
-3.9% |
0.00 |
| Volume |
263,016 |
255,900 |
-7,116 |
-2.7% |
1,566,723 |
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,155.00 |
7,122.50 |
7,006.00 |
|
| R3 |
7,097.00 |
7,064.50 |
6,990.00 |
|
| R2 |
7,039.00 |
7,039.00 |
6,984.75 |
|
| R1 |
7,006.50 |
7,006.50 |
6,979.25 |
7,022.75 |
| PP |
6,981.00 |
6,981.00 |
6,981.00 |
6,989.00 |
| S1 |
6,948.50 |
6,948.50 |
6,968.75 |
6,964.75 |
| S2 |
6,923.00 |
6,923.00 |
6,963.25 |
|
| S3 |
6,865.00 |
6,890.50 |
6,958.00 |
|
| S4 |
6,807.00 |
6,832.50 |
6,942.00 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,529.00 |
7,453.00 |
7,074.75 |
|
| R3 |
7,320.50 |
7,244.50 |
7,017.25 |
|
| R2 |
7,112.00 |
7,112.00 |
6,998.25 |
|
| R1 |
7,036.00 |
7,036.00 |
6,979.00 |
7,074.00 |
| PP |
6,903.50 |
6,903.50 |
6,903.50 |
6,922.50 |
| S1 |
6,827.50 |
6,827.50 |
6,941.00 |
6,865.50 |
| S2 |
6,695.00 |
6,695.00 |
6,921.75 |
|
| S3 |
6,486.50 |
6,619.00 |
6,902.75 |
|
| S4 |
6,278.00 |
6,410.50 |
6,845.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,013.50 |
6,771.00 |
242.50 |
3.5% |
70.25 |
1.0% |
84% |
True |
False |
299,771 |
| 10 |
7,013.50 |
6,538.00 |
475.50 |
6.8% |
100.75 |
1.4% |
92% |
True |
False |
349,348 |
| 20 |
7,013.50 |
6,429.25 |
584.25 |
8.4% |
122.50 |
1.8% |
93% |
True |
False |
388,416 |
| 40 |
7,043.00 |
6,306.75 |
736.25 |
10.6% |
149.75 |
2.1% |
91% |
False |
False |
483,091 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.0% |
138.75 |
2.0% |
74% |
False |
False |
362,405 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.7% |
145.50 |
2.1% |
77% |
False |
False |
272,141 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.7% |
128.75 |
1.8% |
77% |
False |
False |
217,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,260.00 |
|
2.618 |
7,165.25 |
|
1.618 |
7,107.25 |
|
1.000 |
7,071.50 |
|
0.618 |
7,049.25 |
|
HIGH |
7,013.50 |
|
0.618 |
6,991.25 |
|
0.500 |
6,984.50 |
|
0.382 |
6,977.75 |
|
LOW |
6,955.50 |
|
0.618 |
6,919.75 |
|
1.000 |
6,897.50 |
|
1.618 |
6,861.75 |
|
2.618 |
6,803.75 |
|
4.250 |
6,709.00 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,984.50 |
6,966.50 |
| PP |
6,981.00 |
6,958.75 |
| S1 |
6,977.50 |
6,951.00 |
|