| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,969.00 |
6,895.50 |
-73.50 |
-1.1% |
6,779.00 |
| High |
6,976.75 |
6,953.50 |
-23.25 |
-0.3% |
6,979.50 |
| Low |
6,854.25 |
6,875.50 |
21.25 |
0.3% |
6,771.00 |
| Close |
6,890.50 |
6,937.25 |
46.75 |
0.7% |
6,960.00 |
| Range |
122.50 |
78.00 |
-44.50 |
-36.3% |
208.50 |
| ATR |
121.22 |
118.13 |
-3.09 |
-2.5% |
0.00 |
| Volume |
432,917 |
274,261 |
-158,656 |
-36.6% |
1,566,723 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,156.00 |
7,124.75 |
6,980.25 |
|
| R3 |
7,078.00 |
7,046.75 |
6,958.75 |
|
| R2 |
7,000.00 |
7,000.00 |
6,951.50 |
|
| R1 |
6,968.75 |
6,968.75 |
6,944.50 |
6,984.50 |
| PP |
6,922.00 |
6,922.00 |
6,922.00 |
6,930.00 |
| S1 |
6,890.75 |
6,890.75 |
6,930.00 |
6,906.50 |
| S2 |
6,844.00 |
6,844.00 |
6,923.00 |
|
| S3 |
6,766.00 |
6,812.75 |
6,915.75 |
|
| S4 |
6,688.00 |
6,734.75 |
6,894.25 |
|
|
| 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 |
6,854.25 |
159.25 |
2.3% |
78.50 |
1.1% |
52% |
False |
False |
303,813 |
| 10 |
7,013.50 |
6,538.00 |
475.50 |
6.9% |
94.25 |
1.4% |
84% |
False |
False |
345,732 |
| 20 |
7,013.50 |
6,429.25 |
584.25 |
8.4% |
121.75 |
1.8% |
87% |
False |
False |
392,579 |
| 40 |
7,013.50 |
6,306.75 |
706.75 |
10.2% |
147.75 |
2.1% |
89% |
False |
False |
476,445 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.1% |
138.75 |
2.0% |
69% |
False |
False |
374,140 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
146.00 |
2.1% |
73% |
False |
False |
280,969 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
129.50 |
1.9% |
73% |
False |
False |
224,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,285.00 |
|
2.618 |
7,157.75 |
|
1.618 |
7,079.75 |
|
1.000 |
7,031.50 |
|
0.618 |
7,001.75 |
|
HIGH |
6,953.50 |
|
0.618 |
6,923.75 |
|
0.500 |
6,914.50 |
|
0.382 |
6,905.25 |
|
LOW |
6,875.50 |
|
0.618 |
6,827.25 |
|
1.000 |
6,797.50 |
|
1.618 |
6,749.25 |
|
2.618 |
6,671.25 |
|
4.250 |
6,544.00 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,929.75 |
6,936.00 |
| PP |
6,922.00 |
6,935.00 |
| S1 |
6,914.50 |
6,934.00 |
|