| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,895.50 |
6,935.25 |
39.75 |
0.6% |
6,779.00 |
| High |
6,953.50 |
6,962.00 |
8.50 |
0.1% |
6,979.50 |
| Low |
6,875.50 |
6,875.00 |
-0.50 |
0.0% |
6,771.00 |
| Close |
6,937.25 |
6,905.75 |
-31.50 |
-0.5% |
6,960.00 |
| Range |
78.00 |
87.00 |
9.00 |
11.5% |
208.50 |
| ATR |
118.13 |
115.91 |
-2.22 |
-1.9% |
0.00 |
| Volume |
274,261 |
325,159 |
50,898 |
18.6% |
1,566,723 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,175.25 |
7,127.50 |
6,953.50 |
|
| R3 |
7,088.25 |
7,040.50 |
6,929.75 |
|
| R2 |
7,001.25 |
7,001.25 |
6,921.75 |
|
| R1 |
6,953.50 |
6,953.50 |
6,913.75 |
6,934.00 |
| PP |
6,914.25 |
6,914.25 |
6,914.25 |
6,904.50 |
| S1 |
6,866.50 |
6,866.50 |
6,897.75 |
6,847.00 |
| S2 |
6,827.25 |
6,827.25 |
6,889.75 |
|
| S3 |
6,740.25 |
6,779.50 |
6,881.75 |
|
| S4 |
6,653.25 |
6,692.50 |
6,858.00 |
|
|
| 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 |
6,854.25 |
159.25 |
2.3% |
79.25 |
1.1% |
32% |
False |
False |
310,250 |
| 10 |
7,013.50 |
6,610.50 |
403.00 |
5.8% |
89.50 |
1.3% |
73% |
False |
False |
326,367 |
| 20 |
7,013.50 |
6,429.25 |
584.25 |
8.5% |
120.50 |
1.7% |
82% |
False |
False |
390,016 |
| 40 |
7,013.50 |
6,306.75 |
706.75 |
10.2% |
147.25 |
2.1% |
85% |
False |
False |
473,209 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.1% |
137.75 |
2.0% |
66% |
False |
False |
379,505 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
146.25 |
2.1% |
70% |
False |
False |
285,020 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
129.75 |
1.9% |
70% |
False |
False |
228,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,331.75 |
|
2.618 |
7,189.75 |
|
1.618 |
7,102.75 |
|
1.000 |
7,049.00 |
|
0.618 |
7,015.75 |
|
HIGH |
6,962.00 |
|
0.618 |
6,928.75 |
|
0.500 |
6,918.50 |
|
0.382 |
6,908.25 |
|
LOW |
6,875.00 |
|
0.618 |
6,821.25 |
|
1.000 |
6,788.00 |
|
1.618 |
6,734.25 |
|
2.618 |
6,647.25 |
|
4.250 |
6,505.25 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,918.50 |
6,915.50 |
| PP |
6,914.25 |
6,912.25 |
| S1 |
6,910.00 |
6,909.00 |
|