| Trading Metrics calculated at close of trading on 18-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,935.25 |
6,908.50 |
-26.75 |
-0.4% |
6,958.25 |
| High |
6,962.00 |
6,936.25 |
-25.75 |
-0.4% |
7,013.50 |
| Low |
6,875.00 |
6,862.25 |
-12.75 |
-0.2% |
6,854.25 |
| Close |
6,905.75 |
6,874.00 |
-31.75 |
-0.5% |
6,874.00 |
| Range |
87.00 |
74.00 |
-13.00 |
-14.9% |
159.25 |
| ATR |
115.91 |
112.92 |
-2.99 |
-2.6% |
0.00 |
| Volume |
325,159 |
314,569 |
-10,590 |
-3.3% |
1,602,806 |
|
| Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,112.75 |
7,067.50 |
6,914.75 |
|
| R3 |
7,038.75 |
6,993.50 |
6,894.25 |
|
| R2 |
6,964.75 |
6,964.75 |
6,887.50 |
|
| R1 |
6,919.50 |
6,919.50 |
6,880.75 |
6,905.00 |
| PP |
6,890.75 |
6,890.75 |
6,890.75 |
6,883.75 |
| S1 |
6,845.50 |
6,845.50 |
6,867.25 |
6,831.00 |
| S2 |
6,816.75 |
6,816.75 |
6,860.50 |
|
| S3 |
6,742.75 |
6,771.50 |
6,853.75 |
|
| S4 |
6,668.75 |
6,697.50 |
6,833.25 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,391.75 |
7,292.00 |
6,961.50 |
|
| R3 |
7,232.50 |
7,132.75 |
6,917.75 |
|
| R2 |
7,073.25 |
7,073.25 |
6,903.25 |
|
| R1 |
6,973.50 |
6,973.50 |
6,888.50 |
6,943.75 |
| PP |
6,914.00 |
6,914.00 |
6,914.00 |
6,899.00 |
| S1 |
6,814.25 |
6,814.25 |
6,859.50 |
6,784.50 |
| S2 |
6,754.75 |
6,754.75 |
6,844.75 |
|
| S3 |
6,595.50 |
6,655.00 |
6,830.25 |
|
| S4 |
6,436.25 |
6,495.75 |
6,786.50 |
|
|
| 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% |
84.00 |
1.2% |
12% |
False |
False |
320,561 |
| 10 |
7,013.50 |
6,771.00 |
242.50 |
3.5% |
79.25 |
1.2% |
42% |
False |
False |
316,952 |
| 20 |
7,013.50 |
6,429.25 |
584.25 |
8.5% |
117.00 |
1.7% |
76% |
False |
False |
384,627 |
| 40 |
7,013.50 |
6,306.75 |
706.75 |
10.3% |
143.25 |
2.1% |
80% |
False |
False |
463,936 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.2% |
136.75 |
2.0% |
62% |
False |
False |
384,719 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
145.75 |
2.1% |
67% |
False |
False |
288,935 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
130.25 |
1.9% |
67% |
False |
False |
231,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,250.75 |
|
2.618 |
7,130.00 |
|
1.618 |
7,056.00 |
|
1.000 |
7,010.25 |
|
0.618 |
6,982.00 |
|
HIGH |
6,936.25 |
|
0.618 |
6,908.00 |
|
0.500 |
6,899.25 |
|
0.382 |
6,890.50 |
|
LOW |
6,862.25 |
|
0.618 |
6,816.50 |
|
1.000 |
6,788.25 |
|
1.618 |
6,742.50 |
|
2.618 |
6,668.50 |
|
4.250 |
6,547.75 |
|
|
| Fisher Pivots for day following 18-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,899.25 |
6,912.00 |
| PP |
6,890.75 |
6,899.50 |
| S1 |
6,882.50 |
6,886.75 |
|