| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,908.50 |
6,919.00 |
10.50 |
0.2% |
6,958.25 |
| High |
6,936.25 |
6,957.00 |
20.75 |
0.3% |
7,013.50 |
| Low |
6,862.25 |
6,881.50 |
19.25 |
0.3% |
6,854.25 |
| Close |
6,874.00 |
6,915.75 |
41.75 |
0.6% |
6,874.00 |
| Range |
74.00 |
75.50 |
1.50 |
2.0% |
159.25 |
| ATR |
112.92 |
110.78 |
-2.14 |
-1.9% |
0.00 |
| Volume |
314,569 |
293,370 |
-21,199 |
-6.7% |
1,602,806 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,144.50 |
7,105.75 |
6,957.25 |
|
| R3 |
7,069.00 |
7,030.25 |
6,936.50 |
|
| R2 |
6,993.50 |
6,993.50 |
6,929.50 |
|
| R1 |
6,954.75 |
6,954.75 |
6,922.75 |
6,936.50 |
| PP |
6,918.00 |
6,918.00 |
6,918.00 |
6,909.00 |
| S1 |
6,879.25 |
6,879.25 |
6,908.75 |
6,861.00 |
| S2 |
6,842.50 |
6,842.50 |
6,902.00 |
|
| S3 |
6,767.00 |
6,803.75 |
6,895.00 |
|
| S4 |
6,691.50 |
6,728.25 |
6,874.25 |
|
|
| 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 |
6,976.75 |
6,854.25 |
122.50 |
1.8% |
87.50 |
1.3% |
50% |
False |
False |
328,055 |
| 10 |
7,013.50 |
6,771.00 |
242.50 |
3.5% |
78.75 |
1.1% |
60% |
False |
False |
313,913 |
| 20 |
7,013.50 |
6,429.25 |
584.25 |
8.4% |
115.25 |
1.7% |
83% |
False |
False |
380,081 |
| 40 |
7,013.50 |
6,306.75 |
706.75 |
10.2% |
140.25 |
2.0% |
86% |
False |
False |
452,568 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.1% |
135.75 |
2.0% |
67% |
False |
False |
389,548 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
145.75 |
2.1% |
71% |
False |
False |
292,594 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
130.50 |
1.9% |
71% |
False |
False |
234,201 |
| 120 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
119.75 |
1.7% |
71% |
False |
False |
195,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,278.00 |
|
2.618 |
7,154.75 |
|
1.618 |
7,079.25 |
|
1.000 |
7,032.50 |
|
0.618 |
7,003.75 |
|
HIGH |
6,957.00 |
|
0.618 |
6,928.25 |
|
0.500 |
6,919.25 |
|
0.382 |
6,910.25 |
|
LOW |
6,881.50 |
|
0.618 |
6,834.75 |
|
1.000 |
6,806.00 |
|
1.618 |
6,759.25 |
|
2.618 |
6,683.75 |
|
4.250 |
6,560.50 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,919.25 |
6,914.50 |
| PP |
6,918.00 |
6,913.25 |
| S1 |
6,917.00 |
6,912.00 |
|