| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,919.00 |
6,914.00 |
-5.00 |
-0.1% |
6,958.25 |
| High |
6,957.00 |
6,954.75 |
-2.25 |
0.0% |
7,013.50 |
| Low |
6,881.50 |
6,890.00 |
8.50 |
0.1% |
6,854.25 |
| Close |
6,915.75 |
6,909.25 |
-6.50 |
-0.1% |
6,874.00 |
| Range |
75.50 |
64.75 |
-10.75 |
-14.2% |
159.25 |
| ATR |
110.78 |
107.49 |
-3.29 |
-3.0% |
0.00 |
| Volume |
293,370 |
269,992 |
-23,378 |
-8.0% |
1,602,806 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,112.25 |
7,075.50 |
6,944.75 |
|
| R3 |
7,047.50 |
7,010.75 |
6,927.00 |
|
| R2 |
6,982.75 |
6,982.75 |
6,921.00 |
|
| R1 |
6,946.00 |
6,946.00 |
6,915.25 |
6,932.00 |
| PP |
6,918.00 |
6,918.00 |
6,918.00 |
6,911.00 |
| S1 |
6,881.25 |
6,881.25 |
6,903.25 |
6,867.25 |
| S2 |
6,853.25 |
6,853.25 |
6,897.50 |
|
| S3 |
6,788.50 |
6,816.50 |
6,891.50 |
|
| S4 |
6,723.75 |
6,751.75 |
6,873.75 |
|
|
| 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 |
6,962.00 |
6,862.25 |
99.75 |
1.4% |
75.75 |
1.1% |
47% |
False |
False |
295,470 |
| 10 |
7,013.50 |
6,808.25 |
205.25 |
3.0% |
78.75 |
1.1% |
49% |
False |
False |
303,876 |
| 20 |
7,013.50 |
6,429.25 |
584.25 |
8.5% |
105.75 |
1.5% |
82% |
False |
False |
362,241 |
| 40 |
7,013.50 |
6,306.75 |
706.75 |
10.2% |
135.50 |
2.0% |
85% |
False |
False |
443,388 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.1% |
135.00 |
2.0% |
66% |
False |
False |
394,024 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
145.25 |
2.1% |
70% |
False |
False |
295,963 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
130.75 |
1.9% |
70% |
False |
False |
236,899 |
| 120 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
120.00 |
1.7% |
70% |
False |
False |
197,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,230.00 |
|
2.618 |
7,124.25 |
|
1.618 |
7,059.50 |
|
1.000 |
7,019.50 |
|
0.618 |
6,994.75 |
|
HIGH |
6,954.75 |
|
0.618 |
6,930.00 |
|
0.500 |
6,922.50 |
|
0.382 |
6,914.75 |
|
LOW |
6,890.00 |
|
0.618 |
6,850.00 |
|
1.000 |
6,825.25 |
|
1.618 |
6,785.25 |
|
2.618 |
6,720.50 |
|
4.250 |
6,614.75 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,922.50 |
6,909.50 |
| PP |
6,918.00 |
6,909.50 |
| S1 |
6,913.50 |
6,909.50 |
|