Trading Metrics calculated at close of trading on 11-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,598.0 |
1,605.5 |
7.5 |
0.5% |
1,567.1 |
High |
1,610.9 |
1,610.6 |
-0.3 |
0.0% |
1,610.9 |
Low |
1,596.1 |
1,599.7 |
3.6 |
0.2% |
1,566.9 |
Close |
1,605.1 |
1,609.1 |
4.0 |
0.2% |
1,609.1 |
Range |
14.8 |
10.9 |
-3.9 |
-26.4% |
44.0 |
ATR |
22.7 |
21.9 |
-0.8 |
-3.7% |
0.0 |
Volume |
3,011 |
3,474 |
463 |
15.4% |
19,113 |
|
Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,639.3 |
1,635.0 |
1,615.0 |
|
R3 |
1,628.3 |
1,624.3 |
1,612.0 |
|
R2 |
1,617.3 |
1,617.3 |
1,611.0 |
|
R1 |
1,613.3 |
1,613.3 |
1,610.0 |
1,615.3 |
PP |
1,606.5 |
1,606.5 |
1,606.5 |
1,607.5 |
S1 |
1,602.3 |
1,602.3 |
1,608.0 |
1,604.5 |
S2 |
1,595.5 |
1,595.5 |
1,607.0 |
|
S3 |
1,584.8 |
1,591.5 |
1,606.0 |
|
S4 |
1,573.8 |
1,580.5 |
1,603.0 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,727.8 |
1,712.3 |
1,633.3 |
|
R3 |
1,683.8 |
1,668.3 |
1,621.3 |
|
R2 |
1,639.8 |
1,639.8 |
1,617.3 |
|
R1 |
1,624.3 |
1,624.3 |
1,613.3 |
1,632.0 |
PP |
1,595.8 |
1,595.8 |
1,595.8 |
1,599.5 |
S1 |
1,580.3 |
1,580.3 |
1,605.0 |
1,588.0 |
S2 |
1,551.8 |
1,551.8 |
1,601.0 |
|
S3 |
1,507.8 |
1,536.3 |
1,597.0 |
|
S4 |
1,463.8 |
1,492.3 |
1,585.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,610.9 |
1,566.9 |
44.0 |
2.7% |
15.8 |
1.0% |
96% |
False |
False |
3,822 |
10 |
1,610.9 |
1,527.2 |
83.7 |
5.2% |
21.8 |
1.3% |
98% |
False |
False |
4,197 |
20 |
1,610.9 |
1,527.2 |
83.7 |
5.2% |
20.5 |
1.3% |
98% |
False |
False |
4,386 |
40 |
1,610.9 |
1,482.6 |
128.3 |
8.0% |
25.5 |
1.6% |
99% |
False |
False |
7,666 |
60 |
1,615.7 |
1,482.6 |
133.1 |
8.3% |
22.5 |
1.4% |
95% |
False |
False |
5,950 |
80 |
1,615.9 |
1,464.3 |
151.6 |
9.4% |
19.0 |
1.2% |
96% |
False |
False |
4,464 |
100 |
1,615.9 |
1,464.3 |
151.6 |
9.4% |
15.5 |
1.0% |
96% |
False |
False |
3,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,657.0 |
2.618 |
1,639.3 |
1.618 |
1,628.3 |
1.000 |
1,621.5 |
0.618 |
1,617.3 |
HIGH |
1,610.5 |
0.618 |
1,606.5 |
0.500 |
1,605.3 |
0.382 |
1,603.8 |
LOW |
1,599.8 |
0.618 |
1,593.0 |
1.000 |
1,588.8 |
1.618 |
1,582.0 |
2.618 |
1,571.3 |
4.250 |
1,553.5 |
|
|
Fisher Pivots for day following 11-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,607.8 |
1,605.0 |
PP |
1,606.5 |
1,601.0 |
S1 |
1,605.3 |
1,597.0 |
|