Trading Metrics calculated at close of trading on 14-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,605.5 |
1,608.1 |
2.6 |
0.2% |
1,567.1 |
High |
1,610.6 |
1,616.2 |
5.6 |
0.3% |
1,610.9 |
Low |
1,599.7 |
1,598.5 |
-1.2 |
-0.1% |
1,566.9 |
Close |
1,609.1 |
1,604.0 |
-5.1 |
-0.3% |
1,609.1 |
Range |
10.9 |
17.7 |
6.8 |
62.4% |
44.0 |
ATR |
21.9 |
21.6 |
-0.3 |
-1.4% |
0.0 |
Volume |
3,474 |
4,836 |
1,362 |
39.2% |
19,113 |
|
Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,659.3 |
1,649.3 |
1,613.8 |
|
R3 |
1,641.8 |
1,631.8 |
1,608.8 |
|
R2 |
1,624.0 |
1,624.0 |
1,607.3 |
|
R1 |
1,614.0 |
1,614.0 |
1,605.5 |
1,610.0 |
PP |
1,606.3 |
1,606.3 |
1,606.3 |
1,604.3 |
S1 |
1,596.3 |
1,596.3 |
1,602.5 |
1,592.5 |
S2 |
1,588.5 |
1,588.5 |
1,600.8 |
|
S3 |
1,570.8 |
1,578.5 |
1,599.3 |
|
S4 |
1,553.3 |
1,560.8 |
1,594.3 |
|
|
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 |
1,616.2 |
1,575.0 |
41.2 |
2.6% |
15.0 |
0.9% |
70% |
True |
False |
4,080 |
10 |
1,616.2 |
1,527.2 |
89.0 |
5.5% |
21.0 |
1.3% |
86% |
True |
False |
4,219 |
20 |
1,616.2 |
1,527.2 |
89.0 |
5.5% |
20.5 |
1.3% |
86% |
True |
False |
4,371 |
40 |
1,616.2 |
1,482.6 |
133.6 |
8.3% |
25.5 |
1.6% |
91% |
True |
False |
7,530 |
60 |
1,616.2 |
1,482.6 |
133.6 |
8.3% |
22.8 |
1.4% |
91% |
True |
False |
6,031 |
80 |
1,616.2 |
1,464.3 |
151.9 |
9.5% |
19.0 |
1.2% |
92% |
True |
False |
4,524 |
100 |
1,616.2 |
1,464.3 |
151.9 |
9.5% |
15.5 |
1.0% |
92% |
True |
False |
3,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,691.5 |
2.618 |
1,662.5 |
1.618 |
1,644.8 |
1.000 |
1,634.0 |
0.618 |
1,627.3 |
HIGH |
1,616.3 |
0.618 |
1,609.5 |
0.500 |
1,607.3 |
0.382 |
1,605.3 |
LOW |
1,598.5 |
0.618 |
1,587.5 |
1.000 |
1,580.8 |
1.618 |
1,569.8 |
2.618 |
1,552.3 |
4.250 |
1,523.3 |
|
|
Fisher Pivots for day following 14-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,607.3 |
1,606.3 |
PP |
1,606.3 |
1,605.5 |
S1 |
1,605.0 |
1,604.8 |
|