Trading Metrics calculated at close of trading on 15-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,608.1 |
1,604.3 |
-3.8 |
-0.2% |
1,567.1 |
High |
1,616.2 |
1,605.5 |
-10.7 |
-0.7% |
1,610.9 |
Low |
1,598.5 |
1,591.2 |
-7.3 |
-0.5% |
1,566.9 |
Close |
1,604.0 |
1,601.9 |
-2.1 |
-0.1% |
1,609.1 |
Range |
17.7 |
14.3 |
-3.4 |
-19.2% |
44.0 |
ATR |
21.6 |
21.0 |
-0.5 |
-2.4% |
0.0 |
Volume |
4,836 |
5,856 |
1,020 |
21.1% |
19,113 |
|
Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,642.5 |
1,636.5 |
1,609.8 |
|
R3 |
1,628.3 |
1,622.3 |
1,605.8 |
|
R2 |
1,613.8 |
1,613.8 |
1,604.5 |
|
R1 |
1,607.8 |
1,607.8 |
1,603.3 |
1,603.8 |
PP |
1,599.5 |
1,599.5 |
1,599.5 |
1,597.5 |
S1 |
1,593.5 |
1,593.5 |
1,600.5 |
1,589.5 |
S2 |
1,585.3 |
1,585.3 |
1,599.3 |
|
S3 |
1,571.0 |
1,579.3 |
1,598.0 |
|
S4 |
1,556.8 |
1,565.0 |
1,594.0 |
|
|
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 |
1,616.2 |
1,583.3 |
32.9 |
2.1% |
15.0 |
0.9% |
57% |
False |
False |
4,346 |
10 |
1,616.2 |
1,531.1 |
85.1 |
5.3% |
19.8 |
1.2% |
83% |
False |
False |
4,344 |
20 |
1,616.2 |
1,527.2 |
89.0 |
5.6% |
20.0 |
1.3% |
84% |
False |
False |
4,424 |
40 |
1,616.2 |
1,482.6 |
133.6 |
8.3% |
25.0 |
1.6% |
89% |
False |
False |
7,360 |
60 |
1,616.2 |
1,482.6 |
133.6 |
8.3% |
23.0 |
1.4% |
89% |
False |
False |
6,128 |
80 |
1,616.2 |
1,464.3 |
151.9 |
9.5% |
19.3 |
1.2% |
91% |
False |
False |
4,597 |
100 |
1,616.2 |
1,464.3 |
151.9 |
9.5% |
15.8 |
1.0% |
91% |
False |
False |
3,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,666.3 |
2.618 |
1,643.0 |
1.618 |
1,628.8 |
1.000 |
1,619.8 |
0.618 |
1,614.3 |
HIGH |
1,605.5 |
0.618 |
1,600.0 |
0.500 |
1,598.3 |
0.382 |
1,596.8 |
LOW |
1,591.3 |
0.618 |
1,582.3 |
1.000 |
1,577.0 |
1.618 |
1,568.0 |
2.618 |
1,553.8 |
4.250 |
1,530.5 |
|
|
Fisher Pivots for day following 15-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,600.8 |
1,603.8 |
PP |
1,599.5 |
1,603.0 |
S1 |
1,598.3 |
1,602.5 |
|