Trading Metrics calculated at close of trading on 16-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,604.3 |
1,600.3 |
-4.0 |
-0.2% |
1,567.1 |
High |
1,605.5 |
1,622.8 |
17.3 |
1.1% |
1,610.9 |
Low |
1,591.2 |
1,600.3 |
9.1 |
0.6% |
1,566.9 |
Close |
1,601.9 |
1,618.9 |
17.0 |
1.1% |
1,609.1 |
Range |
14.3 |
22.5 |
8.2 |
57.3% |
44.0 |
ATR |
21.0 |
21.1 |
0.1 |
0.5% |
0.0 |
Volume |
5,856 |
4,378 |
-1,478 |
-25.2% |
19,113 |
|
Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,681.5 |
1,672.8 |
1,631.3 |
|
R3 |
1,659.0 |
1,650.3 |
1,625.0 |
|
R2 |
1,636.5 |
1,636.5 |
1,623.0 |
|
R1 |
1,627.8 |
1,627.8 |
1,621.0 |
1,632.0 |
PP |
1,614.0 |
1,614.0 |
1,614.0 |
1,616.3 |
S1 |
1,605.3 |
1,605.3 |
1,616.8 |
1,609.5 |
S2 |
1,591.5 |
1,591.5 |
1,614.8 |
|
S3 |
1,569.0 |
1,582.8 |
1,612.8 |
|
S4 |
1,546.5 |
1,560.3 |
1,606.5 |
|
|
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 |
1,622.8 |
1,591.2 |
31.6 |
2.0% |
16.0 |
1.0% |
88% |
True |
False |
4,311 |
10 |
1,622.8 |
1,531.1 |
91.7 |
5.7% |
19.8 |
1.2% |
96% |
True |
False |
4,427 |
20 |
1,622.8 |
1,527.2 |
95.6 |
5.9% |
20.5 |
1.3% |
96% |
True |
False |
4,452 |
40 |
1,622.8 |
1,482.6 |
140.2 |
8.7% |
25.3 |
1.6% |
97% |
True |
False |
7,340 |
60 |
1,622.8 |
1,482.6 |
140.2 |
8.7% |
23.5 |
1.4% |
97% |
True |
False |
6,201 |
80 |
1,622.8 |
1,464.3 |
158.5 |
9.8% |
19.5 |
1.2% |
98% |
True |
False |
4,652 |
100 |
1,622.8 |
1,464.3 |
158.5 |
9.8% |
16.0 |
1.0% |
98% |
True |
False |
3,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,718.5 |
2.618 |
1,681.8 |
1.618 |
1,659.3 |
1.000 |
1,645.3 |
0.618 |
1,636.8 |
HIGH |
1,622.8 |
0.618 |
1,614.3 |
0.500 |
1,611.5 |
0.382 |
1,609.0 |
LOW |
1,600.3 |
0.618 |
1,586.5 |
1.000 |
1,577.8 |
1.618 |
1,564.0 |
2.618 |
1,541.5 |
4.250 |
1,504.8 |
|
|
Fisher Pivots for day following 16-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,616.5 |
1,615.0 |
PP |
1,614.0 |
1,611.0 |
S1 |
1,611.5 |
1,607.0 |
|