Trading Metrics calculated at close of trading on 09-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
Open |
7,546.0 |
7,532.5 |
-13.5 |
-0.2% |
7,486.0 |
High |
7,557.0 |
7,662.5 |
105.5 |
1.4% |
7,544.0 |
Low |
7,497.0 |
7,519.0 |
22.0 |
0.3% |
7,445.5 |
Close |
7,522.0 |
7,611.5 |
89.5 |
1.2% |
7,523.0 |
Range |
60.0 |
143.5 |
83.5 |
139.2% |
98.5 |
ATR |
76.7 |
81.4 |
4.8 |
6.2% |
0.0 |
Volume |
111,323 |
167,289 |
55,966 |
50.3% |
557,224 |
|
Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,028.0 |
7,963.5 |
7,690.5 |
|
R3 |
7,884.5 |
7,820.0 |
7,651.0 |
|
R2 |
7,741.0 |
7,741.0 |
7,638.0 |
|
R1 |
7,676.5 |
7,676.5 |
7,624.5 |
7,709.0 |
PP |
7,597.5 |
7,597.5 |
7,597.5 |
7,614.0 |
S1 |
7,533.0 |
7,533.0 |
7,598.5 |
7,565.0 |
S2 |
7,454.0 |
7,454.0 |
7,585.0 |
|
S3 |
7,310.5 |
7,389.5 |
7,572.0 |
|
S4 |
7,167.0 |
7,246.0 |
7,532.5 |
|
|
Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,799.5 |
7,760.0 |
7,577.0 |
|
R3 |
7,701.0 |
7,661.5 |
7,550.0 |
|
R2 |
7,602.5 |
7,602.5 |
7,541.0 |
|
R1 |
7,563.0 |
7,563.0 |
7,532.0 |
7,583.0 |
PP |
7,504.0 |
7,504.0 |
7,504.0 |
7,514.0 |
S1 |
7,464.5 |
7,464.5 |
7,514.0 |
7,484.0 |
S2 |
7,405.5 |
7,405.5 |
7,505.0 |
|
S3 |
7,307.0 |
7,366.0 |
7,496.0 |
|
S4 |
7,208.5 |
7,267.5 |
7,469.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,662.5 |
7,446.0 |
216.5 |
2.8% |
78.5 |
1.0% |
76% |
True |
False |
129,004 |
10 |
7,662.5 |
7,280.0 |
382.5 |
5.0% |
76.0 |
1.0% |
87% |
True |
False |
117,143 |
20 |
7,662.5 |
7,124.0 |
538.5 |
7.1% |
69.0 |
0.9% |
91% |
True |
False |
104,749 |
40 |
7,662.5 |
6,766.5 |
896.0 |
11.8% |
84.0 |
1.1% |
94% |
True |
False |
125,935 |
60 |
7,662.5 |
6,766.5 |
896.0 |
11.8% |
78.0 |
1.0% |
94% |
True |
False |
88,742 |
80 |
7,662.5 |
6,766.5 |
896.0 |
11.8% |
70.5 |
0.9% |
94% |
True |
False |
66,621 |
100 |
7,662.5 |
6,766.5 |
896.0 |
11.8% |
58.0 |
0.8% |
94% |
True |
False |
53,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,272.5 |
2.618 |
8,038.0 |
1.618 |
7,894.5 |
1.000 |
7,806.0 |
0.618 |
7,751.0 |
HIGH |
7,662.5 |
0.618 |
7,607.5 |
0.500 |
7,591.0 |
0.382 |
7,574.0 |
LOW |
7,519.0 |
0.618 |
7,430.5 |
1.000 |
7,375.5 |
1.618 |
7,287.0 |
2.618 |
7,143.5 |
4.250 |
6,909.0 |
|
|
Fisher Pivots for day following 09-May-2018 |
Pivot |
1 day |
3 day |
R1 |
7,604.5 |
7,597.0 |
PP |
7,597.5 |
7,582.5 |
S1 |
7,591.0 |
7,568.0 |
|