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 |
7,657.0 |
7,689.5 |
32.5 |
0.4% |
7,546.0 |
High |
7,690.0 |
7,706.0 |
16.0 |
0.2% |
7,706.0 |
Low |
7,606.0 |
7,667.0 |
61.0 |
0.8% |
7,497.0 |
Close |
7,681.5 |
7,704.0 |
22.5 |
0.3% |
7,704.0 |
Range |
84.0 |
39.0 |
-45.0 |
-53.6% |
209.0 |
ATR |
81.6 |
78.6 |
-3.0 |
-3.7% |
0.0 |
Volume |
134,367 |
108,330 |
-26,037 |
-19.4% |
521,309 |
|
Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,809.5 |
7,795.5 |
7,725.5 |
|
R3 |
7,770.5 |
7,756.5 |
7,714.5 |
|
R2 |
7,731.5 |
7,731.5 |
7,711.0 |
|
R1 |
7,717.5 |
7,717.5 |
7,707.5 |
7,724.5 |
PP |
7,692.5 |
7,692.5 |
7,692.5 |
7,696.0 |
S1 |
7,678.5 |
7,678.5 |
7,700.5 |
7,685.5 |
S2 |
7,653.5 |
7,653.5 |
7,697.0 |
|
S3 |
7,614.5 |
7,639.5 |
7,693.5 |
|
S4 |
7,575.5 |
7,600.5 |
7,682.5 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,262.5 |
8,192.5 |
7,819.0 |
|
R3 |
8,053.5 |
7,983.5 |
7,761.5 |
|
R2 |
7,844.5 |
7,844.5 |
7,742.5 |
|
R1 |
7,774.5 |
7,774.5 |
7,723.0 |
7,809.5 |
PP |
7,635.5 |
7,635.5 |
7,635.5 |
7,653.0 |
S1 |
7,565.5 |
7,565.5 |
7,685.0 |
7,600.5 |
S2 |
7,426.5 |
7,426.5 |
7,665.5 |
|
S3 |
7,217.5 |
7,356.5 |
7,646.5 |
|
S4 |
7,008.5 |
7,147.5 |
7,589.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,706.0 |
7,473.5 |
232.5 |
3.0% |
79.5 |
1.0% |
99% |
True |
False |
125,443 |
10 |
7,706.0 |
7,375.0 |
331.0 |
4.3% |
72.0 |
0.9% |
99% |
True |
False |
118,851 |
20 |
7,706.0 |
7,124.0 |
582.0 |
7.6% |
70.5 |
0.9% |
100% |
True |
False |
108,541 |
40 |
7,706.0 |
6,766.5 |
939.5 |
12.2% |
82.5 |
1.1% |
100% |
True |
False |
115,459 |
60 |
7,706.0 |
6,766.5 |
939.5 |
12.2% |
78.0 |
1.0% |
100% |
True |
False |
92,785 |
80 |
7,706.0 |
6,766.5 |
939.5 |
12.2% |
71.5 |
0.9% |
100% |
True |
False |
69,655 |
100 |
7,706.0 |
6,766.5 |
939.5 |
12.2% |
59.0 |
0.8% |
100% |
True |
False |
55,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,872.0 |
2.618 |
7,808.0 |
1.618 |
7,769.0 |
1.000 |
7,745.0 |
0.618 |
7,730.0 |
HIGH |
7,706.0 |
0.618 |
7,691.0 |
0.500 |
7,686.5 |
0.382 |
7,682.0 |
LOW |
7,667.0 |
0.618 |
7,643.0 |
1.000 |
7,628.0 |
1.618 |
7,604.0 |
2.618 |
7,565.0 |
4.250 |
7,501.0 |
|
|
Fisher Pivots for day following 11-May-2018 |
Pivot |
1 day |
3 day |
R1 |
7,698.0 |
7,673.5 |
PP |
7,692.5 |
7,643.0 |
S1 |
7,686.5 |
7,612.5 |
|