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 |
7,689.5 |
7,707.0 |
17.5 |
0.2% |
7,546.0 |
High |
7,706.0 |
7,707.0 |
1.0 |
0.0% |
7,706.0 |
Low |
7,667.0 |
7,663.0 |
-4.0 |
-0.1% |
7,497.0 |
Close |
7,704.0 |
7,686.0 |
-18.0 |
-0.2% |
7,704.0 |
Range |
39.0 |
44.0 |
5.0 |
12.8% |
209.0 |
ATR |
78.6 |
76.1 |
-2.5 |
-3.1% |
0.0 |
Volume |
108,330 |
82,154 |
-26,176 |
-24.2% |
521,309 |
|
Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,817.5 |
7,795.5 |
7,710.0 |
|
R3 |
7,773.5 |
7,751.5 |
7,698.0 |
|
R2 |
7,729.5 |
7,729.5 |
7,694.0 |
|
R1 |
7,707.5 |
7,707.5 |
7,690.0 |
7,696.5 |
PP |
7,685.5 |
7,685.5 |
7,685.5 |
7,680.0 |
S1 |
7,663.5 |
7,663.5 |
7,682.0 |
7,652.5 |
S2 |
7,641.5 |
7,641.5 |
7,678.0 |
|
S3 |
7,597.5 |
7,619.5 |
7,674.0 |
|
S4 |
7,553.5 |
7,575.5 |
7,662.0 |
|
|
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 |
7,707.0 |
7,497.0 |
210.0 |
2.7% |
74.0 |
1.0% |
90% |
True |
False |
120,692 |
10 |
7,707.0 |
7,445.5 |
261.5 |
3.4% |
66.5 |
0.9% |
92% |
True |
False |
116,068 |
20 |
7,707.0 |
7,124.0 |
583.0 |
7.6% |
71.0 |
0.9% |
96% |
True |
False |
109,110 |
40 |
7,707.0 |
6,766.5 |
940.5 |
12.2% |
82.0 |
1.1% |
98% |
True |
False |
112,253 |
60 |
7,707.0 |
6,766.5 |
940.5 |
12.2% |
78.0 |
1.0% |
98% |
True |
False |
94,146 |
80 |
7,707.0 |
6,766.5 |
940.5 |
12.2% |
72.0 |
0.9% |
98% |
True |
False |
70,682 |
100 |
7,707.0 |
6,766.5 |
940.5 |
12.2% |
59.5 |
0.8% |
98% |
True |
False |
56,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,894.0 |
2.618 |
7,822.0 |
1.618 |
7,778.0 |
1.000 |
7,751.0 |
0.618 |
7,734.0 |
HIGH |
7,707.0 |
0.618 |
7,690.0 |
0.500 |
7,685.0 |
0.382 |
7,680.0 |
LOW |
7,663.0 |
0.618 |
7,636.0 |
1.000 |
7,619.0 |
1.618 |
7,592.0 |
2.618 |
7,548.0 |
4.250 |
7,476.0 |
|
|
Fisher Pivots for day following 14-May-2018 |
Pivot |
1 day |
3 day |
R1 |
7,685.5 |
7,676.0 |
PP |
7,685.5 |
7,666.5 |
S1 |
7,685.0 |
7,656.5 |
|