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 |
7,707.0 |
7,693.0 |
-14.0 |
-0.2% |
7,546.0 |
High |
7,707.0 |
7,728.0 |
21.0 |
0.3% |
7,706.0 |
Low |
7,663.0 |
7,661.5 |
-1.5 |
0.0% |
7,497.0 |
Close |
7,686.0 |
7,709.0 |
23.0 |
0.3% |
7,704.0 |
Range |
44.0 |
66.5 |
22.5 |
51.1% |
209.0 |
ATR |
76.1 |
75.4 |
-0.7 |
-0.9% |
0.0 |
Volume |
82,154 |
119,605 |
37,451 |
45.6% |
521,309 |
|
Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,899.0 |
7,870.5 |
7,745.5 |
|
R3 |
7,832.5 |
7,804.0 |
7,727.5 |
|
R2 |
7,766.0 |
7,766.0 |
7,721.0 |
|
R1 |
7,737.5 |
7,737.5 |
7,715.0 |
7,752.0 |
PP |
7,699.5 |
7,699.5 |
7,699.5 |
7,706.5 |
S1 |
7,671.0 |
7,671.0 |
7,703.0 |
7,685.0 |
S2 |
7,633.0 |
7,633.0 |
7,697.0 |
|
S3 |
7,566.5 |
7,604.5 |
7,690.5 |
|
S4 |
7,500.0 |
7,538.0 |
7,672.5 |
|
|
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 |
7,728.0 |
7,519.0 |
209.0 |
2.7% |
75.5 |
1.0% |
91% |
True |
False |
122,349 |
10 |
7,728.0 |
7,446.0 |
282.0 |
3.7% |
68.0 |
0.9% |
93% |
True |
False |
116,139 |
20 |
7,728.0 |
7,124.0 |
604.0 |
7.8% |
69.0 |
0.9% |
97% |
True |
False |
110,232 |
40 |
7,728.0 |
6,766.5 |
961.5 |
12.5% |
82.0 |
1.1% |
98% |
True |
False |
111,337 |
60 |
7,728.0 |
6,766.5 |
961.5 |
12.5% |
78.0 |
1.0% |
98% |
True |
False |
96,139 |
80 |
7,728.0 |
6,766.5 |
961.5 |
12.5% |
73.0 |
0.9% |
98% |
True |
False |
72,177 |
100 |
7,728.0 |
6,766.5 |
961.5 |
12.5% |
60.0 |
0.8% |
98% |
True |
False |
57,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,010.5 |
2.618 |
7,902.0 |
1.618 |
7,835.5 |
1.000 |
7,794.5 |
0.618 |
7,769.0 |
HIGH |
7,728.0 |
0.618 |
7,702.5 |
0.500 |
7,695.0 |
0.382 |
7,687.0 |
LOW |
7,661.5 |
0.618 |
7,620.5 |
1.000 |
7,595.0 |
1.618 |
7,554.0 |
2.618 |
7,487.5 |
4.250 |
7,379.0 |
|
|
Fisher Pivots for day following 15-May-2018 |
Pivot |
1 day |
3 day |
R1 |
7,704.0 |
7,704.0 |
PP |
7,699.5 |
7,699.5 |
S1 |
7,695.0 |
7,695.0 |
|