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 |
7,693.0 |
7,693.0 |
0.0 |
0.0% |
7,546.0 |
High |
7,728.0 |
7,736.0 |
8.0 |
0.1% |
7,706.0 |
Low |
7,661.5 |
7,688.0 |
26.5 |
0.3% |
7,497.0 |
Close |
7,709.0 |
7,719.5 |
10.5 |
0.1% |
7,704.0 |
Range |
66.5 |
48.0 |
-18.5 |
-27.8% |
209.0 |
ATR |
75.4 |
73.5 |
-2.0 |
-2.6% |
0.0 |
Volume |
119,605 |
98,312 |
-21,293 |
-17.8% |
521,309 |
|
Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,858.5 |
7,837.0 |
7,746.0 |
|
R3 |
7,810.5 |
7,789.0 |
7,732.5 |
|
R2 |
7,762.5 |
7,762.5 |
7,728.5 |
|
R1 |
7,741.0 |
7,741.0 |
7,724.0 |
7,752.0 |
PP |
7,714.5 |
7,714.5 |
7,714.5 |
7,720.0 |
S1 |
7,693.0 |
7,693.0 |
7,715.0 |
7,704.0 |
S2 |
7,666.5 |
7,666.5 |
7,710.5 |
|
S3 |
7,618.5 |
7,645.0 |
7,706.5 |
|
S4 |
7,570.5 |
7,597.0 |
7,693.0 |
|
|
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 |
7,736.0 |
7,606.0 |
130.0 |
1.7% |
56.5 |
0.7% |
87% |
True |
False |
108,553 |
10 |
7,736.0 |
7,446.0 |
290.0 |
3.8% |
67.5 |
0.9% |
94% |
True |
False |
118,779 |
20 |
7,736.0 |
7,170.0 |
566.0 |
7.3% |
68.5 |
0.9% |
97% |
True |
False |
111,065 |
40 |
7,736.0 |
6,766.5 |
969.5 |
12.6% |
81.5 |
1.1% |
98% |
True |
False |
110,864 |
60 |
7,736.0 |
6,766.5 |
969.5 |
12.6% |
78.5 |
1.0% |
98% |
True |
False |
97,777 |
80 |
7,736.0 |
6,766.5 |
969.5 |
12.6% |
73.0 |
0.9% |
98% |
True |
False |
73,406 |
100 |
7,736.0 |
6,766.5 |
969.5 |
12.6% |
60.5 |
0.8% |
98% |
True |
False |
58,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,940.0 |
2.618 |
7,861.5 |
1.618 |
7,813.5 |
1.000 |
7,784.0 |
0.618 |
7,765.5 |
HIGH |
7,736.0 |
0.618 |
7,717.5 |
0.500 |
7,712.0 |
0.382 |
7,706.5 |
LOW |
7,688.0 |
0.618 |
7,658.5 |
1.000 |
7,640.0 |
1.618 |
7,610.5 |
2.618 |
7,562.5 |
4.250 |
7,484.0 |
|
|
Fisher Pivots for day following 16-May-2018 |
Pivot |
1 day |
3 day |
R1 |
7,717.0 |
7,712.5 |
PP |
7,714.5 |
7,705.5 |
S1 |
7,712.0 |
7,699.0 |
|