Trading Metrics calculated at close of trading on 17-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
Open |
7,693.0 |
7,733.0 |
40.0 |
0.5% |
7,546.0 |
High |
7,736.0 |
7,781.0 |
45.0 |
0.6% |
7,706.0 |
Low |
7,688.0 |
7,696.5 |
8.5 |
0.1% |
7,497.0 |
Close |
7,719.5 |
7,762.5 |
43.0 |
0.6% |
7,704.0 |
Range |
48.0 |
84.5 |
36.5 |
76.0% |
209.0 |
ATR |
73.5 |
74.3 |
0.8 |
1.1% |
0.0 |
Volume |
98,312 |
121,251 |
22,939 |
23.3% |
521,309 |
|
Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,000.0 |
7,966.0 |
7,809.0 |
|
R3 |
7,915.5 |
7,881.5 |
7,785.5 |
|
R2 |
7,831.0 |
7,831.0 |
7,778.0 |
|
R1 |
7,797.0 |
7,797.0 |
7,770.0 |
7,814.0 |
PP |
7,746.5 |
7,746.5 |
7,746.5 |
7,755.0 |
S1 |
7,712.5 |
7,712.5 |
7,755.0 |
7,729.5 |
S2 |
7,662.0 |
7,662.0 |
7,747.0 |
|
S3 |
7,577.5 |
7,628.0 |
7,739.5 |
|
S4 |
7,493.0 |
7,543.5 |
7,716.0 |
|
|
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 |
7,781.0 |
7,661.5 |
119.5 |
1.5% |
56.5 |
0.7% |
85% |
True |
False |
105,930 |
10 |
7,781.0 |
7,446.0 |
335.0 |
4.3% |
70.5 |
0.9% |
94% |
True |
False |
117,921 |
20 |
7,781.0 |
7,240.5 |
540.5 |
7.0% |
68.0 |
0.9% |
97% |
True |
False |
112,416 |
40 |
7,781.0 |
6,766.5 |
1,014.5 |
13.1% |
80.0 |
1.0% |
98% |
True |
False |
110,912 |
60 |
7,781.0 |
6,766.5 |
1,014.5 |
13.1% |
78.5 |
1.0% |
98% |
True |
False |
99,797 |
80 |
7,781.0 |
6,766.5 |
1,014.5 |
13.1% |
74.0 |
1.0% |
98% |
True |
False |
74,921 |
100 |
7,781.0 |
6,766.5 |
1,014.5 |
13.1% |
61.5 |
0.8% |
98% |
True |
False |
59,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,140.0 |
2.618 |
8,002.0 |
1.618 |
7,917.5 |
1.000 |
7,865.5 |
0.618 |
7,833.0 |
HIGH |
7,781.0 |
0.618 |
7,748.5 |
0.500 |
7,739.0 |
0.382 |
7,729.0 |
LOW |
7,696.5 |
0.618 |
7,644.5 |
1.000 |
7,612.0 |
1.618 |
7,560.0 |
2.618 |
7,475.5 |
4.250 |
7,337.5 |
|
|
Fisher Pivots for day following 17-May-2018 |
Pivot |
1 day |
3 day |
R1 |
7,754.5 |
7,749.0 |
PP |
7,746.5 |
7,735.0 |
S1 |
7,739.0 |
7,721.0 |
|