| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
7,763.5 |
7,766.0 |
2.5 |
0.0% |
7,707.0 |
| High |
7,774.0 |
7,855.5 |
81.5 |
1.0% |
7,781.0 |
| Low |
7,734.0 |
7,766.0 |
32.0 |
0.4% |
7,661.5 |
| Close |
7,761.0 |
7,846.5 |
85.5 |
1.1% |
7,761.0 |
| Range |
40.0 |
89.5 |
49.5 |
123.8% |
119.5 |
| ATR |
71.8 |
73.4 |
1.6 |
2.3% |
0.0 |
| Volume |
118,050 |
105,643 |
-12,407 |
-10.5% |
539,372 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,091.0 |
8,058.5 |
7,895.5 |
|
| R3 |
8,001.5 |
7,969.0 |
7,871.0 |
|
| R2 |
7,912.0 |
7,912.0 |
7,863.0 |
|
| R1 |
7,879.5 |
7,879.5 |
7,854.5 |
7,896.0 |
| PP |
7,822.5 |
7,822.5 |
7,822.5 |
7,831.0 |
| S1 |
7,790.0 |
7,790.0 |
7,838.5 |
7,806.0 |
| S2 |
7,733.0 |
7,733.0 |
7,830.0 |
|
| S3 |
7,643.5 |
7,700.5 |
7,822.0 |
|
| S4 |
7,554.0 |
7,611.0 |
7,797.5 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,093.0 |
8,046.5 |
7,826.5 |
|
| R3 |
7,973.5 |
7,927.0 |
7,794.0 |
|
| R2 |
7,854.0 |
7,854.0 |
7,783.0 |
|
| R1 |
7,807.5 |
7,807.5 |
7,772.0 |
7,831.0 |
| PP |
7,734.5 |
7,734.5 |
7,734.5 |
7,746.0 |
| S1 |
7,688.0 |
7,688.0 |
7,750.0 |
7,711.0 |
| S2 |
7,615.0 |
7,615.0 |
7,739.0 |
|
| S3 |
7,495.5 |
7,568.5 |
7,728.0 |
|
| S4 |
7,376.0 |
7,449.0 |
7,695.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,855.5 |
7,661.5 |
194.0 |
2.5% |
65.5 |
0.8% |
95% |
True |
False |
112,572 |
| 10 |
7,855.5 |
7,497.0 |
358.5 |
4.6% |
70.0 |
0.9% |
97% |
True |
False |
116,632 |
| 20 |
7,855.5 |
7,280.0 |
575.5 |
7.3% |
69.5 |
0.9% |
98% |
True |
False |
113,298 |
| 40 |
7,855.5 |
6,766.5 |
1,089.0 |
13.9% |
80.5 |
1.0% |
99% |
True |
False |
111,966 |
| 60 |
7,855.5 |
6,766.5 |
1,089.0 |
13.9% |
78.5 |
1.0% |
99% |
True |
False |
103,507 |
| 80 |
7,855.5 |
6,766.5 |
1,089.0 |
13.9% |
75.0 |
1.0% |
99% |
True |
False |
77,664 |
| 100 |
7,855.5 |
6,766.5 |
1,089.0 |
13.9% |
62.0 |
0.8% |
99% |
True |
False |
62,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,236.0 |
|
2.618 |
8,090.0 |
|
1.618 |
8,000.5 |
|
1.000 |
7,945.0 |
|
0.618 |
7,911.0 |
|
HIGH |
7,855.5 |
|
0.618 |
7,821.5 |
|
0.500 |
7,811.0 |
|
0.382 |
7,800.0 |
|
LOW |
7,766.0 |
|
0.618 |
7,710.5 |
|
1.000 |
7,676.5 |
|
1.618 |
7,621.0 |
|
2.618 |
7,531.5 |
|
4.250 |
7,385.5 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,834.5 |
7,823.0 |
| PP |
7,822.5 |
7,799.5 |
| S1 |
7,811.0 |
7,776.0 |
|