| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1,580.5 |
1,589.1 |
8.6 |
0.5% |
1,557.5 |
| High |
1,590.0 |
1,600.9 |
10.9 |
0.7% |
1,575.2 |
| Low |
1,575.1 |
1,583.5 |
8.4 |
0.5% |
1,527.2 |
| Close |
1,589.5 |
1,598.4 |
8.9 |
0.6% |
1,566.8 |
| Range |
14.9 |
17.4 |
2.5 |
16.8% |
48.0 |
| ATR |
24.6 |
24.1 |
-0.5 |
-2.1% |
0.0 |
| Volume |
99,277 |
97,288 |
-1,989 |
-2.0% |
560,468 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,646.5 |
1,639.8 |
1,608.0 |
|
| R3 |
1,629.1 |
1,622.4 |
1,603.2 |
|
| R2 |
1,611.7 |
1,611.7 |
1,601.6 |
|
| R1 |
1,605.0 |
1,605.0 |
1,600.0 |
1,608.4 |
| PP |
1,594.3 |
1,594.3 |
1,594.3 |
1,595.9 |
| S1 |
1,587.6 |
1,587.6 |
1,596.8 |
1,591.0 |
| S2 |
1,576.9 |
1,576.9 |
1,595.2 |
|
| S3 |
1,559.5 |
1,570.2 |
1,593.6 |
|
| S4 |
1,542.1 |
1,552.8 |
1,588.8 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,700.4 |
1,681.6 |
1,593.2 |
|
| R3 |
1,652.4 |
1,633.6 |
1,580.0 |
|
| R2 |
1,604.4 |
1,604.4 |
1,575.6 |
|
| R1 |
1,585.6 |
1,585.6 |
1,571.2 |
1,595.0 |
| PP |
1,556.4 |
1,556.4 |
1,556.4 |
1,561.1 |
| S1 |
1,537.6 |
1,537.6 |
1,562.4 |
1,547.0 |
| S2 |
1,508.4 |
1,508.4 |
1,558.0 |
|
| S3 |
1,460.4 |
1,489.6 |
1,553.6 |
|
| S4 |
1,412.4 |
1,441.6 |
1,540.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,600.9 |
1,531.0 |
69.9 |
4.4% |
24.0 |
1.5% |
96% |
True |
False |
106,398 |
| 10 |
1,600.9 |
1,527.2 |
73.7 |
4.6% |
22.7 |
1.4% |
97% |
True |
False |
102,258 |
| 20 |
1,600.9 |
1,527.2 |
73.7 |
4.6% |
21.2 |
1.3% |
97% |
True |
False |
98,702 |
| 40 |
1,607.8 |
1,482.5 |
125.3 |
7.8% |
26.1 |
1.6% |
92% |
False |
False |
114,955 |
| 60 |
1,615.8 |
1,474.4 |
141.4 |
8.8% |
26.9 |
1.7% |
88% |
False |
False |
88,987 |
| 80 |
1,622.5 |
1,421.3 |
201.2 |
12.6% |
28.2 |
1.8% |
88% |
False |
False |
66,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,674.9 |
|
2.618 |
1,646.5 |
|
1.618 |
1,629.1 |
|
1.000 |
1,618.3 |
|
0.618 |
1,611.7 |
|
HIGH |
1,600.9 |
|
0.618 |
1,594.3 |
|
0.500 |
1,592.2 |
|
0.382 |
1,590.1 |
|
LOW |
1,583.5 |
|
0.618 |
1,572.7 |
|
1.000 |
1,566.1 |
|
1.618 |
1,555.3 |
|
2.618 |
1,537.9 |
|
4.250 |
1,509.6 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,596.3 |
1,593.4 |
| PP |
1,594.3 |
1,588.3 |
| S1 |
1,592.2 |
1,583.3 |
|