Trading Metrics calculated at close of trading on 10-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,589.1 |
1,598.2 |
9.1 |
0.6% |
1,557.5 |
High |
1,600.9 |
1,611.5 |
10.6 |
0.7% |
1,575.2 |
Low |
1,583.5 |
1,596.3 |
12.8 |
0.8% |
1,527.2 |
Close |
1,598.4 |
1,605.2 |
6.8 |
0.4% |
1,566.8 |
Range |
17.4 |
15.2 |
-2.2 |
-12.6% |
48.0 |
ATR |
24.1 |
23.4 |
-0.6 |
-2.6% |
0.0 |
Volume |
97,288 |
84,089 |
-13,199 |
-13.6% |
560,468 |
|
Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,649.9 |
1,642.8 |
1,613.6 |
|
R3 |
1,634.7 |
1,627.6 |
1,609.4 |
|
R2 |
1,619.5 |
1,619.5 |
1,608.0 |
|
R1 |
1,612.4 |
1,612.4 |
1,606.6 |
1,616.0 |
PP |
1,604.3 |
1,604.3 |
1,604.3 |
1,606.1 |
S1 |
1,597.2 |
1,597.2 |
1,603.8 |
1,600.8 |
S2 |
1,589.1 |
1,589.1 |
1,602.4 |
|
S3 |
1,573.9 |
1,582.0 |
1,601.0 |
|
S4 |
1,558.7 |
1,566.8 |
1,596.8 |
|
|
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 |
1,611.5 |
1,537.6 |
73.9 |
4.6% |
21.6 |
1.3% |
91% |
True |
False |
95,724 |
10 |
1,611.5 |
1,527.2 |
84.3 |
5.3% |
22.7 |
1.4% |
93% |
True |
False |
101,367 |
20 |
1,611.5 |
1,527.2 |
84.3 |
5.3% |
21.2 |
1.3% |
93% |
True |
False |
98,831 |
40 |
1,611.5 |
1,482.5 |
129.0 |
8.0% |
26.0 |
1.6% |
95% |
True |
False |
113,679 |
60 |
1,615.8 |
1,474.4 |
141.4 |
8.8% |
26.8 |
1.7% |
93% |
False |
False |
90,387 |
80 |
1,622.5 |
1,421.3 |
201.2 |
12.5% |
28.0 |
1.7% |
91% |
False |
False |
67,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,676.1 |
2.618 |
1,651.3 |
1.618 |
1,636.1 |
1.000 |
1,626.7 |
0.618 |
1,620.9 |
HIGH |
1,611.5 |
0.618 |
1,605.7 |
0.500 |
1,603.9 |
0.382 |
1,602.1 |
LOW |
1,596.3 |
0.618 |
1,586.9 |
1.000 |
1,581.1 |
1.618 |
1,571.7 |
2.618 |
1,556.5 |
4.250 |
1,531.7 |
|
|
Fisher Pivots for day following 10-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,604.8 |
1,601.2 |
PP |
1,604.3 |
1,597.3 |
S1 |
1,603.9 |
1,593.3 |
|