Trading Metrics calculated at close of trading on 11-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,598.2 |
1,604.3 |
6.1 |
0.4% |
1,566.8 |
High |
1,611.5 |
1,611.0 |
-0.5 |
0.0% |
1,611.5 |
Low |
1,596.3 |
1,599.8 |
3.5 |
0.2% |
1,565.7 |
Close |
1,605.2 |
1,609.5 |
4.3 |
0.3% |
1,609.5 |
Range |
15.2 |
11.2 |
-4.0 |
-26.3% |
45.8 |
ATR |
23.4 |
22.6 |
-0.9 |
-3.7% |
0.0 |
Volume |
84,089 |
87,044 |
2,955 |
3.5% |
453,825 |
|
Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,640.4 |
1,636.1 |
1,615.7 |
|
R3 |
1,629.2 |
1,624.9 |
1,612.6 |
|
R2 |
1,618.0 |
1,618.0 |
1,611.6 |
|
R1 |
1,613.7 |
1,613.7 |
1,610.5 |
1,615.9 |
PP |
1,606.8 |
1,606.8 |
1,606.8 |
1,607.8 |
S1 |
1,602.5 |
1,602.5 |
1,608.5 |
1,604.7 |
S2 |
1,595.6 |
1,595.6 |
1,607.4 |
|
S3 |
1,584.4 |
1,591.3 |
1,606.4 |
|
S4 |
1,573.2 |
1,580.1 |
1,603.3 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,733.0 |
1,717.0 |
1,634.7 |
|
R3 |
1,687.2 |
1,671.2 |
1,622.1 |
|
R2 |
1,641.4 |
1,641.4 |
1,617.9 |
|
R1 |
1,625.4 |
1,625.4 |
1,613.7 |
1,633.4 |
PP |
1,595.6 |
1,595.6 |
1,595.6 |
1,599.6 |
S1 |
1,579.6 |
1,579.6 |
1,605.3 |
1,587.6 |
S2 |
1,549.8 |
1,549.8 |
1,601.1 |
|
S3 |
1,504.0 |
1,533.8 |
1,596.9 |
|
S4 |
1,458.2 |
1,488.0 |
1,584.3 |
|
|
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 |
1,565.7 |
45.8 |
2.8% |
16.3 |
1.0% |
96% |
False |
False |
90,765 |
10 |
1,611.5 |
1,527.2 |
84.3 |
5.2% |
22.2 |
1.4% |
98% |
False |
False |
101,429 |
20 |
1,611.5 |
1,527.2 |
84.3 |
5.2% |
20.8 |
1.3% |
98% |
False |
False |
98,368 |
40 |
1,611.5 |
1,482.5 |
129.0 |
8.0% |
25.8 |
1.6% |
98% |
False |
False |
113,043 |
60 |
1,615.8 |
1,482.5 |
133.3 |
8.3% |
26.2 |
1.6% |
95% |
False |
False |
91,838 |
80 |
1,622.5 |
1,421.3 |
201.2 |
12.5% |
27.9 |
1.7% |
94% |
False |
False |
68,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,658.6 |
2.618 |
1,640.3 |
1.618 |
1,629.1 |
1.000 |
1,622.2 |
0.618 |
1,617.9 |
HIGH |
1,611.0 |
0.618 |
1,606.7 |
0.500 |
1,605.4 |
0.382 |
1,604.1 |
LOW |
1,599.8 |
0.618 |
1,592.9 |
1.000 |
1,588.6 |
1.618 |
1,581.7 |
2.618 |
1,570.5 |
4.250 |
1,552.2 |
|
|
Fisher Pivots for day following 11-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,608.1 |
1,605.5 |
PP |
1,606.8 |
1,601.5 |
S1 |
1,605.4 |
1,597.5 |
|