| Trading Metrics calculated at close of trading on 18-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1,619.7 |
1,626.3 |
6.6 |
0.4% |
1,608.5 |
| High |
1,629.6 |
1,632.5 |
2.9 |
0.2% |
1,632.5 |
| Low |
1,616.3 |
1,623.7 |
7.4 |
0.5% |
1,591.0 |
| Close |
1,626.6 |
1,626.9 |
0.3 |
0.0% |
1,626.9 |
| Range |
13.3 |
8.8 |
-4.5 |
-33.8% |
41.5 |
| ATR |
21.2 |
20.4 |
-0.9 |
-4.2% |
0.0 |
| Volume |
87,643 |
87,071 |
-572 |
-0.7% |
483,594 |
|
| Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,654.1 |
1,649.3 |
1,631.7 |
|
| R3 |
1,645.3 |
1,640.5 |
1,629.3 |
|
| R2 |
1,636.5 |
1,636.5 |
1,628.5 |
|
| R1 |
1,631.7 |
1,631.7 |
1,627.7 |
1,634.1 |
| PP |
1,627.7 |
1,627.7 |
1,627.7 |
1,628.9 |
| S1 |
1,622.9 |
1,622.9 |
1,626.1 |
1,625.3 |
| S2 |
1,618.9 |
1,618.9 |
1,625.3 |
|
| S3 |
1,610.1 |
1,614.1 |
1,624.5 |
|
| S4 |
1,601.3 |
1,605.3 |
1,622.1 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,741.3 |
1,725.6 |
1,649.7 |
|
| R3 |
1,699.8 |
1,684.1 |
1,638.3 |
|
| R2 |
1,658.3 |
1,658.3 |
1,634.5 |
|
| R1 |
1,642.6 |
1,642.6 |
1,630.7 |
1,650.5 |
| PP |
1,616.8 |
1,616.8 |
1,616.8 |
1,620.7 |
| S1 |
1,601.1 |
1,601.1 |
1,623.1 |
1,609.0 |
| S2 |
1,575.3 |
1,575.3 |
1,619.3 |
|
| S3 |
1,533.8 |
1,559.6 |
1,615.5 |
|
| S4 |
1,492.3 |
1,518.1 |
1,604.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,632.5 |
1,591.0 |
41.5 |
2.6% |
15.7 |
1.0% |
87% |
True |
False |
96,718 |
| 10 |
1,632.5 |
1,565.7 |
66.8 |
4.1% |
16.0 |
1.0% |
92% |
True |
False |
93,741 |
| 20 |
1,632.5 |
1,527.2 |
105.3 |
6.5% |
20.2 |
1.2% |
95% |
True |
False |
99,937 |
| 40 |
1,632.5 |
1,482.5 |
150.0 |
9.2% |
24.4 |
1.5% |
96% |
True |
False |
109,996 |
| 60 |
1,632.5 |
1,482.5 |
150.0 |
9.2% |
25.4 |
1.6% |
96% |
True |
False |
99,896 |
| 80 |
1,632.5 |
1,421.3 |
211.2 |
13.0% |
27.7 |
1.7% |
97% |
True |
False |
74,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,669.9 |
|
2.618 |
1,655.5 |
|
1.618 |
1,646.7 |
|
1.000 |
1,641.3 |
|
0.618 |
1,637.9 |
|
HIGH |
1,632.5 |
|
0.618 |
1,629.1 |
|
0.500 |
1,628.1 |
|
0.382 |
1,627.1 |
|
LOW |
1,623.7 |
|
0.618 |
1,618.3 |
|
1.000 |
1,614.9 |
|
1.618 |
1,609.5 |
|
2.618 |
1,600.7 |
|
4.250 |
1,586.3 |
|
|
| Fisher Pivots for day following 18-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,628.1 |
1,623.2 |
| PP |
1,627.7 |
1,619.4 |
| S1 |
1,627.3 |
1,615.7 |
|