| 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 |
1,626.3 |
1,633.7 |
7.4 |
0.5% |
1,608.5 |
| High |
1,632.5 |
1,641.6 |
9.1 |
0.6% |
1,632.5 |
| Low |
1,623.7 |
1,630.9 |
7.2 |
0.4% |
1,591.0 |
| Close |
1,626.9 |
1,640.7 |
13.8 |
0.8% |
1,626.9 |
| Range |
8.8 |
10.7 |
1.9 |
21.6% |
41.5 |
| ATR |
20.4 |
19.9 |
-0.4 |
-2.0% |
0.0 |
| Volume |
87,071 |
81,926 |
-5,145 |
-5.9% |
483,594 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,669.8 |
1,666.0 |
1,646.6 |
|
| R3 |
1,659.1 |
1,655.3 |
1,643.6 |
|
| R2 |
1,648.4 |
1,648.4 |
1,642.7 |
|
| R1 |
1,644.6 |
1,644.6 |
1,641.7 |
1,646.5 |
| PP |
1,637.7 |
1,637.7 |
1,637.7 |
1,638.7 |
| S1 |
1,633.9 |
1,633.9 |
1,639.7 |
1,635.8 |
| S2 |
1,627.0 |
1,627.0 |
1,638.7 |
|
| S3 |
1,616.3 |
1,623.2 |
1,637.8 |
|
| S4 |
1,605.6 |
1,612.5 |
1,634.8 |
|
|
| 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 |
1,641.6 |
1,591.0 |
50.6 |
3.1% |
14.3 |
0.9% |
98% |
True |
False |
92,527 |
| 10 |
1,641.6 |
1,575.1 |
66.5 |
4.1% |
14.8 |
0.9% |
99% |
True |
False |
93,321 |
| 20 |
1,641.6 |
1,527.2 |
114.4 |
7.0% |
19.9 |
1.2% |
99% |
True |
False |
100,755 |
| 40 |
1,641.6 |
1,482.5 |
159.1 |
9.7% |
23.6 |
1.4% |
99% |
True |
False |
107,347 |
| 60 |
1,641.6 |
1,482.5 |
159.1 |
9.7% |
25.2 |
1.5% |
99% |
True |
False |
101,261 |
| 80 |
1,641.6 |
1,421.3 |
220.3 |
13.4% |
27.7 |
1.7% |
100% |
True |
False |
75,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,687.1 |
|
2.618 |
1,669.6 |
|
1.618 |
1,658.9 |
|
1.000 |
1,652.3 |
|
0.618 |
1,648.2 |
|
HIGH |
1,641.6 |
|
0.618 |
1,637.5 |
|
0.500 |
1,636.3 |
|
0.382 |
1,635.0 |
|
LOW |
1,630.9 |
|
0.618 |
1,624.3 |
|
1.000 |
1,620.2 |
|
1.618 |
1,613.6 |
|
2.618 |
1,602.9 |
|
4.250 |
1,585.4 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,639.2 |
1,636.8 |
| PP |
1,637.7 |
1,632.9 |
| S1 |
1,636.3 |
1,629.0 |
|