| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1,633.7 |
1,640.4 |
6.7 |
0.4% |
1,608.5 |
| High |
1,641.6 |
1,643.8 |
2.2 |
0.1% |
1,632.5 |
| Low |
1,630.9 |
1,625.4 |
-5.5 |
-0.3% |
1,591.0 |
| Close |
1,640.7 |
1,626.8 |
-13.9 |
-0.8% |
1,626.9 |
| Range |
10.7 |
18.4 |
7.7 |
72.0% |
41.5 |
| ATR |
19.9 |
19.8 |
-0.1 |
-0.6% |
0.0 |
| Volume |
81,926 |
76,218 |
-5,708 |
-7.0% |
483,594 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,687.2 |
1,675.4 |
1,636.9 |
|
| R3 |
1,668.8 |
1,657.0 |
1,631.9 |
|
| R2 |
1,650.4 |
1,650.4 |
1,630.2 |
|
| R1 |
1,638.6 |
1,638.6 |
1,628.5 |
1,635.3 |
| PP |
1,632.0 |
1,632.0 |
1,632.0 |
1,630.4 |
| S1 |
1,620.2 |
1,620.2 |
1,625.1 |
1,616.9 |
| S2 |
1,613.6 |
1,613.6 |
1,623.4 |
|
| S3 |
1,595.2 |
1,601.8 |
1,621.7 |
|
| S4 |
1,576.8 |
1,583.4 |
1,616.7 |
|
|
| 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 |
1,643.8 |
1,598.9 |
44.9 |
2.8% |
15.0 |
0.9% |
62% |
True |
False |
85,658 |
| 10 |
1,643.8 |
1,583.5 |
60.3 |
3.7% |
15.2 |
0.9% |
72% |
True |
False |
91,015 |
| 20 |
1,643.8 |
1,527.2 |
116.6 |
7.2% |
19.0 |
1.2% |
85% |
True |
False |
97,848 |
| 40 |
1,643.8 |
1,482.5 |
161.3 |
9.9% |
23.3 |
1.4% |
89% |
True |
False |
105,823 |
| 60 |
1,643.8 |
1,482.5 |
161.3 |
9.9% |
25.2 |
1.5% |
89% |
True |
False |
102,531 |
| 80 |
1,643.8 |
1,421.3 |
222.5 |
13.7% |
27.8 |
1.7% |
92% |
True |
False |
76,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,722.0 |
|
2.618 |
1,692.0 |
|
1.618 |
1,673.6 |
|
1.000 |
1,662.2 |
|
0.618 |
1,655.2 |
|
HIGH |
1,643.8 |
|
0.618 |
1,636.8 |
|
0.500 |
1,634.6 |
|
0.382 |
1,632.4 |
|
LOW |
1,625.4 |
|
0.618 |
1,614.0 |
|
1.000 |
1,607.0 |
|
1.618 |
1,595.6 |
|
2.618 |
1,577.2 |
|
4.250 |
1,547.2 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,634.6 |
1,633.8 |
| PP |
1,632.0 |
1,631.4 |
| S1 |
1,629.4 |
1,629.1 |
|