| 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 |
9,252.13 |
9,095.83 |
-156.30 |
-1.7% |
9,691.77 |
| High |
9,385.75 |
9,133.32 |
-252.43 |
-2.7% |
9,966.78 |
| Low |
9,059.23 |
8,395.13 |
-664.10 |
-7.3% |
8,395.13 |
| Close |
9,095.83 |
8,440.27 |
-655.56 |
-7.2% |
8,440.27 |
| Range |
326.52 |
738.19 |
411.67 |
126.1% |
1,571.65 |
| ATR |
519.44 |
535.07 |
15.62 |
3.0% |
0.00 |
| Volume |
58,251 |
121,139 |
62,888 |
108.0% |
372,480 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,870.81 |
10,393.73 |
8,846.27 |
|
| R3 |
10,132.62 |
9,655.54 |
8,643.27 |
|
| R2 |
9,394.43 |
9,394.43 |
8,575.60 |
|
| R1 |
8,917.35 |
8,917.35 |
8,507.94 |
8,786.80 |
| PP |
8,656.24 |
8,656.24 |
8,656.24 |
8,590.96 |
| S1 |
8,179.16 |
8,179.16 |
8,372.60 |
8,048.61 |
| S2 |
7,918.05 |
7,918.05 |
8,304.94 |
|
| S3 |
7,179.86 |
7,440.97 |
8,237.27 |
|
| S4 |
6,441.67 |
6,702.78 |
8,034.27 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,649.01 |
12,616.29 |
9,304.68 |
|
| R3 |
12,077.36 |
11,044.64 |
8,872.47 |
|
| R2 |
10,505.71 |
10,505.71 |
8,728.41 |
|
| R1 |
9,472.99 |
9,472.99 |
8,584.34 |
9,203.53 |
| PP |
8,934.06 |
8,934.06 |
8,934.06 |
8,799.33 |
| S1 |
7,901.34 |
7,901.34 |
8,296.20 |
7,631.88 |
| S2 |
7,362.41 |
7,362.41 |
8,152.13 |
|
| S3 |
5,790.76 |
6,329.69 |
8,008.07 |
|
| S4 |
4,219.11 |
4,758.04 |
7,575.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,966.78 |
8,395.13 |
1,571.65 |
18.6% |
526.59 |
6.2% |
3% |
False |
True |
74,496 |
| 10 |
9,966.78 |
8,395.13 |
1,571.65 |
18.6% |
480.08 |
5.7% |
3% |
False |
True |
69,835 |
| 20 |
9,966.78 |
7,816.99 |
2,149.79 |
25.5% |
480.39 |
5.7% |
29% |
False |
False |
79,873 |
| 40 |
9,966.78 |
6,451.17 |
3,515.61 |
41.7% |
557.54 |
6.6% |
57% |
False |
False |
99,021 |
| 60 |
11,770.87 |
6,451.17 |
5,319.70 |
63.0% |
682.78 |
8.1% |
37% |
False |
False |
108,321 |
| 80 |
12,998.57 |
5,963.26 |
7,035.31 |
83.4% |
838.96 |
9.9% |
35% |
False |
False |
121,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,270.63 |
|
2.618 |
11,065.90 |
|
1.618 |
10,327.71 |
|
1.000 |
9,871.51 |
|
0.618 |
9,589.52 |
|
HIGH |
9,133.32 |
|
0.618 |
8,851.33 |
|
0.500 |
8,764.23 |
|
0.382 |
8,677.12 |
|
LOW |
8,395.13 |
|
0.618 |
7,938.93 |
|
1.000 |
7,656.94 |
|
1.618 |
7,200.74 |
|
2.618 |
6,462.55 |
|
4.250 |
5,257.82 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
8,764.23 |
8,890.44 |
| PP |
8,656.24 |
8,740.38 |
| S1 |
8,548.26 |
8,590.33 |
|