| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
9,095.83 |
8,438.39 |
-657.44 |
-7.2% |
9,691.77 |
| High |
9,133.32 |
8,883.95 |
-249.37 |
-2.7% |
9,966.78 |
| Low |
8,395.13 |
8,219.41 |
-175.72 |
-2.1% |
8,395.13 |
| Close |
8,440.27 |
8,815.96 |
375.69 |
4.5% |
8,440.27 |
| Range |
738.19 |
664.54 |
-73.65 |
-10.0% |
1,571.65 |
| ATR |
535.07 |
544.31 |
9.25 |
1.7% |
0.00 |
| Volume |
121,139 |
88,527 |
-32,612 |
-26.9% |
372,480 |
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,633.39 |
10,389.22 |
9,181.46 |
|
| R3 |
9,968.85 |
9,724.68 |
8,998.71 |
|
| R2 |
9,304.31 |
9,304.31 |
8,937.79 |
|
| R1 |
9,060.14 |
9,060.14 |
8,876.88 |
9,182.23 |
| PP |
8,639.77 |
8,639.77 |
8,639.77 |
8,700.82 |
| S1 |
8,395.60 |
8,395.60 |
8,755.04 |
8,517.69 |
| S2 |
7,975.23 |
7,975.23 |
8,694.13 |
|
| S3 |
7,310.69 |
7,731.06 |
8,633.21 |
|
| S4 |
6,646.15 |
7,066.52 |
8,450.46 |
|
|
| 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 |
9,459.93 |
8,219.41 |
1,240.52 |
14.1% |
504.49 |
5.7% |
48% |
False |
True |
79,345 |
| 10 |
9,966.78 |
8,219.41 |
1,747.37 |
19.8% |
480.37 |
5.4% |
34% |
False |
True |
73,319 |
| 20 |
9,966.78 |
7,839.37 |
2,127.41 |
24.1% |
483.56 |
5.5% |
46% |
False |
False |
80,147 |
| 40 |
9,966.78 |
6,451.17 |
3,515.61 |
39.9% |
539.72 |
6.1% |
67% |
False |
False |
96,635 |
| 60 |
11,770.87 |
6,451.17 |
5,319.70 |
60.3% |
673.47 |
7.6% |
44% |
False |
False |
108,189 |
| 80 |
11,815.61 |
5,963.26 |
5,852.35 |
66.4% |
810.27 |
9.2% |
49% |
False |
False |
121,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,708.25 |
|
2.618 |
10,623.72 |
|
1.618 |
9,959.18 |
|
1.000 |
9,548.49 |
|
0.618 |
9,294.64 |
|
HIGH |
8,883.95 |
|
0.618 |
8,630.10 |
|
0.500 |
8,551.68 |
|
0.382 |
8,473.26 |
|
LOW |
8,219.41 |
|
0.618 |
7,808.72 |
|
1.000 |
7,554.87 |
|
1.618 |
7,144.18 |
|
2.618 |
6,479.64 |
|
4.250 |
5,395.12 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
8,727.87 |
8,811.50 |
| PP |
8,639.77 |
8,807.04 |
| S1 |
8,551.68 |
8,802.58 |
|