Trading Metrics calculated at close of trading on 16-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
Open |
8,815.96 |
8,524.22 |
-291.74 |
-3.3% |
9,691.77 |
High |
8,847.41 |
8,547.77 |
-299.64 |
-3.4% |
9,966.78 |
Low |
8,446.55 |
8,108.26 |
-338.29 |
-4.0% |
8,395.13 |
Close |
8,523.30 |
8,294.27 |
-229.03 |
-2.7% |
8,440.27 |
Range |
400.86 |
439.51 |
38.65 |
9.6% |
1,571.65 |
ATR |
534.07 |
527.31 |
-6.75 |
-1.3% |
0.00 |
Volume |
83,819 |
87,133 |
3,314 |
4.0% |
372,480 |
|
Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,635.30 |
9,404.29 |
8,536.00 |
|
R3 |
9,195.79 |
8,964.78 |
8,415.14 |
|
R2 |
8,756.28 |
8,756.28 |
8,374.85 |
|
R1 |
8,525.27 |
8,525.27 |
8,334.56 |
8,421.02 |
PP |
8,316.77 |
8,316.77 |
8,316.77 |
8,264.64 |
S1 |
8,085.76 |
8,085.76 |
8,253.98 |
7,981.51 |
S2 |
7,877.26 |
7,877.26 |
8,213.69 |
|
S3 |
7,437.75 |
7,646.25 |
8,173.40 |
|
S4 |
6,998.24 |
7,206.74 |
8,052.54 |
|
|
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 |
9,385.75 |
8,108.26 |
1,277.49 |
15.4% |
513.92 |
6.2% |
15% |
False |
True |
87,773 |
10 |
9,966.78 |
8,108.26 |
1,858.52 |
22.4% |
499.25 |
6.0% |
10% |
False |
True |
78,712 |
20 |
9,966.78 |
8,108.26 |
1,858.52 |
22.4% |
491.32 |
5.9% |
10% |
False |
True |
82,134 |
40 |
9,966.78 |
6,451.17 |
3,515.61 |
42.4% |
533.56 |
6.4% |
52% |
False |
False |
95,340 |
60 |
11,680.88 |
6,451.17 |
5,229.71 |
63.1% |
650.39 |
7.8% |
35% |
False |
False |
106,059 |
80 |
11,815.61 |
5,963.26 |
5,852.35 |
70.6% |
790.42 |
9.5% |
40% |
False |
False |
120,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,415.69 |
2.618 |
9,698.41 |
1.618 |
9,258.90 |
1.000 |
8,987.28 |
0.618 |
8,819.39 |
HIGH |
8,547.77 |
0.618 |
8,379.88 |
0.500 |
8,328.02 |
0.382 |
8,276.15 |
LOW |
8,108.26 |
0.618 |
7,836.64 |
1.000 |
7,668.75 |
1.618 |
7,397.13 |
2.618 |
6,957.62 |
4.250 |
6,240.34 |
|
|
Fisher Pivots for day following 16-May-2018 |
Pivot |
1 day |
3 day |
R1 |
8,328.02 |
8,496.11 |
PP |
8,316.77 |
8,428.83 |
S1 |
8,305.52 |
8,361.55 |
|