| Trading Metrics calculated at close of trading on 15-May-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2019 |
15-May-2019 |
Change |
Change % |
Previous Week |
| Open |
7,845.05 |
7,729.12 |
-115.93 |
-1.5% |
5,696.46 |
| High |
8,312.41 |
8,240.26 |
-72.15 |
-0.9% |
6,445.47 |
| Low |
7,637.35 |
7,642.00 |
4.65 |
0.1% |
5,561.70 |
| Close |
7,725.82 |
8,156.42 |
430.60 |
5.6% |
6,309.01 |
| Range |
675.06 |
598.26 |
-76.80 |
-11.4% |
883.77 |
| ATR |
359.18 |
376.26 |
17.08 |
4.8% |
0.00 |
| Volume |
156,119 |
93,591 |
-62,528 |
-40.1% |
292,045 |
|
| Daily Pivots for day following 15-May-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,807.67 |
9,580.31 |
8,485.46 |
|
| R3 |
9,209.41 |
8,982.05 |
8,320.94 |
|
| R2 |
8,611.15 |
8,611.15 |
8,266.10 |
|
| R1 |
8,383.79 |
8,383.79 |
8,211.26 |
8,497.47 |
| PP |
8,012.89 |
8,012.89 |
8,012.89 |
8,069.74 |
| S1 |
7,785.53 |
7,785.53 |
8,101.58 |
7,899.21 |
| S2 |
7,414.63 |
7,414.63 |
8,046.74 |
|
| S3 |
6,816.37 |
7,187.27 |
7,991.90 |
|
| S4 |
6,218.11 |
6,589.01 |
7,827.38 |
|
|
| Weekly Pivots for week ending 10-May-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,756.70 |
8,416.63 |
6,795.08 |
|
| R3 |
7,872.93 |
7,532.86 |
6,552.05 |
|
| R2 |
6,989.16 |
6,989.16 |
6,471.03 |
|
| R1 |
6,649.09 |
6,649.09 |
6,390.02 |
6,819.13 |
| PP |
6,105.39 |
6,105.39 |
6,105.39 |
6,190.41 |
| S1 |
5,765.32 |
5,765.32 |
6,228.00 |
5,935.36 |
| S2 |
5,221.62 |
5,221.62 |
6,146.99 |
|
| S3 |
4,337.85 |
4,881.55 |
6,065.97 |
|
| S4 |
3,454.08 |
3,997.78 |
5,822.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,312.41 |
5,891.39 |
2,421.02 |
29.7% |
691.50 |
8.5% |
94% |
False |
False |
106,370 |
| 10 |
8,312.41 |
5,306.93 |
3,005.48 |
36.8% |
479.28 |
5.9% |
95% |
False |
False |
81,436 |
| 20 |
8,312.41 |
5,052.90 |
3,259.51 |
40.0% |
339.86 |
4.2% |
95% |
False |
False |
65,986 |
| 40 |
8,312.41 |
3,880.93 |
4,431.48 |
54.3% |
290.00 |
3.6% |
96% |
False |
False |
62,903 |
| 60 |
8,312.41 |
3,680.31 |
4,632.10 |
56.8% |
233.37 |
2.9% |
97% |
False |
False |
53,564 |
| 80 |
8,312.41 |
3,355.25 |
4,957.16 |
60.8% |
201.71 |
2.5% |
97% |
False |
False |
51,649 |
| 100 |
8,312.41 |
3,355.25 |
4,957.16 |
60.8% |
203.44 |
2.5% |
97% |
False |
False |
55,327 |
| 120 |
8,312.41 |
3,158.10 |
5,154.31 |
63.2% |
227.15 |
2.8% |
97% |
False |
False |
66,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,782.87 |
|
2.618 |
9,806.50 |
|
1.618 |
9,208.24 |
|
1.000 |
8,838.52 |
|
0.618 |
8,609.98 |
|
HIGH |
8,240.26 |
|
0.618 |
8,011.72 |
|
0.500 |
7,941.13 |
|
0.382 |
7,870.54 |
|
LOW |
7,642.00 |
|
0.618 |
7,272.28 |
|
1.000 |
7,043.74 |
|
1.618 |
6,674.02 |
|
2.618 |
6,075.76 |
|
4.250 |
5,099.40 |
|
|
| Fisher Pivots for day following 15-May-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,084.66 |
7,873.87 |
| PP |
8,012.89 |
7,591.32 |
| S1 |
7,941.13 |
7,308.78 |
|