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 |
742.9207 |
736.9438 |
-5.9769 |
-0.8% |
786.5165 |
High |
767.1761 |
740.2038 |
-26.9723 |
-3.5% |
834.0424 |
Low |
731.5622 |
666.6315 |
-64.9307 |
-8.9% |
666.6315 |
Close |
736.9438 |
674.0347 |
-62.9091 |
-8.5% |
674.0347 |
Range |
35.6139 |
73.5723 |
37.9584 |
106.6% |
167.4109 |
ATR |
57.6084 |
58.7486 |
1.1403 |
2.0% |
0.0000 |
Volume |
371,226 |
721,143 |
349,917 |
94.3% |
3,142,762 |
|
Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
914.3402 |
867.7598 |
714.4995 |
|
R3 |
840.7679 |
794.1875 |
694.2671 |
|
R2 |
767.1956 |
767.1956 |
687.5230 |
|
R1 |
720.6152 |
720.6152 |
680.7788 |
707.1193 |
PP |
693.6233 |
693.6233 |
693.6233 |
686.8754 |
S1 |
647.0429 |
647.0429 |
667.2906 |
633.5470 |
S2 |
620.0510 |
620.0510 |
660.5464 |
|
S3 |
546.4787 |
573.4706 |
653.8023 |
|
S4 |
472.9064 |
499.8983 |
633.5699 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.1356 |
1,117.9960 |
766.1107 |
|
R3 |
1,059.7247 |
950.5851 |
720.0727 |
|
R2 |
892.3138 |
892.3138 |
704.7267 |
|
R1 |
783.1742 |
783.1742 |
689.3807 |
754.0386 |
PP |
724.9029 |
724.9029 |
724.9029 |
710.3350 |
S1 |
615.7633 |
615.7633 |
658.6887 |
586.6277 |
S2 |
557.4920 |
557.4920 |
643.3427 |
|
S3 |
390.0811 |
448.3524 |
627.9967 |
|
S4 |
222.6702 |
280.9415 |
581.9587 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
834.0424 |
666.6315 |
167.4109 |
24.8% |
70.9710 |
10.5% |
4% |
False |
True |
628,552 |
10 |
834.0424 |
628.3441 |
205.6983 |
30.5% |
62.4450 |
9.3% |
22% |
False |
False |
571,481 |
20 |
834.0424 |
483.9046 |
350.1378 |
51.9% |
57.5037 |
8.5% |
54% |
False |
False |
577,345 |
40 |
834.0424 |
358.7741 |
475.2683 |
70.5% |
54.2631 |
8.1% |
66% |
False |
False |
592,118 |
60 |
982.7040 |
358.7741 |
623.9299 |
92.6% |
56.0015 |
8.3% |
51% |
False |
False |
507,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,052.8861 |
2.618 |
932.8161 |
1.618 |
859.2438 |
1.000 |
813.7761 |
0.618 |
785.6715 |
HIGH |
740.2038 |
0.618 |
712.0992 |
0.500 |
703.4177 |
0.382 |
694.7361 |
LOW |
666.6315 |
0.618 |
621.1638 |
1.000 |
593.0592 |
1.618 |
547.5915 |
2.618 |
474.0192 |
4.250 |
353.9492 |
|
|
Fisher Pivots for day following 11-May-2018 |
Pivot |
1 day |
3 day |
R1 |
703.4177 |
716.9038 |
PP |
693.6233 |
702.6141 |
S1 |
683.8290 |
688.3244 |
|