Trading Metrics calculated at close of trading on 10-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,321.3 |
1,319.1 |
-2.2 |
-0.2% |
1,330.6 |
High |
1,324.1 |
1,329.5 |
5.4 |
0.4% |
1,332.0 |
Low |
1,310.9 |
1,317.0 |
6.1 |
0.5% |
1,308.6 |
Close |
1,319.3 |
1,328.6 |
9.3 |
0.7% |
1,321.0 |
Range |
13.2 |
12.5 |
-0.7 |
-5.3% |
23.4 |
ATR |
13.1 |
13.0 |
0.0 |
-0.3% |
0.0 |
Volume |
39,310 |
20,631 |
-18,679 |
-47.5% |
91,301 |
|
Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.5 |
1,358.1 |
1,335.5 |
|
R3 |
1,350.0 |
1,345.6 |
1,332.0 |
|
R2 |
1,337.5 |
1,337.5 |
1,330.9 |
|
R1 |
1,333.1 |
1,333.1 |
1,329.7 |
1,335.3 |
PP |
1,325.0 |
1,325.0 |
1,325.0 |
1,326.2 |
S1 |
1,320.6 |
1,320.6 |
1,327.5 |
1,322.8 |
S2 |
1,312.5 |
1,312.5 |
1,326.3 |
|
S3 |
1,300.0 |
1,308.1 |
1,325.2 |
|
S4 |
1,287.5 |
1,295.6 |
1,321.7 |
|
|
Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.7 |
1,379.3 |
1,333.9 |
|
R3 |
1,367.3 |
1,355.9 |
1,327.4 |
|
R2 |
1,343.9 |
1,343.9 |
1,325.3 |
|
R1 |
1,332.5 |
1,332.5 |
1,323.1 |
1,326.5 |
PP |
1,320.5 |
1,320.5 |
1,320.5 |
1,317.6 |
S1 |
1,309.1 |
1,309.1 |
1,318.9 |
1,303.1 |
S2 |
1,297.1 |
1,297.1 |
1,316.7 |
|
S3 |
1,273.7 |
1,285.7 |
1,314.6 |
|
S4 |
1,250.3 |
1,262.3 |
1,308.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,329.5 |
1,310.9 |
18.6 |
1.4% |
11.1 |
0.8% |
95% |
True |
False |
29,067 |
10 |
1,332.6 |
1,308.6 |
24.0 |
1.8% |
11.8 |
0.9% |
83% |
False |
False |
22,857 |
20 |
1,365.1 |
1,308.6 |
56.5 |
4.3% |
12.0 |
0.9% |
35% |
False |
False |
14,325 |
40 |
1,375.1 |
1,308.6 |
66.5 |
5.0% |
13.7 |
1.0% |
30% |
False |
False |
9,906 |
60 |
1,375.1 |
1,308.6 |
66.5 |
5.0% |
13.5 |
1.0% |
30% |
False |
False |
7,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.6 |
2.618 |
1,362.2 |
1.618 |
1,349.7 |
1.000 |
1,342.0 |
0.618 |
1,337.2 |
HIGH |
1,329.5 |
0.618 |
1,324.7 |
0.500 |
1,323.3 |
0.382 |
1,321.8 |
LOW |
1,317.0 |
0.618 |
1,309.3 |
1.000 |
1,304.5 |
1.618 |
1,296.8 |
2.618 |
1,284.3 |
4.250 |
1,263.9 |
|
|
Fisher Pivots for day following 10-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,326.8 |
1,325.8 |
PP |
1,325.0 |
1,323.0 |
S1 |
1,323.3 |
1,320.2 |
|