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 |
1,327.9 |
1,324.5 |
-3.4 |
-0.3% |
1,321.9 |
High |
1,332.4 |
1,328.7 |
-3.7 |
-0.3% |
1,332.4 |
Low |
1,323.8 |
1,319.0 |
-4.8 |
-0.4% |
1,310.9 |
Close |
1,327.0 |
1,324.3 |
-2.7 |
-0.2% |
1,327.0 |
Range |
8.6 |
9.7 |
1.1 |
12.8% |
21.5 |
ATR |
12.7 |
12.5 |
-0.2 |
-1.7% |
0.0 |
Volume |
25,713 |
30,883 |
5,170 |
20.1% |
157,772 |
|
Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.1 |
1,348.4 |
1,329.6 |
|
R3 |
1,343.4 |
1,338.7 |
1,327.0 |
|
R2 |
1,333.7 |
1,333.7 |
1,326.1 |
|
R1 |
1,329.0 |
1,329.0 |
1,325.2 |
1,326.5 |
PP |
1,324.0 |
1,324.0 |
1,324.0 |
1,322.8 |
S1 |
1,319.3 |
1,319.3 |
1,323.4 |
1,316.8 |
S2 |
1,314.3 |
1,314.3 |
1,322.5 |
|
S3 |
1,304.6 |
1,309.6 |
1,321.6 |
|
S4 |
1,294.9 |
1,299.9 |
1,319.0 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.9 |
1,379.0 |
1,338.8 |
|
R3 |
1,366.4 |
1,357.5 |
1,332.9 |
|
R2 |
1,344.9 |
1,344.9 |
1,330.9 |
|
R1 |
1,336.0 |
1,336.0 |
1,329.0 |
1,340.5 |
PP |
1,323.4 |
1,323.4 |
1,323.4 |
1,325.7 |
S1 |
1,314.5 |
1,314.5 |
1,325.0 |
1,319.0 |
S2 |
1,301.9 |
1,301.9 |
1,323.1 |
|
S3 |
1,280.4 |
1,293.0 |
1,321.1 |
|
S4 |
1,258.9 |
1,271.5 |
1,315.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,332.4 |
1,310.9 |
21.5 |
1.6% |
11.3 |
0.9% |
62% |
False |
False |
33,842 |
10 |
1,332.4 |
1,308.6 |
23.8 |
1.8% |
11.1 |
0.8% |
66% |
False |
False |
25,435 |
20 |
1,365.1 |
1,308.6 |
56.5 |
4.3% |
11.7 |
0.9% |
28% |
False |
False |
16,599 |
40 |
1,375.1 |
1,308.6 |
66.5 |
5.0% |
13.6 |
1.0% |
24% |
False |
False |
11,219 |
60 |
1,375.1 |
1,308.6 |
66.5 |
5.0% |
13.1 |
1.0% |
24% |
False |
False |
8,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.9 |
2.618 |
1,354.1 |
1.618 |
1,344.4 |
1.000 |
1,338.4 |
0.618 |
1,334.7 |
HIGH |
1,328.7 |
0.618 |
1,325.0 |
0.500 |
1,323.9 |
0.382 |
1,322.7 |
LOW |
1,319.0 |
0.618 |
1,313.0 |
1.000 |
1,309.3 |
1.618 |
1,303.3 |
2.618 |
1,293.6 |
4.250 |
1,277.8 |
|
|
Fisher Pivots for day following 14-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,324.2 |
1,324.7 |
PP |
1,324.0 |
1,324.6 |
S1 |
1,323.9 |
1,324.4 |
|