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 |
1,318.9 |
1,295.5 |
-23.4 |
-1.8% |
1,321.9 |
High |
1,320.8 |
1,302.3 |
-18.5 |
-1.4% |
1,332.4 |
Low |
1,294.1 |
1,291.8 |
-2.3 |
-0.2% |
1,310.9 |
Close |
1,296.2 |
1,297.4 |
1.2 |
0.1% |
1,327.0 |
Range |
26.7 |
10.5 |
-16.2 |
-60.7% |
21.5 |
ATR |
13.8 |
13.5 |
-0.2 |
-1.7% |
0.0 |
Volume |
39,693 |
22,136 |
-17,557 |
-44.2% |
157,772 |
|
Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.7 |
1,323.5 |
1,303.2 |
|
R3 |
1,318.2 |
1,313.0 |
1,300.3 |
|
R2 |
1,307.7 |
1,307.7 |
1,299.3 |
|
R1 |
1,302.5 |
1,302.5 |
1,298.4 |
1,305.1 |
PP |
1,297.2 |
1,297.2 |
1,297.2 |
1,298.5 |
S1 |
1,292.0 |
1,292.0 |
1,296.4 |
1,294.6 |
S2 |
1,286.7 |
1,286.7 |
1,295.5 |
|
S3 |
1,276.2 |
1,281.5 |
1,294.5 |
|
S4 |
1,265.7 |
1,271.0 |
1,291.6 |
|
|
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 |
1,291.8 |
40.6 |
3.1% |
13.6 |
1.0% |
14% |
False |
True |
27,811 |
10 |
1,332.4 |
1,291.8 |
40.6 |
3.1% |
12.4 |
1.0% |
14% |
False |
True |
27,636 |
20 |
1,363.9 |
1,291.8 |
72.1 |
5.6% |
12.3 |
1.0% |
8% |
False |
True |
19,328 |
40 |
1,375.1 |
1,291.8 |
83.3 |
6.4% |
14.0 |
1.1% |
7% |
False |
True |
12,676 |
60 |
1,375.1 |
1,291.8 |
83.3 |
6.4% |
13.1 |
1.0% |
7% |
False |
True |
9,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.9 |
2.618 |
1,329.8 |
1.618 |
1,319.3 |
1.000 |
1,312.8 |
0.618 |
1,308.8 |
HIGH |
1,302.3 |
0.618 |
1,298.3 |
0.500 |
1,297.1 |
0.382 |
1,295.8 |
LOW |
1,291.8 |
0.618 |
1,285.3 |
1.000 |
1,281.3 |
1.618 |
1,274.8 |
2.618 |
1,264.3 |
4.250 |
1,247.2 |
|
|
Fisher Pivots for day following 16-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,297.3 |
1,310.3 |
PP |
1,297.2 |
1,306.0 |
S1 |
1,297.1 |
1,301.7 |
|