Trading Metrics calculated at close of trading on 15-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
Open |
1,344.3 |
1,336.6 |
-7.7 |
-0.6% |
1,344.0 |
High |
1,344.6 |
1,336.6 |
-8.0 |
-0.6% |
1,351.2 |
Low |
1,343.2 |
1,315.2 |
-28.0 |
-2.1% |
1,333.1 |
Close |
1,343.4 |
1,315.2 |
-28.2 |
-2.1% |
1,346.1 |
Range |
1.4 |
21.4 |
20.0 |
1,428.6% |
18.1 |
ATR |
9.0 |
10.4 |
1.4 |
15.3% |
0.0 |
Volume |
662 |
630 |
-32 |
-4.8% |
4,246 |
|
Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.5 |
1,372.3 |
1,327.0 |
|
R3 |
1,365.1 |
1,350.9 |
1,321.1 |
|
R2 |
1,343.7 |
1,343.7 |
1,319.1 |
|
R1 |
1,329.5 |
1,329.5 |
1,317.2 |
1,325.9 |
PP |
1,322.3 |
1,322.3 |
1,322.3 |
1,320.6 |
S1 |
1,308.1 |
1,308.1 |
1,313.2 |
1,304.5 |
S2 |
1,300.9 |
1,300.9 |
1,311.3 |
|
S3 |
1,279.5 |
1,286.7 |
1,309.3 |
|
S4 |
1,258.1 |
1,265.3 |
1,303.4 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.8 |
1,390.0 |
1,356.1 |
|
R3 |
1,379.7 |
1,371.9 |
1,351.1 |
|
R2 |
1,361.6 |
1,361.6 |
1,349.4 |
|
R1 |
1,353.8 |
1,353.8 |
1,347.8 |
1,357.7 |
PP |
1,343.5 |
1,343.5 |
1,343.5 |
1,345.4 |
S1 |
1,335.7 |
1,335.7 |
1,344.4 |
1,339.6 |
S2 |
1,325.4 |
1,325.4 |
1,342.8 |
|
S3 |
1,307.3 |
1,317.6 |
1,341.1 |
|
S4 |
1,289.2 |
1,299.5 |
1,336.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,351.2 |
1,315.2 |
36.0 |
2.7% |
8.9 |
0.7% |
0% |
False |
True |
697 |
10 |
1,351.2 |
1,315.2 |
36.0 |
2.7% |
7.3 |
0.6% |
0% |
False |
True |
582 |
20 |
1,382.8 |
1,315.2 |
67.6 |
5.1% |
6.9 |
0.5% |
0% |
False |
True |
351 |
40 |
1,393.7 |
1,315.2 |
78.5 |
6.0% |
8.4 |
0.6% |
0% |
False |
True |
271 |
60 |
1,393.7 |
1,315.2 |
78.5 |
6.0% |
7.7 |
0.6% |
0% |
False |
True |
225 |
80 |
1,398.2 |
1,315.2 |
83.0 |
6.3% |
8.4 |
0.6% |
0% |
False |
True |
222 |
100 |
1,398.2 |
1,296.1 |
102.1 |
7.8% |
7.6 |
0.6% |
19% |
False |
False |
193 |
120 |
1,398.2 |
1,265.8 |
132.4 |
10.1% |
7.0 |
0.5% |
37% |
False |
False |
166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.6 |
2.618 |
1,392.6 |
1.618 |
1,371.2 |
1.000 |
1,358.0 |
0.618 |
1,349.8 |
HIGH |
1,336.6 |
0.618 |
1,328.4 |
0.500 |
1,325.9 |
0.382 |
1,323.4 |
LOW |
1,315.2 |
0.618 |
1,302.0 |
1.000 |
1,293.8 |
1.618 |
1,280.6 |
2.618 |
1,259.2 |
4.250 |
1,224.3 |
|
|
Fisher Pivots for day following 15-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,325.9 |
1,333.2 |
PP |
1,322.3 |
1,327.2 |
S1 |
1,318.8 |
1,321.2 |
|