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 |
6,977.35 |
6,909.32 |
-68.03 |
-1.0% |
6,803.45 |
High |
7,008.26 |
6,912.04 |
-96.22 |
-1.4% |
6,969.30 |
Low |
6,954.64 |
6,852.73 |
-101.91 |
-1.5% |
6,770.30 |
Close |
6,964.37 |
6,888.54 |
-75.83 |
-1.1% |
6,952.56 |
Range |
53.62 |
59.31 |
5.69 |
10.6% |
199.00 |
ATR |
108.91 |
109.11 |
0.19 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,062.37 |
7,034.76 |
6,921.16 |
|
R3 |
7,003.06 |
6,975.45 |
6,904.85 |
|
R2 |
6,943.75 |
6,943.75 |
6,899.41 |
|
R1 |
6,916.14 |
6,916.14 |
6,893.98 |
6,900.29 |
PP |
6,884.44 |
6,884.44 |
6,884.44 |
6,876.51 |
S1 |
6,856.83 |
6,856.83 |
6,883.10 |
6,840.98 |
S2 |
6,825.13 |
6,825.13 |
6,877.67 |
|
S3 |
6,765.82 |
6,797.52 |
6,872.23 |
|
S4 |
6,706.51 |
6,738.21 |
6,855.92 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,494.39 |
7,422.47 |
7,062.01 |
|
R3 |
7,295.39 |
7,223.47 |
7,007.29 |
|
R2 |
7,096.39 |
7,096.39 |
6,989.04 |
|
R1 |
7,024.47 |
7,024.47 |
6,970.80 |
7,060.43 |
PP |
6,897.39 |
6,897.39 |
6,897.39 |
6,915.37 |
S1 |
6,825.47 |
6,825.47 |
6,934.32 |
6,861.43 |
S2 |
6,698.39 |
6,698.39 |
6,916.08 |
|
S3 |
6,499.39 |
6,626.47 |
6,897.84 |
|
S4 |
6,300.39 |
6,427.47 |
6,843.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,008.26 |
6,807.40 |
200.86 |
2.9% |
61.46 |
0.9% |
40% |
False |
False |
|
10 |
7,008.26 |
6,539.86 |
468.40 |
6.8% |
79.47 |
1.2% |
74% |
False |
False |
|
20 |
7,008.26 |
6,426.57 |
581.69 |
8.4% |
97.13 |
1.4% |
79% |
False |
False |
|
40 |
7,008.26 |
6,322.60 |
685.66 |
10.0% |
122.02 |
1.8% |
83% |
False |
False |
|
60 |
7,186.09 |
6,322.60 |
863.49 |
12.5% |
115.22 |
1.7% |
66% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.8% |
120.70 |
1.8% |
71% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
14.8% |
106.22 |
1.5% |
71% |
False |
False |
|
120 |
7,186.09 |
6,164.43 |
1,021.66 |
14.8% |
97.86 |
1.4% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,164.11 |
2.618 |
7,067.31 |
1.618 |
7,008.00 |
1.000 |
6,971.35 |
0.618 |
6,948.69 |
HIGH |
6,912.04 |
0.618 |
6,889.38 |
0.500 |
6,882.39 |
0.382 |
6,875.39 |
LOW |
6,852.73 |
0.618 |
6,816.08 |
1.000 |
6,793.42 |
1.618 |
6,756.77 |
2.618 |
6,697.46 |
4.250 |
6,600.66 |
|
|
Fisher Pivots for day following 15-May-2018 |
Pivot |
1 day |
3 day |
R1 |
6,886.49 |
6,930.50 |
PP |
6,884.44 |
6,916.51 |
S1 |
6,882.39 |
6,902.53 |
|