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 |
6,909.32 |
6,892.89 |
-16.43 |
-0.2% |
6,803.45 |
High |
6,912.04 |
6,944.54 |
32.50 |
0.5% |
6,969.30 |
Low |
6,852.73 |
6,891.65 |
38.92 |
0.6% |
6,770.30 |
Close |
6,888.54 |
6,929.97 |
41.43 |
0.6% |
6,952.56 |
Range |
59.31 |
52.89 |
-6.42 |
-10.8% |
199.00 |
ATR |
109.11 |
105.31 |
-3.79 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,080.72 |
7,058.24 |
6,959.06 |
|
R3 |
7,027.83 |
7,005.35 |
6,944.51 |
|
R2 |
6,974.94 |
6,974.94 |
6,939.67 |
|
R1 |
6,952.46 |
6,952.46 |
6,934.82 |
6,963.70 |
PP |
6,922.05 |
6,922.05 |
6,922.05 |
6,927.68 |
S1 |
6,899.57 |
6,899.57 |
6,925.12 |
6,910.81 |
S2 |
6,869.16 |
6,869.16 |
6,920.27 |
|
S3 |
6,816.27 |
6,846.68 |
6,915.43 |
|
S4 |
6,763.38 |
6,793.79 |
6,900.88 |
|
|
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 |
6,852.73 |
155.53 |
2.2% |
54.33 |
0.8% |
50% |
False |
False |
|
10 |
7,008.26 |
6,539.86 |
468.40 |
6.8% |
76.96 |
1.1% |
83% |
False |
False |
|
20 |
7,008.26 |
6,426.57 |
581.69 |
8.4% |
96.35 |
1.4% |
87% |
False |
False |
|
40 |
7,008.26 |
6,322.60 |
685.66 |
9.9% |
121.93 |
1.8% |
89% |
False |
False |
|
60 |
7,186.09 |
6,322.60 |
863.49 |
12.5% |
114.47 |
1.7% |
70% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
120.31 |
1.7% |
75% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
106.19 |
1.5% |
75% |
False |
False |
|
120 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
97.93 |
1.4% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,169.32 |
2.618 |
7,083.01 |
1.618 |
7,030.12 |
1.000 |
6,997.43 |
0.618 |
6,977.23 |
HIGH |
6,944.54 |
0.618 |
6,924.34 |
0.500 |
6,918.10 |
0.382 |
6,911.85 |
LOW |
6,891.65 |
0.618 |
6,858.96 |
1.000 |
6,838.76 |
1.618 |
6,806.07 |
2.618 |
6,753.18 |
4.250 |
6,666.87 |
|
|
Fisher Pivots for day following 16-May-2018 |
Pivot |
1 day |
3 day |
R1 |
6,926.01 |
6,930.50 |
PP |
6,922.05 |
6,930.32 |
S1 |
6,918.10 |
6,930.15 |
|