Trading Metrics calculated at close of trading on 18-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
Open |
6,905.75 |
6,876.65 |
-29.10 |
-0.4% |
6,977.35 |
High |
6,952.98 |
6,897.91 |
-55.07 |
-0.8% |
7,008.26 |
Low |
6,869.39 |
6,857.58 |
-11.81 |
-0.2% |
6,852.73 |
Close |
6,901.63 |
6,866.25 |
-35.38 |
-0.5% |
6,866.25 |
Range |
83.59 |
40.33 |
-43.26 |
-51.8% |
155.53 |
ATR |
103.76 |
99.50 |
-4.27 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,994.90 |
6,970.91 |
6,888.43 |
|
R3 |
6,954.57 |
6,930.58 |
6,877.34 |
|
R2 |
6,914.24 |
6,914.24 |
6,873.64 |
|
R1 |
6,890.25 |
6,890.25 |
6,869.95 |
6,882.08 |
PP |
6,873.91 |
6,873.91 |
6,873.91 |
6,869.83 |
S1 |
6,849.92 |
6,849.92 |
6,862.55 |
6,841.75 |
S2 |
6,833.58 |
6,833.58 |
6,858.86 |
|
S3 |
6,793.25 |
6,809.59 |
6,855.16 |
|
S4 |
6,752.92 |
6,769.26 |
6,844.07 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,375.67 |
7,276.49 |
6,951.79 |
|
R3 |
7,220.14 |
7,120.96 |
6,909.02 |
|
R2 |
7,064.61 |
7,064.61 |
6,894.76 |
|
R1 |
6,965.43 |
6,965.43 |
6,880.51 |
6,937.26 |
PP |
6,909.08 |
6,909.08 |
6,909.08 |
6,894.99 |
S1 |
6,809.90 |
6,809.90 |
6,851.99 |
6,781.73 |
S2 |
6,753.55 |
6,753.55 |
6,837.74 |
|
S3 |
6,598.02 |
6,654.37 |
6,823.48 |
|
S4 |
6,442.49 |
6,498.84 |
6,780.71 |
|
|
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 |
2.3% |
57.95 |
0.8% |
9% |
False |
False |
|
10 |
7,008.26 |
6,770.30 |
237.96 |
3.5% |
59.51 |
0.9% |
40% |
False |
False |
|
20 |
7,008.26 |
6,426.57 |
581.69 |
8.5% |
93.50 |
1.4% |
76% |
False |
False |
|
40 |
7,008.26 |
6,322.60 |
685.66 |
10.0% |
119.22 |
1.7% |
79% |
False |
False |
|
60 |
7,186.09 |
6,322.60 |
863.49 |
12.6% |
113.17 |
1.6% |
63% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.9% |
119.92 |
1.7% |
69% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
14.9% |
106.90 |
1.6% |
69% |
False |
False |
|
120 |
7,186.09 |
6,164.43 |
1,021.66 |
14.9% |
98.63 |
1.4% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,069.31 |
2.618 |
7,003.49 |
1.618 |
6,963.16 |
1.000 |
6,938.24 |
0.618 |
6,922.83 |
HIGH |
6,897.91 |
0.618 |
6,882.50 |
0.500 |
6,877.75 |
0.382 |
6,872.99 |
LOW |
6,857.58 |
0.618 |
6,832.66 |
1.000 |
6,817.25 |
1.618 |
6,792.33 |
2.618 |
6,752.00 |
4.250 |
6,686.18 |
|
|
Fisher Pivots for day following 18-May-2018 |
Pivot |
1 day |
3 day |
R1 |
6,877.75 |
6,905.28 |
PP |
6,873.91 |
6,892.27 |
S1 |
6,870.08 |
6,879.26 |
|