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 |
24,879.37 |
24,809.55 |
-69.82 |
-0.3% |
24,317.66 |
High |
24,994.19 |
24,809.55 |
-184.64 |
-0.7% |
24,868.65 |
Low |
24,862.52 |
24,629.39 |
-233.13 |
-0.9% |
24,198.34 |
Close |
24,899.41 |
24,706.41 |
-193.00 |
-0.8% |
24,831.17 |
Range |
131.67 |
180.16 |
48.49 |
36.8% |
670.31 |
ATR |
326.42 |
322.39 |
-4.03 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,255.60 |
25,161.16 |
24,805.50 |
|
R3 |
25,075.44 |
24,981.00 |
24,755.95 |
|
R2 |
24,895.28 |
24,895.28 |
24,739.44 |
|
R1 |
24,800.84 |
24,800.84 |
24,722.92 |
24,757.98 |
PP |
24,715.12 |
24,715.12 |
24,715.12 |
24,693.69 |
S1 |
24,620.68 |
24,620.68 |
24,689.90 |
24,577.82 |
S2 |
24,534.96 |
24,534.96 |
24,673.38 |
|
S3 |
24,354.80 |
24,440.52 |
24,656.87 |
|
S4 |
24,174.64 |
24,260.36 |
24,607.32 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,643.65 |
26,407.72 |
25,199.84 |
|
R3 |
25,973.34 |
25,737.41 |
25,015.51 |
|
R2 |
25,303.03 |
25,303.03 |
24,954.06 |
|
R1 |
25,067.10 |
25,067.10 |
24,892.62 |
25,185.07 |
PP |
24,632.72 |
24,632.72 |
24,632.72 |
24,691.70 |
S1 |
24,396.79 |
24,396.79 |
24,769.72 |
24,514.76 |
S2 |
23,962.41 |
23,962.41 |
24,708.28 |
|
S3 |
23,292.10 |
23,726.48 |
24,646.83 |
|
S4 |
22,621.79 |
23,056.17 |
24,462.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,994.19 |
24,323.87 |
670.32 |
2.7% |
188.93 |
0.8% |
57% |
False |
False |
|
10 |
24,994.19 |
23,531.31 |
1,462.88 |
5.9% |
269.32 |
1.1% |
80% |
False |
False |
|
20 |
24,994.19 |
23,531.31 |
1,462.88 |
5.9% |
283.95 |
1.1% |
80% |
False |
False |
|
40 |
24,994.19 |
23,344.52 |
1,649.67 |
6.7% |
357.00 |
1.4% |
83% |
False |
False |
|
60 |
25,800.35 |
23,344.52 |
2,455.83 |
9.9% |
364.85 |
1.5% |
55% |
False |
False |
|
80 |
26,616.71 |
23,344.52 |
3,272.19 |
13.2% |
396.05 |
1.6% |
42% |
False |
False |
|
100 |
26,616.71 |
23,344.52 |
3,272.19 |
13.2% |
345.78 |
1.4% |
42% |
False |
False |
|
120 |
26,616.71 |
23,344.52 |
3,272.19 |
13.2% |
313.68 |
1.3% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,575.23 |
2.618 |
25,281.21 |
1.618 |
25,101.05 |
1.000 |
24,989.71 |
0.618 |
24,920.89 |
HIGH |
24,809.55 |
0.618 |
24,740.73 |
0.500 |
24,719.47 |
0.382 |
24,698.21 |
LOW |
24,629.39 |
0.618 |
24,518.05 |
1.000 |
24,449.23 |
1.618 |
24,337.89 |
2.618 |
24,157.73 |
4.250 |
23,863.71 |
|
|
Fisher Pivots for day following 15-May-2018 |
Pivot |
1 day |
3 day |
R1 |
24,719.47 |
24,811.79 |
PP |
24,715.12 |
24,776.66 |
S1 |
24,710.76 |
24,741.54 |
|