| Trading Metrics calculated at close of trading on 08-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2018 |
08-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1,316.3 |
1,314.1 |
-2.2 |
-0.2% |
1,324.0 |
| High |
1,320.1 |
1,318.5 |
-1.6 |
-0.1% |
1,325.9 |
| Low |
1,310.6 |
1,306.2 |
-4.4 |
-0.3% |
1,302.3 |
| Close |
1,314.1 |
1,313.7 |
-0.4 |
0.0% |
1,314.7 |
| Range |
9.5 |
12.3 |
2.8 |
29.5% |
23.6 |
| ATR |
13.6 |
13.5 |
-0.1 |
-0.7% |
0.0 |
| Volume |
235,292 |
407,409 |
172,117 |
73.2% |
1,564,827 |
|
| Daily Pivots for day following 08-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,349.7 |
1,344.0 |
1,320.5 |
|
| R3 |
1,337.4 |
1,331.7 |
1,317.1 |
|
| R2 |
1,325.1 |
1,325.1 |
1,316.0 |
|
| R1 |
1,319.4 |
1,319.4 |
1,314.8 |
1,316.1 |
| PP |
1,312.8 |
1,312.8 |
1,312.8 |
1,311.2 |
| S1 |
1,307.1 |
1,307.1 |
1,312.6 |
1,303.8 |
| S2 |
1,300.5 |
1,300.5 |
1,311.4 |
|
| S3 |
1,288.2 |
1,294.8 |
1,310.3 |
|
| S4 |
1,275.9 |
1,282.5 |
1,306.9 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.1 |
1,373.5 |
1,327.7 |
|
| R3 |
1,361.5 |
1,349.9 |
1,321.2 |
|
| R2 |
1,337.9 |
1,337.9 |
1,319.0 |
|
| R1 |
1,326.3 |
1,326.3 |
1,316.9 |
1,320.3 |
| PP |
1,314.3 |
1,314.3 |
1,314.3 |
1,311.3 |
| S1 |
1,302.7 |
1,302.7 |
1,312.5 |
1,296.7 |
| S2 |
1,290.7 |
1,290.7 |
1,310.4 |
|
| S3 |
1,267.1 |
1,279.1 |
1,308.2 |
|
| S4 |
1,243.5 |
1,255.5 |
1,301.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,320.1 |
1,304.3 |
15.8 |
1.2% |
10.9 |
0.8% |
59% |
False |
False |
325,627 |
| 10 |
1,333.8 |
1,302.3 |
31.5 |
2.4% |
12.1 |
0.9% |
36% |
False |
False |
301,477 |
| 20 |
1,369.4 |
1,302.3 |
67.1 |
5.1% |
13.8 |
1.1% |
17% |
False |
False |
311,237 |
| 40 |
1,369.4 |
1,302.3 |
67.1 |
5.1% |
14.3 |
1.1% |
17% |
False |
False |
247,382 |
| 60 |
1,369.6 |
1,302.3 |
67.3 |
5.1% |
14.4 |
1.1% |
17% |
False |
False |
170,796 |
| 80 |
1,375.5 |
1,302.3 |
73.2 |
5.6% |
14.6 |
1.1% |
16% |
False |
False |
129,953 |
| 100 |
1,375.5 |
1,251.1 |
124.4 |
9.5% |
13.8 |
1.1% |
50% |
False |
False |
104,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,370.8 |
|
2.618 |
1,350.7 |
|
1.618 |
1,338.4 |
|
1.000 |
1,330.8 |
|
0.618 |
1,326.1 |
|
HIGH |
1,318.5 |
|
0.618 |
1,313.8 |
|
0.500 |
1,312.4 |
|
0.382 |
1,310.9 |
|
LOW |
1,306.2 |
|
0.618 |
1,298.6 |
|
1.000 |
1,293.9 |
|
1.618 |
1,286.3 |
|
2.618 |
1,274.0 |
|
4.250 |
1,253.9 |
|
|
| Fisher Pivots for day following 08-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,313.3 |
1,313.5 |
| PP |
1,312.8 |
1,313.3 |
| S1 |
1,312.4 |
1,313.2 |
|