| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,896.00 |
6,949.50 |
53.50 |
0.8% |
6,779.00 |
| High |
6,971.25 |
6,979.50 |
8.25 |
0.1% |
6,979.50 |
| Low |
6,888.75 |
6,928.25 |
39.50 |
0.6% |
6,771.00 |
| Close |
6,965.00 |
6,960.00 |
-5.00 |
-0.1% |
6,960.00 |
| Range |
82.50 |
51.25 |
-31.25 |
-37.9% |
208.50 |
| ATR |
131.73 |
125.98 |
-5.75 |
-4.4% |
0.00 |
| Volume |
292,974 |
263,016 |
-29,958 |
-10.2% |
1,566,723 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,109.75 |
7,086.00 |
6,988.25 |
|
| R3 |
7,058.50 |
7,034.75 |
6,974.00 |
|
| R2 |
7,007.25 |
7,007.25 |
6,969.50 |
|
| R1 |
6,983.50 |
6,983.50 |
6,964.75 |
6,995.50 |
| PP |
6,956.00 |
6,956.00 |
6,956.00 |
6,961.75 |
| S1 |
6,932.25 |
6,932.25 |
6,955.25 |
6,944.00 |
| S2 |
6,904.75 |
6,904.75 |
6,950.50 |
|
| S3 |
6,853.50 |
6,881.00 |
6,946.00 |
|
| S4 |
6,802.25 |
6,829.75 |
6,931.75 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,529.00 |
7,453.00 |
7,074.75 |
|
| R3 |
7,320.50 |
7,244.50 |
7,017.25 |
|
| R2 |
7,112.00 |
7,112.00 |
6,998.25 |
|
| R1 |
7,036.00 |
7,036.00 |
6,979.00 |
7,074.00 |
| PP |
6,903.50 |
6,903.50 |
6,903.50 |
6,922.50 |
| S1 |
6,827.50 |
6,827.50 |
6,941.00 |
6,865.50 |
| S2 |
6,695.00 |
6,695.00 |
6,921.75 |
|
| S3 |
6,486.50 |
6,619.00 |
6,902.75 |
|
| S4 |
6,278.00 |
6,410.50 |
6,845.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,979.50 |
6,771.00 |
208.50 |
3.0% |
74.50 |
1.1% |
91% |
True |
False |
313,344 |
| 10 |
6,979.50 |
6,538.00 |
441.50 |
6.3% |
107.25 |
1.5% |
96% |
True |
False |
362,705 |
| 20 |
6,979.50 |
6,429.25 |
550.25 |
7.9% |
123.75 |
1.8% |
96% |
True |
False |
391,845 |
| 40 |
7,084.75 |
6,306.75 |
778.00 |
11.2% |
149.75 |
2.2% |
84% |
False |
False |
483,879 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.0% |
140.50 |
2.0% |
72% |
False |
False |
358,167 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
145.25 |
2.1% |
75% |
False |
False |
268,949 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.8% |
128.50 |
1.8% |
75% |
False |
False |
215,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,197.25 |
|
2.618 |
7,113.75 |
|
1.618 |
7,062.50 |
|
1.000 |
7,030.75 |
|
0.618 |
7,011.25 |
|
HIGH |
6,979.50 |
|
0.618 |
6,960.00 |
|
0.500 |
6,954.00 |
|
0.382 |
6,947.75 |
|
LOW |
6,928.25 |
|
0.618 |
6,896.50 |
|
1.000 |
6,877.00 |
|
1.618 |
6,845.25 |
|
2.618 |
6,794.00 |
|
4.250 |
6,710.50 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,958.00 |
6,938.00 |
| PP |
6,956.00 |
6,916.00 |
| S1 |
6,954.00 |
6,894.00 |
|