| 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 |
6,958.25 |
6,969.00 |
10.75 |
0.2% |
6,779.00 |
| High |
7,013.50 |
6,976.75 |
-36.75 |
-0.5% |
6,979.50 |
| Low |
6,955.50 |
6,854.25 |
-101.25 |
-1.5% |
6,771.00 |
| Close |
6,974.00 |
6,890.50 |
-83.50 |
-1.2% |
6,960.00 |
| Range |
58.00 |
122.50 |
64.50 |
111.2% |
208.50 |
| ATR |
121.12 |
121.22 |
0.10 |
0.1% |
0.00 |
| Volume |
255,900 |
432,917 |
177,017 |
69.2% |
1,566,723 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,274.75 |
7,205.00 |
6,958.00 |
|
| R3 |
7,152.25 |
7,082.50 |
6,924.25 |
|
| R2 |
7,029.75 |
7,029.75 |
6,913.00 |
|
| R1 |
6,960.00 |
6,960.00 |
6,901.75 |
6,933.50 |
| PP |
6,907.25 |
6,907.25 |
6,907.25 |
6,894.00 |
| S1 |
6,837.50 |
6,837.50 |
6,879.25 |
6,811.00 |
| S2 |
6,784.75 |
6,784.75 |
6,868.00 |
|
| S3 |
6,662.25 |
6,715.00 |
6,856.75 |
|
| S4 |
6,539.75 |
6,592.50 |
6,823.00 |
|
|
| 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 |
7,013.50 |
6,808.25 |
205.25 |
3.0% |
81.50 |
1.2% |
40% |
False |
False |
312,283 |
| 10 |
7,013.50 |
6,538.00 |
475.50 |
6.9% |
96.75 |
1.4% |
74% |
False |
False |
356,559 |
| 20 |
7,013.50 |
6,429.25 |
584.25 |
8.5% |
121.25 |
1.8% |
79% |
False |
False |
393,775 |
| 40 |
7,013.50 |
6,306.75 |
706.75 |
10.3% |
147.50 |
2.1% |
83% |
False |
False |
479,614 |
| 60 |
7,214.50 |
6,306.75 |
907.75 |
13.2% |
139.25 |
2.0% |
64% |
False |
False |
369,599 |
| 80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
146.50 |
2.1% |
68% |
False |
False |
277,547 |
| 100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.9% |
129.25 |
1.9% |
68% |
False |
False |
222,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,497.50 |
|
2.618 |
7,297.50 |
|
1.618 |
7,175.00 |
|
1.000 |
7,099.25 |
|
0.618 |
7,052.50 |
|
HIGH |
6,976.75 |
|
0.618 |
6,930.00 |
|
0.500 |
6,915.50 |
|
0.382 |
6,901.00 |
|
LOW |
6,854.25 |
|
0.618 |
6,778.50 |
|
1.000 |
6,731.75 |
|
1.618 |
6,656.00 |
|
2.618 |
6,533.50 |
|
4.250 |
6,333.50 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,915.50 |
6,934.00 |
| PP |
6,907.25 |
6,919.50 |
| S1 |
6,898.75 |
6,905.00 |
|