| 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 |
24,811 |
24,868 |
57 |
0.2% |
24,226 |
| High |
24,971 |
24,895 |
-76 |
-0.3% |
24,847 |
| Low |
24,811 |
24,603 |
-208 |
-0.8% |
24,135 |
| Close |
24,886 |
24,660 |
-226 |
-0.9% |
24,823 |
| Range |
160 |
292 |
132 |
82.5% |
712 |
| ATR |
351 |
347 |
-4 |
-1.2% |
0 |
| Volume |
134,517 |
204,096 |
69,579 |
51.7% |
885,465 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,595 |
25,420 |
24,821 |
|
| R3 |
25,303 |
25,128 |
24,740 |
|
| R2 |
25,011 |
25,011 |
24,714 |
|
| R1 |
24,836 |
24,836 |
24,687 |
24,778 |
| PP |
24,719 |
24,719 |
24,719 |
24,690 |
| S1 |
24,544 |
24,544 |
24,633 |
24,486 |
| S2 |
24,427 |
24,427 |
24,607 |
|
| S3 |
24,135 |
24,252 |
24,580 |
|
| S4 |
23,843 |
23,960 |
24,500 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,738 |
26,492 |
25,215 |
|
| R3 |
26,026 |
25,780 |
25,019 |
|
| R2 |
25,314 |
25,314 |
24,954 |
|
| R1 |
25,068 |
25,068 |
24,888 |
25,191 |
| PP |
24,602 |
24,602 |
24,602 |
24,663 |
| S1 |
24,356 |
24,356 |
24,758 |
24,479 |
| S2 |
23,890 |
23,890 |
24,693 |
|
| S3 |
23,178 |
23,644 |
24,627 |
|
| S4 |
22,466 |
22,932 |
24,432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24,971 |
24,267 |
704 |
2.9% |
239 |
1.0% |
56% |
False |
False |
166,510 |
| 10 |
24,971 |
23,467 |
1,504 |
6.1% |
301 |
1.2% |
79% |
False |
False |
199,758 |
| 20 |
24,971 |
23,467 |
1,504 |
6.1% |
323 |
1.3% |
79% |
False |
False |
206,135 |
| 40 |
24,998 |
23,306 |
1,692 |
6.9% |
420 |
1.7% |
80% |
False |
False |
262,070 |
| 60 |
25,832 |
23,306 |
2,526 |
10.2% |
431 |
1.7% |
54% |
False |
False |
202,266 |
| 80 |
26,723 |
23,122 |
3,601 |
14.6% |
475 |
1.9% |
43% |
False |
False |
151,877 |
| 100 |
26,723 |
23,122 |
3,601 |
14.6% |
415 |
1.7% |
43% |
False |
False |
121,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26,136 |
|
2.618 |
25,660 |
|
1.618 |
25,368 |
|
1.000 |
25,187 |
|
0.618 |
25,076 |
|
HIGH |
24,895 |
|
0.618 |
24,784 |
|
0.500 |
24,749 |
|
0.382 |
24,715 |
|
LOW |
24,603 |
|
0.618 |
24,423 |
|
1.000 |
24,311 |
|
1.618 |
24,131 |
|
2.618 |
23,839 |
|
4.250 |
23,362 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
24,749 |
24,787 |
| PP |
24,719 |
24,745 |
| S1 |
24,690 |
24,702 |
|