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 |
1,319.1 |
1,327.9 |
8.8 |
0.7% |
1,321.9 |
High |
1,329.5 |
1,332.4 |
2.9 |
0.2% |
1,332.4 |
Low |
1,317.0 |
1,323.8 |
6.8 |
0.5% |
1,310.9 |
Close |
1,328.6 |
1,327.0 |
-1.6 |
-0.1% |
1,327.0 |
Range |
12.5 |
8.6 |
-3.9 |
-31.2% |
21.5 |
ATR |
13.0 |
12.7 |
-0.3 |
-2.4% |
0.0 |
Volume |
20,631 |
25,713 |
5,082 |
24.6% |
157,772 |
|
Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.5 |
1,348.9 |
1,331.7 |
|
R3 |
1,344.9 |
1,340.3 |
1,329.4 |
|
R2 |
1,336.3 |
1,336.3 |
1,328.6 |
|
R1 |
1,331.7 |
1,331.7 |
1,327.8 |
1,329.7 |
PP |
1,327.7 |
1,327.7 |
1,327.7 |
1,326.8 |
S1 |
1,323.1 |
1,323.1 |
1,326.2 |
1,321.1 |
S2 |
1,319.1 |
1,319.1 |
1,325.4 |
|
S3 |
1,310.5 |
1,314.5 |
1,324.6 |
|
S4 |
1,301.9 |
1,305.9 |
1,322.3 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.9 |
1,379.0 |
1,338.8 |
|
R3 |
1,366.4 |
1,357.5 |
1,332.9 |
|
R2 |
1,344.9 |
1,344.9 |
1,330.9 |
|
R1 |
1,336.0 |
1,336.0 |
1,329.0 |
1,340.5 |
PP |
1,323.4 |
1,323.4 |
1,323.4 |
1,325.7 |
S1 |
1,314.5 |
1,314.5 |
1,325.0 |
1,319.0 |
S2 |
1,301.9 |
1,301.9 |
1,323.1 |
|
S3 |
1,280.4 |
1,293.0 |
1,321.1 |
|
S4 |
1,258.9 |
1,271.5 |
1,315.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,332.4 |
1,310.9 |
21.5 |
1.6% |
11.2 |
0.8% |
75% |
True |
False |
31,554 |
10 |
1,332.4 |
1,308.6 |
23.8 |
1.8% |
11.7 |
0.9% |
77% |
True |
False |
24,907 |
20 |
1,365.1 |
1,308.6 |
56.5 |
4.3% |
11.7 |
0.9% |
33% |
False |
False |
15,201 |
40 |
1,375.1 |
1,308.6 |
66.5 |
5.0% |
13.7 |
1.0% |
28% |
False |
False |
10,508 |
60 |
1,375.1 |
1,308.6 |
66.5 |
5.0% |
13.0 |
1.0% |
28% |
False |
False |
8,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.0 |
2.618 |
1,354.9 |
1.618 |
1,346.3 |
1.000 |
1,341.0 |
0.618 |
1,337.7 |
HIGH |
1,332.4 |
0.618 |
1,329.1 |
0.500 |
1,328.1 |
0.382 |
1,327.1 |
LOW |
1,323.8 |
0.618 |
1,318.5 |
1.000 |
1,315.2 |
1.618 |
1,309.9 |
2.618 |
1,301.3 |
4.250 |
1,287.3 |
|
|
Fisher Pivots for day following 11-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1,328.1 |
1,325.2 |
PP |
1,327.7 |
1,323.4 |
S1 |
1,327.4 |
1,321.7 |
|