| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1,295.9 |
1,295.6 |
-0.3 |
0.0% |
1,324.5 |
| High |
1,299.1 |
1,298.4 |
-0.7 |
-0.1% |
1,328.7 |
| Low |
1,291.0 |
1,286.8 |
-4.2 |
-0.3% |
1,290.0 |
| Close |
1,296.9 |
1,296.4 |
-0.5 |
0.0% |
1,296.9 |
| Range |
8.1 |
11.6 |
3.5 |
43.2% |
38.7 |
| ATR |
12.9 |
12.8 |
-0.1 |
-0.7% |
0.0 |
| Volume |
26,605 |
53,904 |
27,299 |
102.6% |
139,332 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.7 |
1,324.1 |
1,302.8 |
|
| R3 |
1,317.1 |
1,312.5 |
1,299.6 |
|
| R2 |
1,305.5 |
1,305.5 |
1,298.5 |
|
| R1 |
1,300.9 |
1,300.9 |
1,297.5 |
1,303.2 |
| PP |
1,293.9 |
1,293.9 |
1,293.9 |
1,295.0 |
| S1 |
1,289.3 |
1,289.3 |
1,295.3 |
1,291.6 |
| S2 |
1,282.3 |
1,282.3 |
1,294.3 |
|
| S3 |
1,270.7 |
1,277.7 |
1,293.2 |
|
| S4 |
1,259.1 |
1,266.1 |
1,290.0 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.3 |
1,397.8 |
1,318.2 |
|
| R3 |
1,382.6 |
1,359.1 |
1,307.5 |
|
| R2 |
1,343.9 |
1,343.9 |
1,304.0 |
|
| R1 |
1,320.4 |
1,320.4 |
1,300.4 |
1,312.8 |
| PP |
1,305.2 |
1,305.2 |
1,305.2 |
1,301.4 |
| S1 |
1,281.7 |
1,281.7 |
1,293.4 |
1,274.1 |
| S2 |
1,266.5 |
1,266.5 |
1,289.8 |
|
| S3 |
1,227.8 |
1,243.0 |
1,286.3 |
|
| S4 |
1,189.1 |
1,204.3 |
1,275.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,320.8 |
1,286.8 |
34.0 |
2.6% |
13.3 |
1.0% |
28% |
False |
True |
32,470 |
| 10 |
1,332.4 |
1,286.8 |
45.6 |
3.5% |
12.3 |
0.9% |
21% |
False |
True |
33,156 |
| 20 |
1,340.5 |
1,286.8 |
53.7 |
4.1% |
11.9 |
0.9% |
18% |
False |
True |
23,251 |
| 40 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
13.3 |
1.0% |
11% |
False |
True |
14,646 |
| 60 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
13.1 |
1.0% |
11% |
False |
True |
11,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,347.7 |
|
2.618 |
1,328.8 |
|
1.618 |
1,317.2 |
|
1.000 |
1,310.0 |
|
0.618 |
1,305.6 |
|
HIGH |
1,298.4 |
|
0.618 |
1,294.0 |
|
0.500 |
1,292.6 |
|
0.382 |
1,291.2 |
|
LOW |
1,286.8 |
|
0.618 |
1,279.6 |
|
1.000 |
1,275.2 |
|
1.618 |
1,268.0 |
|
2.618 |
1,256.4 |
|
4.250 |
1,237.5 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,295.1 |
1,295.3 |
| PP |
1,293.9 |
1,294.3 |
| S1 |
1,292.6 |
1,293.2 |
|