| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
6,830.54 |
6,909.18 |
78.64 |
1.2% |
6,669.44 |
| High |
6,895.93 |
6,966.93 |
71.00 |
1.0% |
6,783.36 |
| Low |
6,807.40 |
6,906.77 |
99.37 |
1.5% |
6,539.86 |
| Close |
6,893.21 |
6,963.55 |
70.34 |
1.0% |
6,769.12 |
| Range |
88.53 |
60.16 |
-28.37 |
-32.0% |
243.50 |
| ATR |
121.60 |
118.18 |
-3.42 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,126.23 |
7,105.05 |
6,996.64 |
|
| R3 |
7,066.07 |
7,044.89 |
6,980.09 |
|
| R2 |
7,005.91 |
7,005.91 |
6,974.58 |
|
| R1 |
6,984.73 |
6,984.73 |
6,969.06 |
6,995.32 |
| PP |
6,945.75 |
6,945.75 |
6,945.75 |
6,951.05 |
| S1 |
6,924.57 |
6,924.57 |
6,958.04 |
6,935.16 |
| S2 |
6,885.59 |
6,885.59 |
6,952.52 |
|
| S3 |
6,825.43 |
6,864.41 |
6,947.01 |
|
| S4 |
6,765.27 |
6,804.25 |
6,930.46 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,427.95 |
7,342.03 |
6,903.05 |
|
| R3 |
7,184.45 |
7,098.53 |
6,836.08 |
|
| R2 |
6,940.95 |
6,940.95 |
6,813.76 |
|
| R1 |
6,855.03 |
6,855.03 |
6,791.44 |
6,897.99 |
| PP |
6,697.45 |
6,697.45 |
6,697.45 |
6,718.93 |
| S1 |
6,611.53 |
6,611.53 |
6,746.80 |
6,654.49 |
| S2 |
6,453.95 |
6,453.95 |
6,724.48 |
|
| S3 |
6,210.45 |
6,368.03 |
6,702.16 |
|
| S4 |
5,966.95 |
6,124.53 |
6,635.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,966.93 |
6,612.39 |
354.54 |
5.1% |
86.13 |
1.2% |
99% |
True |
False |
|
| 10 |
6,966.93 |
6,539.86 |
427.07 |
6.1% |
99.36 |
1.4% |
99% |
True |
False |
|
| 20 |
6,966.93 |
6,426.57 |
540.36 |
7.8% |
103.01 |
1.5% |
99% |
True |
False |
|
| 40 |
7,075.55 |
6,322.60 |
752.95 |
10.8% |
124.51 |
1.8% |
85% |
False |
False |
|
| 60 |
7,186.09 |
6,322.60 |
863.49 |
12.4% |
118.84 |
1.7% |
74% |
False |
False |
|
| 80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
120.78 |
1.7% |
78% |
False |
False |
|
| 100 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
106.05 |
1.5% |
78% |
False |
False |
|
| 120 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
97.51 |
1.4% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,222.61 |
|
2.618 |
7,124.43 |
|
1.618 |
7,064.27 |
|
1.000 |
7,027.09 |
|
0.618 |
7,004.11 |
|
HIGH |
6,966.93 |
|
0.618 |
6,943.95 |
|
0.500 |
6,936.85 |
|
0.382 |
6,929.75 |
|
LOW |
6,906.77 |
|
0.618 |
6,869.59 |
|
1.000 |
6,846.61 |
|
1.618 |
6,809.43 |
|
2.618 |
6,749.27 |
|
4.250 |
6,651.09 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,954.65 |
6,931.91 |
| PP |
6,945.75 |
6,900.26 |
| S1 |
6,936.85 |
6,868.62 |
|