| 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 |
6,909.18 |
6,948.87 |
39.69 |
0.6% |
6,803.45 |
| High |
6,966.93 |
6,969.30 |
2.37 |
0.0% |
6,969.30 |
| Low |
6,906.77 |
6,923.61 |
16.84 |
0.2% |
6,770.30 |
| Close |
6,963.55 |
6,952.56 |
-10.99 |
-0.2% |
6,952.56 |
| Range |
60.16 |
45.69 |
-14.47 |
-24.1% |
199.00 |
| ATR |
118.18 |
113.01 |
-5.18 |
-4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,085.56 |
7,064.75 |
6,977.69 |
|
| R3 |
7,039.87 |
7,019.06 |
6,965.12 |
|
| R2 |
6,994.18 |
6,994.18 |
6,960.94 |
|
| R1 |
6,973.37 |
6,973.37 |
6,956.75 |
6,983.78 |
| PP |
6,948.49 |
6,948.49 |
6,948.49 |
6,953.69 |
| S1 |
6,927.68 |
6,927.68 |
6,948.37 |
6,938.09 |
| S2 |
6,902.80 |
6,902.80 |
6,944.18 |
|
| S3 |
6,857.11 |
6,881.99 |
6,940.00 |
|
| S4 |
6,811.42 |
6,836.30 |
6,927.43 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,494.39 |
7,422.47 |
7,062.01 |
|
| R3 |
7,295.39 |
7,223.47 |
7,007.29 |
|
| R2 |
7,096.39 |
7,096.39 |
6,989.04 |
|
| R1 |
7,024.47 |
7,024.47 |
6,970.80 |
7,060.43 |
| PP |
6,897.39 |
6,897.39 |
6,897.39 |
6,915.37 |
| S1 |
6,825.47 |
6,825.47 |
6,934.32 |
6,861.43 |
| S2 |
6,698.39 |
6,698.39 |
6,916.08 |
|
| S3 |
6,499.39 |
6,626.47 |
6,897.84 |
|
| S4 |
6,300.39 |
6,427.47 |
6,843.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,969.30 |
6,770.30 |
199.00 |
2.9% |
61.07 |
0.9% |
92% |
True |
False |
|
| 10 |
6,969.30 |
6,539.86 |
429.44 |
6.2% |
90.78 |
1.3% |
96% |
True |
False |
|
| 20 |
6,969.30 |
6,426.57 |
542.73 |
7.8% |
100.05 |
1.4% |
97% |
True |
False |
|
| 40 |
7,061.67 |
6,322.60 |
739.07 |
10.6% |
124.02 |
1.8% |
85% |
False |
False |
|
| 60 |
7,186.09 |
6,322.60 |
863.49 |
12.4% |
116.87 |
1.7% |
73% |
False |
False |
|
| 80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
120.33 |
1.7% |
77% |
False |
False |
|
| 100 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
105.85 |
1.5% |
77% |
False |
False |
|
| 120 |
7,186.09 |
6,164.43 |
1,021.66 |
14.7% |
97.40 |
1.4% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,163.48 |
|
2.618 |
7,088.92 |
|
1.618 |
7,043.23 |
|
1.000 |
7,014.99 |
|
0.618 |
6,997.54 |
|
HIGH |
6,969.30 |
|
0.618 |
6,951.85 |
|
0.500 |
6,946.46 |
|
0.382 |
6,941.06 |
|
LOW |
6,923.61 |
|
0.618 |
6,895.37 |
|
1.000 |
6,877.92 |
|
1.618 |
6,849.68 |
|
2.618 |
6,803.99 |
|
4.250 |
6,729.43 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,950.53 |
6,931.16 |
| PP |
6,948.49 |
6,909.75 |
| S1 |
6,946.46 |
6,888.35 |
|