| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
22,750 |
22,845 |
95 |
0.4% |
22,510 |
| High |
22,835 |
22,960 |
125 |
0.5% |
22,785 |
| Low |
22,695 |
22,795 |
100 |
0.4% |
22,360 |
| Close |
22,820 |
22,900 |
80 |
0.4% |
22,715 |
| Range |
140 |
165 |
25 |
17.9% |
425 |
| ATR |
253 |
247 |
-6 |
-2.5% |
0 |
| Volume |
5,460 |
6,995 |
1,535 |
28.1% |
39,556 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,380 |
23,305 |
22,991 |
|
| R3 |
23,215 |
23,140 |
22,946 |
|
| R2 |
23,050 |
23,050 |
22,930 |
|
| R1 |
22,975 |
22,975 |
22,915 |
23,013 |
| PP |
22,885 |
22,885 |
22,885 |
22,904 |
| S1 |
22,810 |
22,810 |
22,885 |
22,848 |
| S2 |
22,720 |
22,720 |
22,870 |
|
| S3 |
22,555 |
22,645 |
22,855 |
|
| S4 |
22,390 |
22,480 |
22,809 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,895 |
23,730 |
22,949 |
|
| R3 |
23,470 |
23,305 |
22,832 |
|
| R2 |
23,045 |
23,045 |
22,793 |
|
| R1 |
22,880 |
22,880 |
22,754 |
22,963 |
| PP |
22,620 |
22,620 |
22,620 |
22,661 |
| S1 |
22,455 |
22,455 |
22,676 |
22,538 |
| S2 |
22,195 |
22,195 |
22,637 |
|
| S3 |
21,770 |
22,030 |
22,598 |
|
| S4 |
21,345 |
21,605 |
22,481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,960 |
22,515 |
445 |
1.9% |
187 |
0.8% |
87% |
True |
False |
7,139 |
| 10 |
22,960 |
22,175 |
785 |
3.4% |
189 |
0.8% |
92% |
True |
False |
7,249 |
| 20 |
22,960 |
21,985 |
975 |
4.3% |
211 |
0.9% |
94% |
True |
False |
8,018 |
| 40 |
22,960 |
20,170 |
2,790 |
12.2% |
334 |
1.5% |
98% |
True |
False |
11,803 |
| 60 |
22,960 |
20,170 |
2,790 |
12.2% |
361 |
1.6% |
98% |
True |
False |
11,424 |
| 80 |
23,965 |
20,170 |
3,795 |
16.6% |
411 |
1.8% |
72% |
False |
False |
8,581 |
| 100 |
24,090 |
20,170 |
3,920 |
17.1% |
372 |
1.6% |
70% |
False |
False |
6,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,661 |
|
2.618 |
23,392 |
|
1.618 |
23,227 |
|
1.000 |
23,125 |
|
0.618 |
23,062 |
|
HIGH |
22,960 |
|
0.618 |
22,897 |
|
0.500 |
22,878 |
|
0.382 |
22,858 |
|
LOW |
22,795 |
|
0.618 |
22,693 |
|
1.000 |
22,630 |
|
1.618 |
22,528 |
|
2.618 |
22,363 |
|
4.250 |
22,094 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
22,893 |
22,876 |
| PP |
22,885 |
22,852 |
| S1 |
22,878 |
22,828 |
|