| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,228.3 |
1,230.8 |
2.5 |
0.2% |
1,223.1 |
| High |
1,237.4 |
1,239.1 |
1.7 |
0.1% |
1,236.9 |
| Low |
1,226.8 |
1,230.0 |
3.2 |
0.3% |
1,214.3 |
| Close |
1,230.0 |
1,236.4 |
6.4 |
0.5% |
1,227.7 |
| Range |
10.6 |
9.1 |
-1.5 |
-14.2% |
22.6 |
| ATR |
13.0 |
12.7 |
-0.3 |
-2.1% |
0.0 |
| Volume |
189,226 |
204,211 |
14,985 |
7.9% |
1,087,387 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,262.5 |
1,258.5 |
1,241.4 |
|
| R3 |
1,253.4 |
1,249.4 |
1,238.9 |
|
| R2 |
1,244.3 |
1,244.3 |
1,238.1 |
|
| R1 |
1,240.3 |
1,240.3 |
1,237.2 |
1,242.3 |
| PP |
1,235.2 |
1,235.2 |
1,235.2 |
1,236.2 |
| S1 |
1,231.2 |
1,231.2 |
1,235.6 |
1,233.2 |
| S2 |
1,226.1 |
1,226.1 |
1,234.7 |
|
| S3 |
1,217.0 |
1,222.1 |
1,233.9 |
|
| S4 |
1,207.9 |
1,213.0 |
1,231.4 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,294.1 |
1,283.5 |
1,240.1 |
|
| R3 |
1,271.5 |
1,260.9 |
1,233.9 |
|
| R2 |
1,248.9 |
1,248.9 |
1,231.8 |
|
| R1 |
1,238.3 |
1,238.3 |
1,229.8 |
1,243.6 |
| PP |
1,226.3 |
1,226.3 |
1,226.3 |
1,229.0 |
| S1 |
1,215.7 |
1,215.7 |
1,225.6 |
1,221.0 |
| S2 |
1,203.7 |
1,203.7 |
1,223.6 |
|
| S3 |
1,181.1 |
1,193.1 |
1,221.5 |
|
| S4 |
1,158.5 |
1,170.5 |
1,215.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,239.1 |
1,216.9 |
22.2 |
1.8% |
9.2 |
0.7% |
88% |
True |
False |
205,148 |
| 10 |
1,257.8 |
1,214.3 |
43.5 |
3.5% |
12.4 |
1.0% |
51% |
False |
False |
232,868 |
| 20 |
1,292.7 |
1,214.3 |
78.4 |
6.3% |
12.0 |
1.0% |
28% |
False |
False |
231,378 |
| 40 |
1,297.4 |
1,214.3 |
83.1 |
6.7% |
12.4 |
1.0% |
27% |
False |
False |
201,100 |
| 60 |
1,297.4 |
1,198.0 |
99.4 |
8.0% |
12.5 |
1.0% |
39% |
False |
False |
139,415 |
| 80 |
1,297.4 |
1,186.0 |
111.4 |
9.0% |
12.9 |
1.0% |
45% |
False |
False |
105,974 |
| 100 |
1,297.4 |
1,134.6 |
162.8 |
13.2% |
13.0 |
1.0% |
63% |
False |
False |
85,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,277.8 |
|
2.618 |
1,262.9 |
|
1.618 |
1,253.8 |
|
1.000 |
1,248.2 |
|
0.618 |
1,244.7 |
|
HIGH |
1,239.1 |
|
0.618 |
1,235.6 |
|
0.500 |
1,234.6 |
|
0.382 |
1,233.5 |
|
LOW |
1,230.0 |
|
0.618 |
1,224.4 |
|
1.000 |
1,220.9 |
|
1.618 |
1,215.3 |
|
2.618 |
1,206.2 |
|
4.250 |
1,191.3 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,235.8 |
1,234.9 |
| PP |
1,235.2 |
1,233.3 |
| S1 |
1,234.6 |
1,231.8 |
|