| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,230.8 |
1,237.2 |
6.4 |
0.5% |
1,223.1 |
| High |
1,239.1 |
1,261.5 |
22.4 |
1.8% |
1,236.9 |
| Low |
1,230.0 |
1,236.3 |
6.3 |
0.5% |
1,214.3 |
| Close |
1,236.4 |
1,258.7 |
22.3 |
1.8% |
1,227.7 |
| Range |
9.1 |
25.2 |
16.1 |
176.9% |
22.6 |
| ATR |
12.7 |
13.6 |
0.9 |
7.0% |
0.0 |
| Volume |
204,211 |
377,872 |
173,661 |
85.0% |
1,087,387 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,327.8 |
1,318.4 |
1,272.6 |
|
| R3 |
1,302.6 |
1,293.2 |
1,265.6 |
|
| R2 |
1,277.4 |
1,277.4 |
1,263.3 |
|
| R1 |
1,268.0 |
1,268.0 |
1,261.0 |
1,272.7 |
| PP |
1,252.2 |
1,252.2 |
1,252.2 |
1,254.5 |
| S1 |
1,242.8 |
1,242.8 |
1,256.4 |
1,247.5 |
| S2 |
1,227.0 |
1,227.0 |
1,254.1 |
|
| S3 |
1,201.8 |
1,217.6 |
1,251.8 |
|
| S4 |
1,176.6 |
1,192.4 |
1,244.8 |
|
|
| 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 |
1,261.5 |
1,216.9 |
44.6 |
3.5% |
12.6 |
1.0% |
94% |
True |
False |
241,780 |
| 10 |
1,261.5 |
1,214.3 |
47.2 |
3.7% |
12.7 |
1.0% |
94% |
True |
False |
245,289 |
| 20 |
1,290.1 |
1,214.3 |
75.8 |
6.0% |
12.4 |
1.0% |
59% |
False |
False |
237,237 |
| 40 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.5 |
1.0% |
53% |
False |
False |
209,267 |
| 60 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.7 |
1.0% |
61% |
False |
False |
145,631 |
| 80 |
1,297.4 |
1,186.0 |
111.4 |
8.9% |
13.1 |
1.0% |
65% |
False |
False |
110,632 |
| 100 |
1,297.4 |
1,134.6 |
162.8 |
12.9% |
13.2 |
1.0% |
76% |
False |
False |
89,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,368.6 |
|
2.618 |
1,327.5 |
|
1.618 |
1,302.3 |
|
1.000 |
1,286.7 |
|
0.618 |
1,277.1 |
|
HIGH |
1,261.5 |
|
0.618 |
1,251.9 |
|
0.500 |
1,248.9 |
|
0.382 |
1,245.9 |
|
LOW |
1,236.3 |
|
0.618 |
1,220.7 |
|
1.000 |
1,211.1 |
|
1.618 |
1,195.5 |
|
2.618 |
1,170.3 |
|
4.250 |
1,129.2 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,255.4 |
1,253.9 |
| PP |
1,252.2 |
1,249.0 |
| S1 |
1,248.9 |
1,244.2 |
|