| 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 |
3,616.0 |
3,614.0 |
-2.0 |
-0.1% |
3,642.0 |
| High |
3,622.0 |
3,629.0 |
7.0 |
0.2% |
3,645.0 |
| Low |
3,593.0 |
3,609.0 |
16.0 |
0.4% |
3,571.0 |
| Close |
3,611.0 |
3,621.0 |
10.0 |
0.3% |
3,601.0 |
| Range |
29.0 |
20.0 |
-9.0 |
-31.0% |
74.0 |
| ATR |
38.3 |
37.0 |
-1.3 |
-3.4% |
0.0 |
| Volume |
680,799 |
730,677 |
49,878 |
7.3% |
4,748,483 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,679.7 |
3,670.3 |
3,632.0 |
|
| R3 |
3,659.7 |
3,650.3 |
3,626.5 |
|
| R2 |
3,639.7 |
3,639.7 |
3,624.7 |
|
| R1 |
3,630.3 |
3,630.3 |
3,622.8 |
3,635.0 |
| PP |
3,619.7 |
3,619.7 |
3,619.7 |
3,622.0 |
| S1 |
3,610.3 |
3,610.3 |
3,619.2 |
3,615.0 |
| S2 |
3,599.7 |
3,599.7 |
3,617.3 |
|
| S3 |
3,579.7 |
3,590.3 |
3,615.5 |
|
| S4 |
3,559.7 |
3,570.3 |
3,610.0 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,827.7 |
3,788.3 |
3,641.7 |
|
| R3 |
3,753.7 |
3,714.3 |
3,621.4 |
|
| R2 |
3,679.7 |
3,679.7 |
3,614.6 |
|
| R1 |
3,640.3 |
3,640.3 |
3,607.8 |
3,623.0 |
| PP |
3,605.7 |
3,605.7 |
3,605.7 |
3,597.0 |
| S1 |
3,566.3 |
3,566.3 |
3,594.2 |
3,549.0 |
| S2 |
3,531.7 |
3,531.7 |
3,587.4 |
|
| S3 |
3,457.7 |
3,492.3 |
3,580.7 |
|
| S4 |
3,383.7 |
3,418.3 |
3,560.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,629.0 |
3,571.0 |
58.0 |
1.6% |
27.8 |
0.8% |
86% |
True |
False |
831,497 |
| 10 |
3,645.0 |
3,518.0 |
127.0 |
3.5% |
36.0 |
1.0% |
81% |
False |
False |
900,342 |
| 20 |
3,645.0 |
3,326.0 |
319.0 |
8.8% |
36.6 |
1.0% |
92% |
False |
False |
1,013,289 |
| 40 |
3,645.0 |
3,321.0 |
324.0 |
8.9% |
36.2 |
1.0% |
93% |
False |
False |
962,804 |
| 60 |
3,645.0 |
3,200.0 |
445.0 |
12.3% |
34.7 |
1.0% |
95% |
False |
False |
782,677 |
| 80 |
3,645.0 |
3,135.0 |
510.0 |
14.1% |
33.7 |
0.9% |
95% |
False |
False |
589,183 |
| 100 |
3,645.0 |
3,135.0 |
510.0 |
14.1% |
31.3 |
0.9% |
95% |
False |
False |
472,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,714.0 |
|
2.618 |
3,681.4 |
|
1.618 |
3,661.4 |
|
1.000 |
3,649.0 |
|
0.618 |
3,641.4 |
|
HIGH |
3,629.0 |
|
0.618 |
3,621.4 |
|
0.500 |
3,619.0 |
|
0.382 |
3,616.6 |
|
LOW |
3,609.0 |
|
0.618 |
3,596.6 |
|
1.000 |
3,589.0 |
|
1.618 |
3,576.6 |
|
2.618 |
3,556.6 |
|
4.250 |
3,524.0 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,620.3 |
3,616.3 |
| PP |
3,619.7 |
3,611.7 |
| S1 |
3,619.0 |
3,607.0 |
|