| 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 |
3,614.0 |
3,607.0 |
-7.0 |
-0.2% |
3,642.0 |
| High |
3,629.0 |
3,615.0 |
-14.0 |
-0.4% |
3,645.0 |
| Low |
3,609.0 |
3,535.0 |
-74.0 |
-2.1% |
3,571.0 |
| Close |
3,621.0 |
3,562.0 |
-59.0 |
-1.6% |
3,601.0 |
| Range |
20.0 |
80.0 |
60.0 |
300.0% |
74.0 |
| ATR |
37.0 |
40.5 |
3.5 |
9.5% |
0.0 |
| Volume |
730,677 |
1,483,324 |
752,647 |
103.0% |
4,748,483 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,810.7 |
3,766.3 |
3,606.0 |
|
| R3 |
3,730.7 |
3,686.3 |
3,584.0 |
|
| R2 |
3,650.7 |
3,650.7 |
3,576.7 |
|
| R1 |
3,606.3 |
3,606.3 |
3,569.3 |
3,588.5 |
| PP |
3,570.7 |
3,570.7 |
3,570.7 |
3,561.8 |
| S1 |
3,526.3 |
3,526.3 |
3,554.7 |
3,508.5 |
| S2 |
3,490.7 |
3,490.7 |
3,547.3 |
|
| S3 |
3,410.7 |
3,446.3 |
3,540.0 |
|
| S4 |
3,330.7 |
3,366.3 |
3,518.0 |
|
|
| 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 |
3,535.0 |
94.0 |
2.6% |
40.0 |
1.1% |
29% |
False |
True |
964,134 |
| 10 |
3,645.0 |
3,535.0 |
110.0 |
3.1% |
41.9 |
1.2% |
25% |
False |
True |
985,985 |
| 20 |
3,645.0 |
3,335.0 |
310.0 |
8.7% |
37.1 |
1.0% |
73% |
False |
False |
1,024,562 |
| 40 |
3,645.0 |
3,321.0 |
324.0 |
9.1% |
37.4 |
1.0% |
74% |
False |
False |
984,870 |
| 60 |
3,645.0 |
3,200.0 |
445.0 |
12.5% |
35.5 |
1.0% |
81% |
False |
False |
807,357 |
| 80 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
34.4 |
1.0% |
84% |
False |
False |
607,723 |
| 100 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
31.9 |
0.9% |
84% |
False |
False |
487,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,955.0 |
|
2.618 |
3,824.4 |
|
1.618 |
3,744.4 |
|
1.000 |
3,695.0 |
|
0.618 |
3,664.4 |
|
HIGH |
3,615.0 |
|
0.618 |
3,584.4 |
|
0.500 |
3,575.0 |
|
0.382 |
3,565.6 |
|
LOW |
3,535.0 |
|
0.618 |
3,485.6 |
|
1.000 |
3,455.0 |
|
1.618 |
3,405.6 |
|
2.618 |
3,325.6 |
|
4.250 |
3,195.0 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,575.0 |
3,582.0 |
| PP |
3,570.7 |
3,575.3 |
| S1 |
3,566.3 |
3,568.7 |
|