| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3,607.0 |
3,543.0 |
-64.0 |
-1.8% |
3,642.0 |
| High |
3,615.0 |
3,565.0 |
-50.0 |
-1.4% |
3,645.0 |
| Low |
3,535.0 |
3,507.0 |
-28.0 |
-0.8% |
3,571.0 |
| Close |
3,562.0 |
3,541.0 |
-21.0 |
-0.6% |
3,601.0 |
| Range |
80.0 |
58.0 |
-22.0 |
-27.5% |
74.0 |
| ATR |
40.5 |
41.7 |
1.3 |
3.1% |
0.0 |
| Volume |
1,483,324 |
1,581,997 |
98,673 |
6.7% |
4,748,483 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,711.7 |
3,684.3 |
3,572.9 |
|
| R3 |
3,653.7 |
3,626.3 |
3,557.0 |
|
| R2 |
3,595.7 |
3,595.7 |
3,551.6 |
|
| R1 |
3,568.3 |
3,568.3 |
3,546.3 |
3,553.0 |
| PP |
3,537.7 |
3,537.7 |
3,537.7 |
3,530.0 |
| S1 |
3,510.3 |
3,510.3 |
3,535.7 |
3,495.0 |
| S2 |
3,479.7 |
3,479.7 |
3,530.4 |
|
| S3 |
3,421.7 |
3,452.3 |
3,525.1 |
|
| S4 |
3,363.7 |
3,394.3 |
3,509.1 |
|
|
| 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 |
3,507.0 |
122.0 |
3.4% |
42.6 |
1.2% |
28% |
False |
True |
1,039,529 |
| 10 |
3,645.0 |
3,507.0 |
138.0 |
3.9% |
43.3 |
1.2% |
25% |
False |
True |
1,037,861 |
| 20 |
3,645.0 |
3,338.0 |
307.0 |
8.7% |
38.8 |
1.1% |
66% |
False |
False |
1,061,612 |
| 40 |
3,645.0 |
3,321.0 |
324.0 |
9.1% |
38.4 |
1.1% |
68% |
False |
False |
991,003 |
| 60 |
3,645.0 |
3,200.0 |
445.0 |
12.6% |
36.0 |
1.0% |
77% |
False |
False |
833,249 |
| 80 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
34.8 |
1.0% |
80% |
False |
False |
627,444 |
| 100 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
32.5 |
0.9% |
80% |
False |
False |
502,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,811.5 |
|
2.618 |
3,716.8 |
|
1.618 |
3,658.8 |
|
1.000 |
3,623.0 |
|
0.618 |
3,600.8 |
|
HIGH |
3,565.0 |
|
0.618 |
3,542.8 |
|
0.500 |
3,536.0 |
|
0.382 |
3,529.2 |
|
LOW |
3,507.0 |
|
0.618 |
3,471.2 |
|
1.000 |
3,449.0 |
|
1.618 |
3,413.2 |
|
2.618 |
3,355.2 |
|
4.250 |
3,260.5 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,539.3 |
3,568.0 |
| PP |
3,537.7 |
3,559.0 |
| S1 |
3,536.0 |
3,550.0 |
|