| Trading Metrics calculated at close of trading on 22-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3,552.0 |
3,574.0 |
22.0 |
0.6% |
3,616.0 |
| High |
3,571.0 |
3,579.0 |
8.0 |
0.2% |
3,629.0 |
| Low |
3,545.0 |
3,553.0 |
8.0 |
0.2% |
3,507.0 |
| Close |
3,566.0 |
3,561.0 |
-5.0 |
-0.1% |
3,566.0 |
| Range |
26.0 |
26.0 |
0.0 |
0.0% |
122.0 |
| ATR |
40.9 |
39.8 |
-1.1 |
-2.6% |
0.0 |
| Volume |
1,016,725 |
621,188 |
-395,537 |
-38.9% |
5,493,522 |
|
| Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,642.3 |
3,627.7 |
3,575.3 |
|
| R3 |
3,616.3 |
3,601.7 |
3,568.2 |
|
| R2 |
3,590.3 |
3,590.3 |
3,565.8 |
|
| R1 |
3,575.7 |
3,575.7 |
3,563.4 |
3,570.0 |
| PP |
3,564.3 |
3,564.3 |
3,564.3 |
3,561.5 |
| S1 |
3,549.7 |
3,549.7 |
3,558.6 |
3,544.0 |
| S2 |
3,538.3 |
3,538.3 |
3,556.2 |
|
| S3 |
3,512.3 |
3,523.7 |
3,553.9 |
|
| S4 |
3,486.3 |
3,497.7 |
3,546.7 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,933.3 |
3,871.7 |
3,633.1 |
|
| R3 |
3,811.3 |
3,749.7 |
3,599.6 |
|
| R2 |
3,689.3 |
3,689.3 |
3,588.4 |
|
| R1 |
3,627.7 |
3,627.7 |
3,577.2 |
3,597.5 |
| PP |
3,567.3 |
3,567.3 |
3,567.3 |
3,552.3 |
| S1 |
3,505.7 |
3,505.7 |
3,554.8 |
3,475.5 |
| S2 |
3,445.3 |
3,445.3 |
3,543.6 |
|
| S3 |
3,323.3 |
3,383.7 |
3,532.5 |
|
| S4 |
3,201.3 |
3,261.7 |
3,498.9 |
|
|
| 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% |
42.0 |
1.2% |
44% |
False |
False |
1,086,782 |
| 10 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
35.5 |
1.0% |
44% |
False |
False |
974,527 |
| 20 |
3,645.0 |
3,450.0 |
195.0 |
5.5% |
37.2 |
1.0% |
57% |
False |
False |
1,016,491 |
| 40 |
3,645.0 |
3,326.0 |
319.0 |
9.0% |
37.3 |
1.0% |
74% |
False |
False |
975,742 |
| 60 |
3,645.0 |
3,200.0 |
445.0 |
12.5% |
35.6 |
1.0% |
81% |
False |
False |
857,842 |
| 80 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
34.6 |
1.0% |
84% |
False |
False |
647,547 |
| 100 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
32.8 |
0.9% |
84% |
False |
False |
519,343 |
| 120 |
3,645.0 |
2,915.0 |
730.0 |
20.5% |
31.2 |
0.9% |
88% |
False |
False |
433,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,689.5 |
|
2.618 |
3,647.1 |
|
1.618 |
3,621.1 |
|
1.000 |
3,605.0 |
|
0.618 |
3,595.1 |
|
HIGH |
3,579.0 |
|
0.618 |
3,569.1 |
|
0.500 |
3,566.0 |
|
0.382 |
3,562.9 |
|
LOW |
3,553.0 |
|
0.618 |
3,536.9 |
|
1.000 |
3,527.0 |
|
1.618 |
3,510.9 |
|
2.618 |
3,484.9 |
|
4.250 |
3,442.5 |
|
|
| Fisher Pivots for day following 22-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,566.0 |
3,555.0 |
| PP |
3,564.3 |
3,549.0 |
| S1 |
3,562.7 |
3,543.0 |
|