| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3,555.0 |
3,545.0 |
-10.0 |
-0.3% |
3,574.0 |
| High |
3,558.0 |
3,580.0 |
22.0 |
0.6% |
3,593.0 |
| Low |
3,534.0 |
3,542.0 |
8.0 |
0.2% |
3,530.0 |
| Close |
3,547.0 |
3,553.0 |
6.0 |
0.2% |
3,561.0 |
| Range |
24.0 |
38.0 |
14.0 |
58.3% |
63.0 |
| ATR |
36.2 |
36.3 |
0.1 |
0.4% |
0.0 |
| Volume |
826,176 |
1,216,080 |
389,904 |
47.2% |
3,425,349 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,672.3 |
3,650.7 |
3,573.9 |
|
| R3 |
3,634.3 |
3,612.7 |
3,563.5 |
|
| R2 |
3,596.3 |
3,596.3 |
3,560.0 |
|
| R1 |
3,574.7 |
3,574.7 |
3,556.5 |
3,585.5 |
| PP |
3,558.3 |
3,558.3 |
3,558.3 |
3,563.8 |
| S1 |
3,536.7 |
3,536.7 |
3,549.5 |
3,547.5 |
| S2 |
3,520.3 |
3,520.3 |
3,546.0 |
|
| S3 |
3,482.3 |
3,498.7 |
3,542.6 |
|
| S4 |
3,444.3 |
3,460.7 |
3,532.1 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,750.3 |
3,718.7 |
3,595.7 |
|
| R3 |
3,687.3 |
3,655.7 |
3,578.3 |
|
| R2 |
3,624.3 |
3,624.3 |
3,572.6 |
|
| R1 |
3,592.7 |
3,592.7 |
3,566.8 |
3,577.0 |
| PP |
3,561.3 |
3,561.3 |
3,561.3 |
3,553.5 |
| S1 |
3,529.7 |
3,529.7 |
3,555.2 |
3,514.0 |
| S2 |
3,498.3 |
3,498.3 |
3,549.5 |
|
| S3 |
3,435.3 |
3,466.7 |
3,543.7 |
|
| S4 |
3,372.3 |
3,403.7 |
3,526.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,593.0 |
3,530.0 |
63.0 |
1.8% |
30.6 |
0.9% |
37% |
False |
False |
744,527 |
| 10 |
3,593.0 |
3,507.0 |
86.0 |
2.4% |
32.4 |
0.9% |
53% |
False |
False |
827,351 |
| 20 |
3,645.0 |
3,507.0 |
138.0 |
3.9% |
37.2 |
1.0% |
33% |
False |
False |
906,668 |
| 40 |
3,645.0 |
3,326.0 |
319.0 |
9.0% |
37.1 |
1.0% |
71% |
False |
False |
954,621 |
| 60 |
3,645.0 |
3,295.0 |
350.0 |
9.9% |
35.1 |
1.0% |
74% |
False |
False |
938,694 |
| 80 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
34.6 |
1.0% |
82% |
False |
False |
710,422 |
| 100 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
33.3 |
0.9% |
82% |
False |
False |
569,692 |
| 120 |
3,645.0 |
3,089.0 |
556.0 |
15.6% |
31.3 |
0.9% |
83% |
False |
False |
475,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,741.5 |
|
2.618 |
3,679.5 |
|
1.618 |
3,641.5 |
|
1.000 |
3,618.0 |
|
0.618 |
3,603.5 |
|
HIGH |
3,580.0 |
|
0.618 |
3,565.5 |
|
0.500 |
3,561.0 |
|
0.382 |
3,556.5 |
|
LOW |
3,542.0 |
|
0.618 |
3,518.5 |
|
1.000 |
3,504.0 |
|
1.618 |
3,480.5 |
|
2.618 |
3,442.5 |
|
4.250 |
3,380.5 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,561.0 |
3,557.0 |
| PP |
3,558.3 |
3,555.7 |
| S1 |
3,555.7 |
3,554.3 |
|