| 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 |
12,625.0 |
12,665.0 |
40.0 |
0.3% |
12,815.5 |
| High |
12,655.5 |
12,686.5 |
31.0 |
0.2% |
12,843.5 |
| Low |
12,594.0 |
12,564.5 |
-29.5 |
-0.2% |
12,491.5 |
| Close |
12,636.0 |
12,619.0 |
-17.0 |
-0.1% |
12,636.0 |
| Range |
61.5 |
122.0 |
60.5 |
98.4% |
352.0 |
| ATR |
121.6 |
121.6 |
0.0 |
0.0% |
0.0 |
| Volume |
68,368 |
80,985 |
12,617 |
18.5% |
441,091 |
|
| Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,989.3 |
12,926.2 |
12,686.1 |
|
| R3 |
12,867.3 |
12,804.2 |
12,652.6 |
|
| R2 |
12,745.3 |
12,745.3 |
12,641.4 |
|
| R1 |
12,682.2 |
12,682.2 |
12,630.2 |
12,652.8 |
| PP |
12,623.3 |
12,623.3 |
12,623.3 |
12,608.6 |
| S1 |
12,560.2 |
12,560.2 |
12,607.8 |
12,530.8 |
| S2 |
12,501.3 |
12,501.3 |
12,596.6 |
|
| S3 |
12,379.3 |
12,438.2 |
12,585.5 |
|
| S4 |
12,257.3 |
12,316.2 |
12,551.9 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,713.0 |
13,526.5 |
12,829.6 |
|
| R3 |
13,361.0 |
13,174.5 |
12,732.8 |
|
| R2 |
13,009.0 |
13,009.0 |
12,700.5 |
|
| R1 |
12,822.5 |
12,822.5 |
12,668.3 |
12,739.8 |
| PP |
12,657.0 |
12,657.0 |
12,657.0 |
12,615.6 |
| S1 |
12,470.5 |
12,470.5 |
12,603.7 |
12,387.8 |
| S2 |
12,305.0 |
12,305.0 |
12,571.5 |
|
| S3 |
11,953.0 |
12,118.5 |
12,539.2 |
|
| S4 |
11,601.0 |
11,766.5 |
12,442.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,841.0 |
12,491.5 |
349.5 |
2.8% |
129.1 |
1.0% |
36% |
False |
False |
91,524 |
| 10 |
12,843.5 |
12,491.5 |
352.0 |
2.8% |
110.5 |
0.9% |
36% |
False |
False |
79,479 |
| 20 |
12,843.5 |
12,271.5 |
572.0 |
4.5% |
112.6 |
0.9% |
61% |
False |
False |
74,084 |
| 40 |
12,843.5 |
11,922.5 |
921.0 |
7.3% |
116.2 |
0.9% |
76% |
False |
False |
78,353 |
| 60 |
12,843.5 |
11,751.0 |
1,092.5 |
8.7% |
112.4 |
0.9% |
79% |
False |
False |
63,915 |
| 80 |
12,843.5 |
11,496.0 |
1,347.5 |
10.7% |
108.9 |
0.9% |
83% |
False |
False |
48,036 |
| 100 |
12,843.5 |
11,428.0 |
1,415.5 |
11.2% |
105.4 |
0.8% |
84% |
False |
False |
38,561 |
| 120 |
12,843.5 |
10,439.5 |
2,404.0 |
19.1% |
101.8 |
0.8% |
91% |
False |
False |
32,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,205.0 |
|
2.618 |
13,005.9 |
|
1.618 |
12,883.9 |
|
1.000 |
12,808.5 |
|
0.618 |
12,761.9 |
|
HIGH |
12,686.5 |
|
0.618 |
12,639.9 |
|
0.500 |
12,625.5 |
|
0.382 |
12,611.1 |
|
LOW |
12,564.5 |
|
0.618 |
12,489.1 |
|
1.000 |
12,442.5 |
|
1.618 |
12,367.1 |
|
2.618 |
12,245.1 |
|
4.250 |
12,046.0 |
|
|
| Fisher Pivots for day following 22-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,625.5 |
12,609.0 |
| PP |
12,623.3 |
12,599.0 |
| S1 |
12,621.2 |
12,589.0 |
|