| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,665.0 |
12,592.0 |
-73.0 |
-0.6% |
12,815.5 |
| High |
12,686.5 |
12,702.0 |
15.5 |
0.1% |
12,843.5 |
| Low |
12,564.5 |
12,582.0 |
17.5 |
0.1% |
12,491.5 |
| Close |
12,619.0 |
12,659.0 |
40.0 |
0.3% |
12,636.0 |
| Range |
122.0 |
120.0 |
-2.0 |
-1.6% |
352.0 |
| ATR |
121.6 |
121.5 |
-0.1 |
-0.1% |
0.0 |
| Volume |
80,985 |
59,318 |
-21,667 |
-26.8% |
441,091 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,007.7 |
12,953.3 |
12,725.0 |
|
| R3 |
12,887.7 |
12,833.3 |
12,692.0 |
|
| R2 |
12,767.7 |
12,767.7 |
12,681.0 |
|
| R1 |
12,713.3 |
12,713.3 |
12,670.0 |
12,740.5 |
| PP |
12,647.7 |
12,647.7 |
12,647.7 |
12,661.3 |
| S1 |
12,593.3 |
12,593.3 |
12,648.0 |
12,620.5 |
| S2 |
12,527.7 |
12,527.7 |
12,637.0 |
|
| S3 |
12,407.7 |
12,473.3 |
12,626.0 |
|
| S4 |
12,287.7 |
12,353.3 |
12,593.0 |
|
|
| 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 |
12,787.5 |
12,491.5 |
296.0 |
2.3% |
139.3 |
1.1% |
57% |
False |
False |
80,768 |
| 10 |
12,843.5 |
12,491.5 |
352.0 |
2.8% |
114.4 |
0.9% |
48% |
False |
False |
79,743 |
| 20 |
12,843.5 |
12,426.0 |
417.5 |
3.3% |
107.0 |
0.8% |
56% |
False |
False |
73,259 |
| 40 |
12,843.5 |
11,942.5 |
901.0 |
7.1% |
115.4 |
0.9% |
80% |
False |
False |
77,974 |
| 60 |
12,843.5 |
11,751.0 |
1,092.5 |
8.6% |
113.1 |
0.9% |
83% |
False |
False |
64,895 |
| 80 |
12,843.5 |
11,496.0 |
1,347.5 |
10.6% |
109.5 |
0.9% |
86% |
False |
False |
48,774 |
| 100 |
12,843.5 |
11,428.0 |
1,415.5 |
11.2% |
106.2 |
0.8% |
87% |
False |
False |
39,154 |
| 120 |
12,843.5 |
10,439.5 |
2,404.0 |
19.0% |
102.4 |
0.8% |
92% |
False |
False |
32,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,212.0 |
|
2.618 |
13,016.2 |
|
1.618 |
12,896.2 |
|
1.000 |
12,822.0 |
|
0.618 |
12,776.2 |
|
HIGH |
12,702.0 |
|
0.618 |
12,656.2 |
|
0.500 |
12,642.0 |
|
0.382 |
12,627.8 |
|
LOW |
12,582.0 |
|
0.618 |
12,507.8 |
|
1.000 |
12,462.0 |
|
1.618 |
12,387.8 |
|
2.618 |
12,267.8 |
|
4.250 |
12,072.0 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,653.3 |
12,650.4 |
| PP |
12,647.7 |
12,641.8 |
| S1 |
12,642.0 |
12,633.3 |
|