| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,592.0 |
12,643.0 |
51.0 |
0.4% |
12,815.5 |
| High |
12,702.0 |
12,661.0 |
-41.0 |
-0.3% |
12,843.5 |
| Low |
12,582.0 |
12,611.0 |
29.0 |
0.2% |
12,491.5 |
| Close |
12,659.0 |
12,631.0 |
-28.0 |
-0.2% |
12,636.0 |
| Range |
120.0 |
50.0 |
-70.0 |
-58.3% |
352.0 |
| ATR |
121.5 |
116.4 |
-5.1 |
-4.2% |
0.0 |
| Volume |
59,318 |
83,576 |
24,258 |
40.9% |
441,091 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,784.3 |
12,757.7 |
12,658.5 |
|
| R3 |
12,734.3 |
12,707.7 |
12,644.8 |
|
| R2 |
12,684.3 |
12,684.3 |
12,640.2 |
|
| R1 |
12,657.7 |
12,657.7 |
12,635.6 |
12,646.0 |
| PP |
12,634.3 |
12,634.3 |
12,634.3 |
12,628.5 |
| S1 |
12,607.7 |
12,607.7 |
12,626.4 |
12,596.0 |
| S2 |
12,584.3 |
12,584.3 |
12,621.8 |
|
| S3 |
12,534.3 |
12,557.7 |
12,617.3 |
|
| S4 |
12,484.3 |
12,507.7 |
12,603.5 |
|
|
| 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 |
12,702.0 |
12,491.5 |
210.5 |
1.7% |
100.7 |
0.8% |
66% |
False |
False |
73,764 |
| 10 |
12,843.5 |
12,491.5 |
352.0 |
2.8% |
112.3 |
0.9% |
40% |
False |
False |
79,814 |
| 20 |
12,843.5 |
12,426.0 |
417.5 |
3.3% |
106.1 |
0.8% |
49% |
False |
False |
74,399 |
| 40 |
12,843.5 |
11,942.5 |
901.0 |
7.1% |
114.3 |
0.9% |
76% |
False |
False |
77,852 |
| 60 |
12,843.5 |
11,811.5 |
1,032.0 |
8.2% |
110.5 |
0.9% |
79% |
False |
False |
66,281 |
| 80 |
12,843.5 |
11,496.0 |
1,347.5 |
10.7% |
109.6 |
0.9% |
84% |
False |
False |
49,813 |
| 100 |
12,843.5 |
11,428.0 |
1,415.5 |
11.2% |
106.0 |
0.8% |
85% |
False |
False |
39,987 |
| 120 |
12,843.5 |
10,439.5 |
2,404.0 |
19.0% |
101.8 |
0.8% |
91% |
False |
False |
33,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,873.5 |
|
2.618 |
12,791.9 |
|
1.618 |
12,741.9 |
|
1.000 |
12,711.0 |
|
0.618 |
12,691.9 |
|
HIGH |
12,661.0 |
|
0.618 |
12,641.9 |
|
0.500 |
12,636.0 |
|
0.382 |
12,630.1 |
|
LOW |
12,611.0 |
|
0.618 |
12,580.1 |
|
1.000 |
12,561.0 |
|
1.618 |
12,530.1 |
|
2.618 |
12,480.1 |
|
4.250 |
12,398.5 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,636.0 |
12,633.3 |
| PP |
12,634.3 |
12,632.5 |
| S1 |
12,632.7 |
12,631.8 |
|