| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,643.0 |
12,665.0 |
22.0 |
0.2% |
12,815.5 |
| High |
12,661.0 |
12,709.0 |
48.0 |
0.4% |
12,843.5 |
| Low |
12,611.0 |
12,537.5 |
-73.5 |
-0.6% |
12,491.5 |
| Close |
12,631.0 |
12,613.0 |
-18.0 |
-0.1% |
12,636.0 |
| Range |
50.0 |
171.5 |
121.5 |
243.0% |
352.0 |
| ATR |
116.4 |
120.3 |
3.9 |
3.4% |
0.0 |
| Volume |
83,576 |
65,557 |
-18,019 |
-21.6% |
441,091 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,134.3 |
13,045.2 |
12,707.3 |
|
| R3 |
12,962.8 |
12,873.7 |
12,660.2 |
|
| R2 |
12,791.3 |
12,791.3 |
12,644.4 |
|
| R1 |
12,702.2 |
12,702.2 |
12,628.7 |
12,661.0 |
| PP |
12,619.8 |
12,619.8 |
12,619.8 |
12,599.3 |
| S1 |
12,530.7 |
12,530.7 |
12,597.3 |
12,489.5 |
| S2 |
12,448.3 |
12,448.3 |
12,581.6 |
|
| S3 |
12,276.8 |
12,359.2 |
12,565.8 |
|
| S4 |
12,105.3 |
12,187.7 |
12,518.7 |
|
|
| 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 |
12,709.0 |
12,537.5 |
171.5 |
1.4% |
105.0 |
0.8% |
44% |
True |
True |
71,560 |
| 10 |
12,843.5 |
12,491.5 |
352.0 |
2.8% |
118.1 |
0.9% |
35% |
False |
False |
80,020 |
| 20 |
12,843.5 |
12,426.0 |
417.5 |
3.3% |
111.7 |
0.9% |
45% |
False |
False |
74,473 |
| 40 |
12,843.5 |
11,962.5 |
881.0 |
7.0% |
115.6 |
0.9% |
74% |
False |
False |
77,424 |
| 60 |
12,843.5 |
11,811.5 |
1,032.0 |
8.2% |
112.2 |
0.9% |
78% |
False |
False |
67,372 |
| 80 |
12,843.5 |
11,496.0 |
1,347.5 |
10.7% |
110.2 |
0.9% |
83% |
False |
False |
50,630 |
| 100 |
12,843.5 |
11,456.0 |
1,387.5 |
11.0% |
105.6 |
0.8% |
83% |
False |
False |
40,641 |
| 120 |
12,843.5 |
10,495.0 |
2,348.5 |
18.6% |
102.3 |
0.8% |
90% |
False |
False |
33,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,437.9 |
|
2.618 |
13,158.0 |
|
1.618 |
12,986.5 |
|
1.000 |
12,880.5 |
|
0.618 |
12,815.0 |
|
HIGH |
12,709.0 |
|
0.618 |
12,643.5 |
|
0.500 |
12,623.3 |
|
0.382 |
12,603.0 |
|
LOW |
12,537.5 |
|
0.618 |
12,431.5 |
|
1.000 |
12,366.0 |
|
1.618 |
12,260.0 |
|
2.618 |
12,088.5 |
|
4.250 |
11,808.6 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,623.3 |
12,623.3 |
| PP |
12,619.8 |
12,619.8 |
| S1 |
12,616.4 |
12,616.4 |
|