| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,395.00 |
2,390.25 |
-4.75 |
-0.2% |
2,402.50 |
| High |
2,395.25 |
2,391.50 |
-3.75 |
-0.2% |
2,403.75 |
| Low |
2,379.00 |
2,384.25 |
5.25 |
0.2% |
2,379.00 |
| Close |
2,391.00 |
2,388.75 |
-2.25 |
-0.1% |
2,388.75 |
| Range |
16.25 |
7.25 |
-9.00 |
-55.4% |
24.75 |
| ATR |
15.82 |
15.20 |
-0.61 |
-3.9% |
0.00 |
| Volume |
1,356,242 |
1,087,422 |
-268,820 |
-19.8% |
5,505,120 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,410.00 |
2,406.50 |
2,392.75 |
|
| R3 |
2,402.75 |
2,399.25 |
2,390.75 |
|
| R2 |
2,395.50 |
2,395.50 |
2,390.00 |
|
| R1 |
2,392.00 |
2,392.00 |
2,389.50 |
2,390.00 |
| PP |
2,388.25 |
2,388.25 |
2,388.25 |
2,387.25 |
| S1 |
2,384.75 |
2,384.75 |
2,388.00 |
2,383.00 |
| S2 |
2,381.00 |
2,381.00 |
2,387.50 |
|
| S3 |
2,373.75 |
2,377.50 |
2,386.75 |
|
| S4 |
2,366.50 |
2,370.25 |
2,384.75 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,464.75 |
2,451.50 |
2,402.25 |
|
| R3 |
2,440.00 |
2,426.75 |
2,395.50 |
|
| R2 |
2,415.25 |
2,415.25 |
2,393.25 |
|
| R1 |
2,402.00 |
2,402.00 |
2,391.00 |
2,396.25 |
| PP |
2,390.50 |
2,390.50 |
2,390.50 |
2,387.50 |
| S1 |
2,377.25 |
2,377.25 |
2,386.50 |
2,371.50 |
| S2 |
2,365.75 |
2,365.75 |
2,384.25 |
|
| S3 |
2,341.00 |
2,352.50 |
2,382.00 |
|
| S4 |
2,316.25 |
2,327.75 |
2,375.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,403.75 |
2,379.00 |
24.75 |
1.0% |
11.75 |
0.5% |
39% |
False |
False |
1,101,024 |
| 10 |
2,403.75 |
2,375.50 |
28.25 |
1.2% |
12.50 |
0.5% |
47% |
False |
False |
1,080,429 |
| 20 |
2,403.75 |
2,322.75 |
81.00 |
3.4% |
14.50 |
0.6% |
81% |
False |
False |
1,193,634 |
| 40 |
2,403.75 |
2,317.75 |
86.00 |
3.6% |
17.25 |
0.7% |
83% |
False |
False |
1,382,462 |
| 60 |
2,403.75 |
2,317.75 |
86.00 |
3.6% |
16.50 |
0.7% |
83% |
False |
False |
1,094,518 |
| 80 |
2,403.75 |
2,246.25 |
157.50 |
6.6% |
16.25 |
0.7% |
90% |
False |
False |
822,384 |
| 100 |
2,403.75 |
2,222.50 |
181.25 |
7.6% |
15.75 |
0.7% |
92% |
False |
False |
658,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,422.25 |
|
2.618 |
2,410.50 |
|
1.618 |
2,403.25 |
|
1.000 |
2,398.75 |
|
0.618 |
2,396.00 |
|
HIGH |
2,391.50 |
|
0.618 |
2,388.75 |
|
0.500 |
2,388.00 |
|
0.382 |
2,387.00 |
|
LOW |
2,384.25 |
|
0.618 |
2,379.75 |
|
1.000 |
2,377.00 |
|
1.618 |
2,372.50 |
|
2.618 |
2,365.25 |
|
4.250 |
2,353.50 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,388.50 |
2,388.50 |
| PP |
2,388.25 |
2,388.25 |
| S1 |
2,388.00 |
2,388.00 |
|