| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,390.25 |
2,388.75 |
-1.50 |
-0.1% |
2,402.50 |
| High |
2,391.50 |
2,402.25 |
10.75 |
0.4% |
2,403.75 |
| Low |
2,384.25 |
2,388.00 |
3.75 |
0.2% |
2,379.00 |
| Close |
2,388.75 |
2,398.50 |
9.75 |
0.4% |
2,388.75 |
| Range |
7.25 |
14.25 |
7.00 |
96.6% |
24.75 |
| ATR |
15.20 |
15.14 |
-0.07 |
-0.4% |
0.00 |
| Volume |
1,087,422 |
1,041,264 |
-46,158 |
-4.2% |
5,505,120 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,439.00 |
2,433.00 |
2,406.25 |
|
| R3 |
2,424.75 |
2,418.75 |
2,402.50 |
|
| R2 |
2,410.50 |
2,410.50 |
2,401.00 |
|
| R1 |
2,404.50 |
2,404.50 |
2,399.75 |
2,407.50 |
| PP |
2,396.25 |
2,396.25 |
2,396.25 |
2,397.75 |
| S1 |
2,390.25 |
2,390.25 |
2,397.25 |
2,393.25 |
| S2 |
2,382.00 |
2,382.00 |
2,396.00 |
|
| S3 |
2,367.75 |
2,376.00 |
2,394.50 |
|
| S4 |
2,353.50 |
2,361.75 |
2,390.75 |
|
|
| 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 |
2,402.25 |
2,379.00 |
23.25 |
1.0% |
11.75 |
0.5% |
84% |
True |
False |
1,117,844 |
| 10 |
2,403.75 |
2,375.50 |
28.25 |
1.2% |
12.50 |
0.5% |
81% |
False |
False |
1,093,928 |
| 20 |
2,403.75 |
2,330.25 |
73.50 |
3.1% |
14.00 |
0.6% |
93% |
False |
False |
1,196,614 |
| 40 |
2,403.75 |
2,317.75 |
86.00 |
3.6% |
17.25 |
0.7% |
94% |
False |
False |
1,376,560 |
| 60 |
2,403.75 |
2,317.75 |
86.00 |
3.6% |
16.50 |
0.7% |
94% |
False |
False |
1,111,707 |
| 80 |
2,403.75 |
2,246.25 |
157.50 |
6.6% |
16.25 |
0.7% |
97% |
False |
False |
835,377 |
| 100 |
2,403.75 |
2,222.50 |
181.25 |
7.6% |
15.75 |
0.7% |
97% |
False |
False |
668,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,462.75 |
|
2.618 |
2,439.50 |
|
1.618 |
2,425.25 |
|
1.000 |
2,416.50 |
|
0.618 |
2,411.00 |
|
HIGH |
2,402.25 |
|
0.618 |
2,396.75 |
|
0.500 |
2,395.00 |
|
0.382 |
2,393.50 |
|
LOW |
2,388.00 |
|
0.618 |
2,379.25 |
|
1.000 |
2,373.75 |
|
1.618 |
2,365.00 |
|
2.618 |
2,350.75 |
|
4.250 |
2,327.50 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,397.50 |
2,396.00 |
| PP |
2,396.25 |
2,393.25 |
| S1 |
2,395.00 |
2,390.50 |
|