| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,388.75 |
2,399.75 |
11.00 |
0.5% |
2,402.50 |
| High |
2,402.25 |
2,404.50 |
2.25 |
0.1% |
2,403.75 |
| Low |
2,388.00 |
2,393.75 |
5.75 |
0.2% |
2,379.00 |
| Close |
2,398.50 |
2,397.00 |
-1.50 |
-0.1% |
2,388.75 |
| Range |
14.25 |
10.75 |
-3.50 |
-24.6% |
24.75 |
| ATR |
15.14 |
14.82 |
-0.31 |
-2.1% |
0.00 |
| Volume |
1,041,264 |
1,071,111 |
29,847 |
2.9% |
5,505,120 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.75 |
2,424.50 |
2,403.00 |
|
| R3 |
2,420.00 |
2,413.75 |
2,400.00 |
|
| R2 |
2,409.25 |
2,409.25 |
2,399.00 |
|
| R1 |
2,403.00 |
2,403.00 |
2,398.00 |
2,400.75 |
| PP |
2,398.50 |
2,398.50 |
2,398.50 |
2,397.25 |
| S1 |
2,392.25 |
2,392.25 |
2,396.00 |
2,390.00 |
| S2 |
2,387.75 |
2,387.75 |
2,395.00 |
|
| S3 |
2,377.00 |
2,381.50 |
2,394.00 |
|
| S4 |
2,366.25 |
2,370.75 |
2,391.00 |
|
|
| 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 |
2,404.50 |
2,379.00 |
25.50 |
1.1% |
11.50 |
0.5% |
71% |
True |
False |
1,110,979 |
| 10 |
2,404.50 |
2,375.50 |
29.00 |
1.2% |
13.00 |
0.5% |
74% |
True |
False |
1,105,141 |
| 20 |
2,404.50 |
2,331.25 |
73.25 |
3.1% |
13.75 |
0.6% |
90% |
True |
False |
1,178,559 |
| 40 |
2,404.50 |
2,317.75 |
86.75 |
3.6% |
17.25 |
0.7% |
91% |
True |
False |
1,376,435 |
| 60 |
2,404.50 |
2,317.75 |
86.75 |
3.6% |
16.50 |
0.7% |
91% |
True |
False |
1,129,422 |
| 80 |
2,404.50 |
2,246.25 |
158.25 |
6.6% |
16.25 |
0.7% |
95% |
True |
False |
848,735 |
| 100 |
2,404.50 |
2,222.50 |
182.00 |
7.6% |
15.75 |
0.7% |
96% |
True |
False |
679,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,450.25 |
|
2.618 |
2,432.75 |
|
1.618 |
2,422.00 |
|
1.000 |
2,415.25 |
|
0.618 |
2,411.25 |
|
HIGH |
2,404.50 |
|
0.618 |
2,400.50 |
|
0.500 |
2,399.00 |
|
0.382 |
2,397.75 |
|
LOW |
2,393.75 |
|
0.618 |
2,387.00 |
|
1.000 |
2,383.00 |
|
1.618 |
2,376.25 |
|
2.618 |
2,365.50 |
|
4.250 |
2,348.00 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,399.00 |
2,396.00 |
| PP |
2,398.50 |
2,395.25 |
| S1 |
2,397.75 |
2,394.50 |
|