| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,396.50 |
2,355.00 |
-41.50 |
-1.7% |
2,402.50 |
| High |
2,396.75 |
2,375.00 |
-21.75 |
-0.9% |
2,403.75 |
| Low |
2,354.75 |
2,344.50 |
-10.25 |
-0.4% |
2,379.00 |
| Close |
2,357.50 |
2,363.50 |
6.00 |
0.3% |
2,388.75 |
| Range |
42.00 |
30.50 |
-11.50 |
-27.4% |
24.75 |
| ATR |
16.78 |
17.76 |
0.98 |
5.8% |
0.00 |
| Volume |
2,814,349 |
2,460,956 |
-353,393 |
-12.6% |
5,505,120 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.50 |
2,438.50 |
2,380.25 |
|
| R3 |
2,422.00 |
2,408.00 |
2,372.00 |
|
| R2 |
2,391.50 |
2,391.50 |
2,369.00 |
|
| R1 |
2,377.50 |
2,377.50 |
2,366.25 |
2,384.50 |
| PP |
2,361.00 |
2,361.00 |
2,361.00 |
2,364.50 |
| S1 |
2,347.00 |
2,347.00 |
2,360.75 |
2,354.00 |
| S2 |
2,330.50 |
2,330.50 |
2,358.00 |
|
| S3 |
2,300.00 |
2,316.50 |
2,355.00 |
|
| S4 |
2,269.50 |
2,286.00 |
2,346.75 |
|
|
| 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 |
2,404.50 |
2,344.50 |
60.00 |
2.5% |
21.00 |
0.9% |
32% |
False |
True |
1,695,020 |
| 10 |
2,404.50 |
2,344.50 |
60.00 |
2.5% |
17.50 |
0.7% |
32% |
False |
True |
1,402,042 |
| 20 |
2,404.50 |
2,340.50 |
64.00 |
2.7% |
15.25 |
0.6% |
36% |
False |
False |
1,306,183 |
| 40 |
2,404.50 |
2,317.75 |
86.75 |
3.7% |
17.75 |
0.7% |
53% |
False |
False |
1,397,033 |
| 60 |
2,404.50 |
2,317.75 |
86.75 |
3.7% |
17.25 |
0.7% |
53% |
False |
False |
1,217,006 |
| 80 |
2,404.50 |
2,257.25 |
147.25 |
6.2% |
16.75 |
0.7% |
72% |
False |
False |
914,611 |
| 100 |
2,404.50 |
2,222.50 |
182.00 |
7.7% |
16.25 |
0.7% |
77% |
False |
False |
732,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.50 |
|
2.618 |
2,454.75 |
|
1.618 |
2,424.25 |
|
1.000 |
2,405.50 |
|
0.618 |
2,393.75 |
|
HIGH |
2,375.00 |
|
0.618 |
2,363.25 |
|
0.500 |
2,359.75 |
|
0.382 |
2,356.25 |
|
LOW |
2,344.50 |
|
0.618 |
2,325.75 |
|
1.000 |
2,314.00 |
|
1.618 |
2,295.25 |
|
2.618 |
2,264.75 |
|
4.250 |
2,215.00 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,362.25 |
2,374.50 |
| PP |
2,361.00 |
2,370.75 |
| S1 |
2,359.75 |
2,367.25 |
|