| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,355.00 |
2,364.00 |
9.00 |
0.4% |
2,388.75 |
| High |
2,375.00 |
2,388.00 |
13.00 |
0.5% |
2,404.50 |
| Low |
2,344.50 |
2,361.00 |
16.50 |
0.7% |
2,344.50 |
| Close |
2,363.50 |
2,381.50 |
18.00 |
0.8% |
2,381.50 |
| Range |
30.50 |
27.00 |
-3.50 |
-11.5% |
60.00 |
| ATR |
17.76 |
18.42 |
0.66 |
3.7% |
0.00 |
| Volume |
2,460,956 |
1,672,971 |
-787,985 |
-32.0% |
9,060,651 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,457.75 |
2,446.75 |
2,396.25 |
|
| R3 |
2,430.75 |
2,419.75 |
2,389.00 |
|
| R2 |
2,403.75 |
2,403.75 |
2,386.50 |
|
| R1 |
2,392.75 |
2,392.75 |
2,384.00 |
2,398.25 |
| PP |
2,376.75 |
2,376.75 |
2,376.75 |
2,379.50 |
| S1 |
2,365.75 |
2,365.75 |
2,379.00 |
2,371.25 |
| S2 |
2,349.75 |
2,349.75 |
2,376.50 |
|
| S3 |
2,322.75 |
2,338.75 |
2,374.00 |
|
| S4 |
2,295.75 |
2,311.75 |
2,366.75 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,556.75 |
2,529.25 |
2,414.50 |
|
| R3 |
2,496.75 |
2,469.25 |
2,398.00 |
|
| R2 |
2,436.75 |
2,436.75 |
2,392.50 |
|
| R1 |
2,409.25 |
2,409.25 |
2,387.00 |
2,393.00 |
| PP |
2,376.75 |
2,376.75 |
2,376.75 |
2,368.75 |
| S1 |
2,349.25 |
2,349.25 |
2,376.00 |
2,333.00 |
| S2 |
2,316.75 |
2,316.75 |
2,370.50 |
|
| S3 |
2,256.75 |
2,289.25 |
2,365.00 |
|
| S4 |
2,196.75 |
2,229.25 |
2,348.50 |
|
|
| 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% |
25.00 |
1.0% |
62% |
False |
False |
1,812,130 |
| 10 |
2,404.50 |
2,344.50 |
60.00 |
2.5% |
18.25 |
0.8% |
62% |
False |
False |
1,456,577 |
| 20 |
2,404.50 |
2,344.50 |
60.00 |
2.5% |
15.75 |
0.7% |
62% |
False |
False |
1,325,943 |
| 40 |
2,404.50 |
2,317.75 |
86.75 |
3.6% |
17.75 |
0.8% |
73% |
False |
False |
1,398,069 |
| 60 |
2,404.50 |
2,317.75 |
86.75 |
3.6% |
17.50 |
0.7% |
73% |
False |
False |
1,244,666 |
| 80 |
2,404.50 |
2,257.25 |
147.25 |
6.2% |
16.75 |
0.7% |
84% |
False |
False |
935,462 |
| 100 |
2,404.50 |
2,222.50 |
182.00 |
7.6% |
16.50 |
0.7% |
87% |
False |
False |
748,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,502.75 |
|
2.618 |
2,458.75 |
|
1.618 |
2,431.75 |
|
1.000 |
2,415.00 |
|
0.618 |
2,404.75 |
|
HIGH |
2,388.00 |
|
0.618 |
2,377.75 |
|
0.500 |
2,374.50 |
|
0.382 |
2,371.25 |
|
LOW |
2,361.00 |
|
0.618 |
2,344.25 |
|
1.000 |
2,334.00 |
|
1.618 |
2,317.25 |
|
2.618 |
2,290.25 |
|
4.250 |
2,246.25 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,379.25 |
2,378.00 |
| PP |
2,376.75 |
2,374.25 |
| S1 |
2,374.50 |
2,370.50 |
|