| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,381.75 |
2,393.50 |
11.75 |
0.5% |
2,388.75 |
| High |
2,394.25 |
2,399.50 |
5.25 |
0.2% |
2,404.50 |
| Low |
2,378.25 |
2,386.75 |
8.50 |
0.4% |
2,344.50 |
| Close |
2,392.75 |
2,398.00 |
5.25 |
0.2% |
2,381.50 |
| Range |
16.00 |
12.75 |
-3.25 |
-20.3% |
60.00 |
| ATR |
18.25 |
17.86 |
-0.39 |
-2.2% |
0.00 |
| Volume |
1,113,022 |
1,024,986 |
-88,036 |
-7.9% |
9,060,651 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,433.00 |
2,428.25 |
2,405.00 |
|
| R3 |
2,420.25 |
2,415.50 |
2,401.50 |
|
| R2 |
2,407.50 |
2,407.50 |
2,400.25 |
|
| R1 |
2,402.75 |
2,402.75 |
2,399.25 |
2,405.00 |
| PP |
2,394.75 |
2,394.75 |
2,394.75 |
2,396.00 |
| S1 |
2,390.00 |
2,390.00 |
2,396.75 |
2,392.50 |
| S2 |
2,382.00 |
2,382.00 |
2,395.75 |
|
| S3 |
2,369.25 |
2,377.25 |
2,394.50 |
|
| S4 |
2,356.50 |
2,364.50 |
2,391.00 |
|
|
| 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 |
2,399.50 |
2,344.50 |
55.00 |
2.3% |
25.75 |
1.1% |
97% |
True |
False |
1,817,256 |
| 10 |
2,404.50 |
2,344.50 |
60.00 |
2.5% |
18.50 |
0.8% |
89% |
False |
False |
1,464,118 |
| 20 |
2,404.50 |
2,344.50 |
60.00 |
2.5% |
15.50 |
0.6% |
89% |
False |
False |
1,288,930 |
| 40 |
2,404.50 |
2,322.75 |
81.75 |
3.4% |
17.50 |
0.7% |
92% |
False |
False |
1,371,157 |
| 60 |
2,404.50 |
2,317.75 |
86.75 |
3.6% |
17.50 |
0.7% |
93% |
False |
False |
1,279,878 |
| 80 |
2,404.50 |
2,257.25 |
147.25 |
6.1% |
16.75 |
0.7% |
96% |
False |
False |
962,092 |
| 100 |
2,404.50 |
2,222.50 |
182.00 |
7.6% |
16.50 |
0.7% |
96% |
False |
False |
770,170 |
| 120 |
2,404.50 |
2,168.75 |
235.75 |
9.8% |
16.50 |
0.7% |
97% |
False |
False |
642,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,453.75 |
|
2.618 |
2,433.00 |
|
1.618 |
2,420.25 |
|
1.000 |
2,412.25 |
|
0.618 |
2,407.50 |
|
HIGH |
2,399.50 |
|
0.618 |
2,394.75 |
|
0.500 |
2,393.00 |
|
0.382 |
2,391.50 |
|
LOW |
2,386.75 |
|
0.618 |
2,378.75 |
|
1.000 |
2,374.00 |
|
1.618 |
2,366.00 |
|
2.618 |
2,353.25 |
|
4.250 |
2,332.50 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,396.50 |
2,392.00 |
| PP |
2,394.75 |
2,386.25 |
| S1 |
2,393.00 |
2,380.25 |
|