| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,393.50 |
2,397.00 |
3.50 |
0.1% |
2,388.75 |
| High |
2,399.50 |
2,404.00 |
4.50 |
0.2% |
2,404.50 |
| Low |
2,386.75 |
2,394.75 |
8.00 |
0.3% |
2,344.50 |
| Close |
2,398.00 |
2,402.00 |
4.00 |
0.2% |
2,381.50 |
| Range |
12.75 |
9.25 |
-3.50 |
-27.5% |
60.00 |
| ATR |
17.86 |
17.24 |
-0.61 |
-3.4% |
0.00 |
| Volume |
1,024,986 |
984,358 |
-40,628 |
-4.0% |
9,060,651 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,428.00 |
2,424.25 |
2,407.00 |
|
| R3 |
2,418.75 |
2,415.00 |
2,404.50 |
|
| R2 |
2,409.50 |
2,409.50 |
2,403.75 |
|
| R1 |
2,405.75 |
2,405.75 |
2,402.75 |
2,407.50 |
| PP |
2,400.25 |
2,400.25 |
2,400.25 |
2,401.25 |
| S1 |
2,396.50 |
2,396.50 |
2,401.25 |
2,398.50 |
| S2 |
2,391.00 |
2,391.00 |
2,400.25 |
|
| S3 |
2,381.75 |
2,387.25 |
2,399.50 |
|
| S4 |
2,372.50 |
2,378.00 |
2,397.00 |
|
|
| 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 |
2,404.00 |
2,344.50 |
59.50 |
2.5% |
19.00 |
0.8% |
97% |
True |
False |
1,451,258 |
| 10 |
2,404.50 |
2,344.50 |
60.00 |
2.5% |
18.50 |
0.8% |
96% |
False |
False |
1,462,668 |
| 20 |
2,404.50 |
2,344.50 |
60.00 |
2.5% |
15.50 |
0.6% |
96% |
False |
False |
1,263,493 |
| 40 |
2,404.50 |
2,322.75 |
81.75 |
3.4% |
17.00 |
0.7% |
97% |
False |
False |
1,355,168 |
| 60 |
2,404.50 |
2,317.75 |
86.75 |
3.6% |
17.50 |
0.7% |
97% |
False |
False |
1,295,785 |
| 80 |
2,404.50 |
2,257.25 |
147.25 |
6.1% |
16.75 |
0.7% |
98% |
False |
False |
974,283 |
| 100 |
2,404.50 |
2,222.50 |
182.00 |
7.6% |
16.50 |
0.7% |
99% |
False |
False |
780,004 |
| 120 |
2,404.50 |
2,168.75 |
235.75 |
9.8% |
16.50 |
0.7% |
99% |
False |
False |
650,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,443.25 |
|
2.618 |
2,428.25 |
|
1.618 |
2,419.00 |
|
1.000 |
2,413.25 |
|
0.618 |
2,409.75 |
|
HIGH |
2,404.00 |
|
0.618 |
2,400.50 |
|
0.500 |
2,399.50 |
|
0.382 |
2,398.25 |
|
LOW |
2,394.75 |
|
0.618 |
2,389.00 |
|
1.000 |
2,385.50 |
|
1.618 |
2,379.75 |
|
2.618 |
2,370.50 |
|
4.250 |
2,355.50 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,401.00 |
2,398.50 |
| PP |
2,400.25 |
2,394.75 |
| S1 |
2,399.50 |
2,391.00 |
|