| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,397.00 |
2,403.00 |
6.00 |
0.3% |
2,388.75 |
| High |
2,404.00 |
2,417.75 |
13.75 |
0.6% |
2,404.50 |
| Low |
2,394.75 |
2,402.50 |
7.75 |
0.3% |
2,344.50 |
| Close |
2,402.00 |
2,413.50 |
11.50 |
0.5% |
2,381.50 |
| Range |
9.25 |
15.25 |
6.00 |
64.9% |
60.00 |
| ATR |
17.24 |
17.13 |
-0.11 |
-0.6% |
0.00 |
| Volume |
984,358 |
1,315,611 |
331,253 |
33.7% |
9,060,651 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,457.00 |
2,450.50 |
2,422.00 |
|
| R3 |
2,441.75 |
2,435.25 |
2,417.75 |
|
| R2 |
2,426.50 |
2,426.50 |
2,416.25 |
|
| R1 |
2,420.00 |
2,420.00 |
2,415.00 |
2,423.25 |
| PP |
2,411.25 |
2,411.25 |
2,411.25 |
2,413.00 |
| S1 |
2,404.75 |
2,404.75 |
2,412.00 |
2,408.00 |
| S2 |
2,396.00 |
2,396.00 |
2,410.75 |
|
| S3 |
2,380.75 |
2,389.50 |
2,409.25 |
|
| S4 |
2,365.50 |
2,374.25 |
2,405.00 |
|
|
| 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 |
2,417.75 |
2,361.00 |
56.75 |
2.4% |
16.00 |
0.7% |
93% |
True |
False |
1,222,189 |
| 10 |
2,417.75 |
2,344.50 |
73.25 |
3.0% |
18.50 |
0.8% |
94% |
True |
False |
1,458,605 |
| 20 |
2,417.75 |
2,344.50 |
73.25 |
3.0% |
15.75 |
0.6% |
94% |
True |
False |
1,273,511 |
| 40 |
2,417.75 |
2,322.75 |
95.00 |
3.9% |
17.25 |
0.7% |
96% |
True |
False |
1,359,195 |
| 60 |
2,417.75 |
2,317.75 |
100.00 |
4.1% |
17.00 |
0.7% |
96% |
True |
False |
1,316,908 |
| 80 |
2,417.75 |
2,259.50 |
158.25 |
6.6% |
16.75 |
0.7% |
97% |
True |
False |
990,671 |
| 100 |
2,417.75 |
2,234.00 |
183.75 |
7.6% |
16.50 |
0.7% |
98% |
True |
False |
793,143 |
| 120 |
2,417.75 |
2,168.75 |
249.00 |
10.3% |
16.50 |
0.7% |
98% |
True |
False |
661,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,482.50 |
|
2.618 |
2,457.75 |
|
1.618 |
2,442.50 |
|
1.000 |
2,433.00 |
|
0.618 |
2,427.25 |
|
HIGH |
2,417.75 |
|
0.618 |
2,412.00 |
|
0.500 |
2,410.00 |
|
0.382 |
2,408.25 |
|
LOW |
2,402.50 |
|
0.618 |
2,393.00 |
|
1.000 |
2,387.25 |
|
1.618 |
2,377.75 |
|
2.618 |
2,362.50 |
|
4.250 |
2,337.75 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,412.50 |
2,409.75 |
| PP |
2,411.25 |
2,406.00 |
| S1 |
2,410.00 |
2,402.25 |
|