| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,403.00 |
2,413.00 |
10.00 |
0.4% |
2,381.75 |
| High |
2,417.75 |
2,415.75 |
-2.00 |
-0.1% |
2,417.75 |
| Low |
2,402.50 |
2,408.00 |
5.50 |
0.2% |
2,378.25 |
| Close |
2,413.50 |
2,413.75 |
0.25 |
0.0% |
2,413.75 |
| Range |
15.25 |
7.75 |
-7.50 |
-49.2% |
39.50 |
| ATR |
17.13 |
16.46 |
-0.67 |
-3.9% |
0.00 |
| Volume |
1,315,611 |
879,560 |
-436,051 |
-33.1% |
5,317,537 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,435.75 |
2,432.50 |
2,418.00 |
|
| R3 |
2,428.00 |
2,424.75 |
2,416.00 |
|
| R2 |
2,420.25 |
2,420.25 |
2,415.25 |
|
| R1 |
2,417.00 |
2,417.00 |
2,414.50 |
2,418.50 |
| PP |
2,412.50 |
2,412.50 |
2,412.50 |
2,413.25 |
| S1 |
2,409.25 |
2,409.25 |
2,413.00 |
2,411.00 |
| S2 |
2,404.75 |
2,404.75 |
2,412.25 |
|
| S3 |
2,397.00 |
2,401.50 |
2,411.50 |
|
| S4 |
2,389.25 |
2,393.75 |
2,409.50 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.75 |
2,507.25 |
2,435.50 |
|
| R3 |
2,482.25 |
2,467.75 |
2,424.50 |
|
| R2 |
2,442.75 |
2,442.75 |
2,421.00 |
|
| R1 |
2,428.25 |
2,428.25 |
2,417.25 |
2,435.50 |
| PP |
2,403.25 |
2,403.25 |
2,403.25 |
2,407.00 |
| S1 |
2,388.75 |
2,388.75 |
2,410.25 |
2,396.00 |
| S2 |
2,363.75 |
2,363.75 |
2,406.50 |
|
| S3 |
2,324.25 |
2,349.25 |
2,403.00 |
|
| S4 |
2,284.75 |
2,309.75 |
2,392.00 |
|
|
| 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 |
2,378.25 |
39.50 |
1.6% |
12.25 |
0.5% |
90% |
False |
False |
1,063,507 |
| 10 |
2,417.75 |
2,344.50 |
73.25 |
3.0% |
18.50 |
0.8% |
95% |
False |
False |
1,437,818 |
| 20 |
2,417.75 |
2,344.50 |
73.25 |
3.0% |
15.50 |
0.6% |
95% |
False |
False |
1,259,124 |
| 40 |
2,417.75 |
2,322.75 |
95.00 |
3.9% |
17.00 |
0.7% |
96% |
False |
False |
1,352,068 |
| 60 |
2,417.75 |
2,317.75 |
100.00 |
4.1% |
17.00 |
0.7% |
96% |
False |
False |
1,331,153 |
| 80 |
2,417.75 |
2,259.50 |
158.25 |
6.6% |
16.50 |
0.7% |
97% |
False |
False |
1,001,630 |
| 100 |
2,417.75 |
2,243.00 |
174.75 |
7.2% |
16.25 |
0.7% |
98% |
False |
False |
801,915 |
| 120 |
2,417.75 |
2,168.75 |
249.00 |
10.3% |
16.50 |
0.7% |
98% |
False |
False |
668,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,448.75 |
|
2.618 |
2,436.00 |
|
1.618 |
2,428.25 |
|
1.000 |
2,423.50 |
|
0.618 |
2,420.50 |
|
HIGH |
2,415.75 |
|
0.618 |
2,412.75 |
|
0.500 |
2,412.00 |
|
0.382 |
2,411.00 |
|
LOW |
2,408.00 |
|
0.618 |
2,403.25 |
|
1.000 |
2,400.25 |
|
1.618 |
2,395.50 |
|
2.618 |
2,387.75 |
|
4.250 |
2,375.00 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,413.00 |
2,411.25 |
| PP |
2,412.50 |
2,408.75 |
| S1 |
2,412.00 |
2,406.25 |
|