| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,716.25 |
2,727.25 |
11.00 |
0.4% |
2,662.75 |
| High |
2,732.50 |
2,741.25 |
8.75 |
0.3% |
2,732.50 |
| Low |
2,716.25 |
2,724.25 |
8.00 |
0.3% |
2,652.25 |
| Close |
2,729.50 |
2,731.00 |
1.50 |
0.1% |
2,729.50 |
| Range |
16.25 |
17.00 |
0.75 |
4.6% |
80.25 |
| ATR |
37.01 |
35.58 |
-1.43 |
-3.9% |
0.00 |
| Volume |
1,066,248 |
945,963 |
-120,285 |
-11.3% |
5,922,269 |
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,783.25 |
2,774.00 |
2,740.25 |
|
| R3 |
2,766.25 |
2,757.00 |
2,735.75 |
|
| R2 |
2,749.25 |
2,749.25 |
2,734.00 |
|
| R1 |
2,740.00 |
2,740.00 |
2,732.50 |
2,744.50 |
| PP |
2,732.25 |
2,732.25 |
2,732.25 |
2,734.50 |
| S1 |
2,723.00 |
2,723.00 |
2,729.50 |
2,727.50 |
| S2 |
2,715.25 |
2,715.25 |
2,728.00 |
|
| S3 |
2,698.25 |
2,706.00 |
2,726.25 |
|
| S4 |
2,681.25 |
2,689.00 |
2,721.75 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,945.50 |
2,917.75 |
2,773.75 |
|
| R3 |
2,865.25 |
2,837.50 |
2,751.50 |
|
| R2 |
2,785.00 |
2,785.00 |
2,744.25 |
|
| R1 |
2,757.25 |
2,757.25 |
2,736.75 |
2,771.00 |
| PP |
2,704.75 |
2,704.75 |
2,704.75 |
2,711.75 |
| S1 |
2,677.00 |
2,677.00 |
2,722.25 |
2,691.00 |
| S2 |
2,624.50 |
2,624.50 |
2,714.75 |
|
| S3 |
2,544.25 |
2,596.75 |
2,707.50 |
|
| S4 |
2,464.00 |
2,516.50 |
2,685.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,741.25 |
2,652.25 |
89.00 |
3.3% |
24.25 |
0.9% |
88% |
True |
False |
1,143,862 |
| 10 |
2,741.25 |
2,591.25 |
150.00 |
5.5% |
31.25 |
1.1% |
93% |
True |
False |
1,346,564 |
| 20 |
2,741.25 |
2,591.25 |
150.00 |
5.5% |
33.25 |
1.2% |
93% |
True |
False |
1,409,036 |
| 40 |
2,756.50 |
2,552.00 |
204.50 |
7.5% |
43.75 |
1.6% |
88% |
False |
False |
1,712,030 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.3% |
43.00 |
1.6% |
70% |
False |
False |
1,327,705 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
12.8% |
47.00 |
1.7% |
57% |
False |
False |
1,001,492 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.8% |
41.25 |
1.5% |
57% |
False |
False |
802,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,813.50 |
|
2.618 |
2,785.75 |
|
1.618 |
2,768.75 |
|
1.000 |
2,758.25 |
|
0.618 |
2,751.75 |
|
HIGH |
2,741.25 |
|
0.618 |
2,734.75 |
|
0.500 |
2,732.75 |
|
0.382 |
2,730.75 |
|
LOW |
2,724.25 |
|
0.618 |
2,713.75 |
|
1.000 |
2,707.25 |
|
1.618 |
2,696.75 |
|
2.618 |
2,679.75 |
|
4.250 |
2,652.00 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.75 |
2,726.25 |
| PP |
2,732.25 |
2,721.75 |
| S1 |
2,731.50 |
2,717.00 |
|