| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,718.75 |
2,728.75 |
10.00 |
0.4% |
2,727.25 |
| High |
2,727.00 |
2,739.25 |
12.25 |
0.4% |
2,741.25 |
| Low |
2,708.75 |
2,724.25 |
15.50 |
0.6% |
2,700.50 |
| Close |
2,713.00 |
2,733.00 |
20.00 |
0.7% |
2,713.00 |
| Range |
18.25 |
15.00 |
-3.25 |
-17.8% |
40.75 |
| ATR |
32.36 |
31.92 |
-0.44 |
-1.3% |
0.00 |
| Volume |
1,013,073 |
951,913 |
-61,160 |
-6.0% |
5,607,337 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,777.25 |
2,770.00 |
2,741.25 |
|
| R3 |
2,762.25 |
2,755.00 |
2,737.00 |
|
| R2 |
2,747.25 |
2,747.25 |
2,735.75 |
|
| R1 |
2,740.00 |
2,740.00 |
2,734.50 |
2,743.50 |
| PP |
2,732.25 |
2,732.25 |
2,732.25 |
2,734.00 |
| S1 |
2,725.00 |
2,725.00 |
2,731.50 |
2,728.50 |
| S2 |
2,717.25 |
2,717.25 |
2,730.25 |
|
| S3 |
2,702.25 |
2,710.00 |
2,729.00 |
|
| S4 |
2,687.25 |
2,695.00 |
2,724.75 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,840.50 |
2,817.50 |
2,735.50 |
|
| R3 |
2,799.75 |
2,776.75 |
2,724.25 |
|
| R2 |
2,759.00 |
2,759.00 |
2,720.50 |
|
| R1 |
2,736.00 |
2,736.00 |
2,716.75 |
2,727.00 |
| PP |
2,718.25 |
2,718.25 |
2,718.25 |
2,713.75 |
| S1 |
2,695.25 |
2,695.25 |
2,709.25 |
2,686.50 |
| S2 |
2,677.50 |
2,677.50 |
2,705.50 |
|
| S3 |
2,636.75 |
2,654.50 |
2,701.75 |
|
| S4 |
2,596.00 |
2,613.75 |
2,690.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,739.25 |
2,700.50 |
38.75 |
1.4% |
21.75 |
0.8% |
84% |
True |
False |
1,122,657 |
| 10 |
2,741.25 |
2,652.25 |
89.00 |
3.3% |
23.00 |
0.8% |
91% |
False |
False |
1,133,260 |
| 20 |
2,741.25 |
2,591.25 |
150.00 |
5.5% |
31.25 |
1.1% |
95% |
False |
False |
1,353,734 |
| 40 |
2,741.25 |
2,552.00 |
189.25 |
6.9% |
39.75 |
1.5% |
96% |
False |
False |
1,603,994 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.3% |
41.25 |
1.5% |
71% |
False |
False |
1,419,980 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
12.8% |
47.00 |
1.7% |
57% |
False |
False |
1,070,649 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.8% |
41.75 |
1.5% |
57% |
False |
False |
858,195 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.8% |
38.00 |
1.4% |
57% |
False |
False |
715,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,803.00 |
|
2.618 |
2,778.50 |
|
1.618 |
2,763.50 |
|
1.000 |
2,754.25 |
|
0.618 |
2,748.50 |
|
HIGH |
2,739.25 |
|
0.618 |
2,733.50 |
|
0.500 |
2,731.75 |
|
0.382 |
2,730.00 |
|
LOW |
2,724.25 |
|
0.618 |
2,715.00 |
|
1.000 |
2,709.25 |
|
1.618 |
2,700.00 |
|
2.618 |
2,685.00 |
|
4.250 |
2,660.50 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.50 |
2,730.00 |
| PP |
2,732.25 |
2,727.00 |
| S1 |
2,731.75 |
2,724.00 |
|