| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,728.75 |
2,731.25 |
2.50 |
0.1% |
2,727.25 |
| High |
2,739.25 |
2,741.75 |
2.50 |
0.1% |
2,741.25 |
| Low |
2,724.25 |
2,721.50 |
-2.75 |
-0.1% |
2,700.50 |
| Close |
2,733.00 |
2,726.00 |
-7.00 |
-0.3% |
2,713.00 |
| Range |
15.00 |
20.25 |
5.25 |
35.0% |
40.75 |
| ATR |
31.92 |
31.09 |
-0.83 |
-2.6% |
0.00 |
| Volume |
951,913 |
891,511 |
-60,402 |
-6.3% |
5,607,337 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.50 |
2,778.50 |
2,737.25 |
|
| R3 |
2,770.25 |
2,758.25 |
2,731.50 |
|
| R2 |
2,750.00 |
2,750.00 |
2,729.75 |
|
| R1 |
2,738.00 |
2,738.00 |
2,727.75 |
2,734.00 |
| PP |
2,729.75 |
2,729.75 |
2,729.75 |
2,727.75 |
| S1 |
2,717.75 |
2,717.75 |
2,724.25 |
2,713.50 |
| S2 |
2,709.50 |
2,709.50 |
2,722.25 |
|
| S3 |
2,689.25 |
2,697.50 |
2,720.50 |
|
| S4 |
2,669.00 |
2,677.25 |
2,714.75 |
|
|
| 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 |
2,741.75 |
2,704.50 |
37.25 |
1.4% |
19.50 |
0.7% |
58% |
True |
False |
997,138 |
| 10 |
2,741.75 |
2,666.50 |
75.25 |
2.8% |
22.75 |
0.8% |
79% |
True |
False |
1,094,236 |
| 20 |
2,741.75 |
2,591.25 |
150.50 |
5.5% |
28.50 |
1.0% |
90% |
True |
False |
1,281,815 |
| 40 |
2,741.75 |
2,552.00 |
189.75 |
7.0% |
38.50 |
1.4% |
92% |
True |
False |
1,568,723 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.4% |
40.75 |
1.5% |
68% |
False |
False |
1,434,481 |
| 80 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
46.75 |
1.7% |
55% |
False |
False |
1,081,736 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
42.00 |
1.5% |
55% |
False |
False |
867,075 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
38.00 |
1.4% |
55% |
False |
False |
722,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.75 |
|
2.618 |
2,794.75 |
|
1.618 |
2,774.50 |
|
1.000 |
2,762.00 |
|
0.618 |
2,754.25 |
|
HIGH |
2,741.75 |
|
0.618 |
2,734.00 |
|
0.500 |
2,731.50 |
|
0.382 |
2,729.25 |
|
LOW |
2,721.50 |
|
0.618 |
2,709.00 |
|
1.000 |
2,701.25 |
|
1.618 |
2,688.75 |
|
2.618 |
2,668.50 |
|
4.250 |
2,635.50 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,731.50 |
2,725.75 |
| PP |
2,729.75 |
2,725.50 |
| S1 |
2,728.00 |
2,725.25 |
|