| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,724.50 |
2,729.75 |
5.25 |
0.2% |
2,727.25 |
| High |
2,733.00 |
2,733.25 |
0.25 |
0.0% |
2,741.25 |
| Low |
2,704.50 |
2,705.75 |
1.25 |
0.0% |
2,700.50 |
| Close |
2,730.75 |
2,727.50 |
-3.25 |
-0.1% |
2,713.00 |
| Range |
28.50 |
27.50 |
-1.00 |
-3.5% |
40.75 |
| ATR |
30.90 |
30.66 |
-0.24 |
-0.8% |
0.00 |
| Volume |
1,295,885 |
1,277,264 |
-18,621 |
-1.4% |
5,607,337 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,804.75 |
2,793.50 |
2,742.50 |
|
| R3 |
2,777.25 |
2,766.00 |
2,735.00 |
|
| R2 |
2,749.75 |
2,749.75 |
2,732.50 |
|
| R1 |
2,738.50 |
2,738.50 |
2,730.00 |
2,730.50 |
| PP |
2,722.25 |
2,722.25 |
2,722.25 |
2,718.00 |
| S1 |
2,711.00 |
2,711.00 |
2,725.00 |
2,703.00 |
| S2 |
2,694.75 |
2,694.75 |
2,722.50 |
|
| S3 |
2,667.25 |
2,683.50 |
2,720.00 |
|
| S4 |
2,639.75 |
2,656.00 |
2,712.50 |
|
|
| 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% |
22.00 |
0.8% |
62% |
False |
False |
1,085,929 |
| 10 |
2,741.75 |
2,700.50 |
41.25 |
1.5% |
21.75 |
0.8% |
65% |
False |
False |
1,109,015 |
| 20 |
2,741.75 |
2,591.25 |
150.50 |
5.5% |
27.75 |
1.0% |
91% |
False |
False |
1,251,351 |
| 40 |
2,741.75 |
2,552.00 |
189.75 |
7.0% |
36.75 |
1.3% |
92% |
False |
False |
1,501,768 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.4% |
40.00 |
1.5% |
69% |
False |
False |
1,476,230 |
| 80 |
2,844.25 |
2,532.50 |
311.75 |
11.4% |
46.50 |
1.7% |
63% |
False |
False |
1,112,971 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
42.00 |
1.5% |
56% |
False |
False |
892,708 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
38.00 |
1.4% |
56% |
False |
False |
744,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,850.00 |
|
2.618 |
2,805.25 |
|
1.618 |
2,777.75 |
|
1.000 |
2,760.75 |
|
0.618 |
2,750.25 |
|
HIGH |
2,733.25 |
|
0.618 |
2,722.75 |
|
0.500 |
2,719.50 |
|
0.382 |
2,716.25 |
|
LOW |
2,705.75 |
|
0.618 |
2,688.75 |
|
1.000 |
2,678.25 |
|
1.618 |
2,661.25 |
|
2.618 |
2,633.75 |
|
4.250 |
2,589.00 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,724.75 |
2,726.00 |
| PP |
2,722.25 |
2,724.50 |
| S1 |
2,719.50 |
2,723.00 |
|