| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,726.75 |
2,729.00 |
2.25 |
0.1% |
2,728.75 |
| High |
2,737.75 |
2,731.75 |
-6.00 |
-0.2% |
2,741.75 |
| Low |
2,713.75 |
2,675.00 |
-38.75 |
-1.4% |
2,704.50 |
| Close |
2,718.25 |
2,692.25 |
-26.00 |
-1.0% |
2,718.25 |
| Range |
24.00 |
56.75 |
32.75 |
136.5% |
37.25 |
| ATR |
30.18 |
32.08 |
1.90 |
6.3% |
0.00 |
| Volume |
993,783 |
1,989,677 |
995,894 |
100.2% |
5,410,356 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.00 |
2,837.75 |
2,723.50 |
|
| R3 |
2,813.25 |
2,781.00 |
2,707.75 |
|
| R2 |
2,756.50 |
2,756.50 |
2,702.75 |
|
| R1 |
2,724.25 |
2,724.25 |
2,697.50 |
2,712.00 |
| PP |
2,699.75 |
2,699.75 |
2,699.75 |
2,693.50 |
| S1 |
2,667.50 |
2,667.50 |
2,687.00 |
2,655.25 |
| S2 |
2,643.00 |
2,643.00 |
2,681.75 |
|
| S3 |
2,586.25 |
2,610.75 |
2,676.75 |
|
| S4 |
2,529.50 |
2,554.00 |
2,661.00 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.25 |
2,813.00 |
2,738.75 |
|
| R3 |
2,796.00 |
2,775.75 |
2,728.50 |
|
| R2 |
2,758.75 |
2,758.75 |
2,725.00 |
|
| R1 |
2,738.50 |
2,738.50 |
2,721.75 |
2,730.00 |
| PP |
2,721.50 |
2,721.50 |
2,721.50 |
2,717.25 |
| S1 |
2,701.25 |
2,701.25 |
2,714.75 |
2,692.75 |
| S2 |
2,684.25 |
2,684.25 |
2,711.50 |
|
| S3 |
2,647.00 |
2,664.00 |
2,708.00 |
|
| S4 |
2,609.75 |
2,626.75 |
2,697.75 |
|
|
| 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 |
2,675.00 |
66.75 |
2.5% |
31.50 |
1.2% |
26% |
False |
True |
1,289,624 |
| 10 |
2,741.75 |
2,675.00 |
66.75 |
2.5% |
26.50 |
1.0% |
26% |
False |
True |
1,206,140 |
| 20 |
2,741.75 |
2,591.25 |
150.50 |
5.6% |
29.00 |
1.1% |
67% |
False |
False |
1,276,352 |
| 40 |
2,741.75 |
2,559.50 |
182.25 |
6.8% |
35.00 |
1.3% |
73% |
False |
False |
1,465,398 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.5% |
39.50 |
1.5% |
55% |
False |
False |
1,524,280 |
| 80 |
2,835.00 |
2,532.50 |
302.50 |
11.2% |
47.00 |
1.7% |
53% |
False |
False |
1,149,413 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
13.0% |
42.50 |
1.6% |
46% |
False |
False |
922,430 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
13.0% |
38.00 |
1.4% |
46% |
False |
False |
769,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,973.00 |
|
2.618 |
2,880.25 |
|
1.618 |
2,823.50 |
|
1.000 |
2,788.50 |
|
0.618 |
2,766.75 |
|
HIGH |
2,731.75 |
|
0.618 |
2,710.00 |
|
0.500 |
2,703.50 |
|
0.382 |
2,696.75 |
|
LOW |
2,675.00 |
|
0.618 |
2,640.00 |
|
1.000 |
2,618.25 |
|
1.618 |
2,583.25 |
|
2.618 |
2,526.50 |
|
4.250 |
2,433.75 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,703.50 |
2,706.50 |
| PP |
2,699.75 |
2,701.75 |
| S1 |
2,696.00 |
2,697.00 |
|