| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
2,731.75 |
2,697.75 |
-34.00 |
-1.2% |
2,733.25 |
| High |
2,736.50 |
2,733.25 |
-3.25 |
-0.1% |
2,746.75 |
| Low |
2,679.25 |
2,690.00 |
10.75 |
0.4% |
2,709.75 |
| Close |
2,696.50 |
2,729.00 |
32.50 |
1.2% |
2,722.75 |
| Range |
57.25 |
43.25 |
-14.00 |
-24.5% |
37.00 |
| ATR |
31.81 |
32.62 |
0.82 |
2.6% |
0.00 |
| Volume |
18,028 |
25,650 |
7,622 |
42.3% |
74,170 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.25 |
2,831.25 |
2,752.75 |
|
| R3 |
2,804.00 |
2,788.00 |
2,741.00 |
|
| R2 |
2,760.75 |
2,760.75 |
2,737.00 |
|
| R1 |
2,744.75 |
2,744.75 |
2,733.00 |
2,752.75 |
| PP |
2,717.50 |
2,717.50 |
2,717.50 |
2,721.50 |
| S1 |
2,701.50 |
2,701.50 |
2,725.00 |
2,709.50 |
| S2 |
2,674.25 |
2,674.25 |
2,721.00 |
|
| S3 |
2,631.00 |
2,658.25 |
2,717.00 |
|
| S4 |
2,587.75 |
2,615.00 |
2,705.25 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.50 |
2,817.00 |
2,743.00 |
|
| R3 |
2,800.50 |
2,780.00 |
2,733.00 |
|
| R2 |
2,763.50 |
2,763.50 |
2,729.50 |
|
| R1 |
2,743.00 |
2,743.00 |
2,726.25 |
2,734.75 |
| PP |
2,726.50 |
2,726.50 |
2,726.50 |
2,722.25 |
| S1 |
2,706.00 |
2,706.00 |
2,719.25 |
2,697.75 |
| S2 |
2,689.50 |
2,689.50 |
2,716.00 |
|
| S3 |
2,652.50 |
2,669.00 |
2,712.50 |
|
| S4 |
2,615.50 |
2,632.00 |
2,702.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,742.00 |
2,679.25 |
62.75 |
2.3% |
36.00 |
1.3% |
79% |
False |
False |
18,945 |
| 10 |
2,746.75 |
2,679.25 |
67.50 |
2.5% |
27.75 |
1.0% |
74% |
False |
False |
14,801 |
| 20 |
2,746.75 |
2,595.75 |
151.00 |
5.5% |
29.00 |
1.1% |
88% |
False |
False |
11,235 |
| 40 |
2,746.75 |
2,563.50 |
183.25 |
6.7% |
34.75 |
1.3% |
90% |
False |
False |
9,833 |
| 60 |
2,814.00 |
2,556.75 |
257.25 |
9.4% |
38.50 |
1.4% |
67% |
False |
False |
8,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,917.00 |
|
2.618 |
2,846.50 |
|
1.618 |
2,803.25 |
|
1.000 |
2,776.50 |
|
0.618 |
2,760.00 |
|
HIGH |
2,733.25 |
|
0.618 |
2,716.75 |
|
0.500 |
2,711.50 |
|
0.382 |
2,706.50 |
|
LOW |
2,690.00 |
|
0.618 |
2,663.25 |
|
1.000 |
2,646.75 |
|
1.618 |
2,620.00 |
|
2.618 |
2,576.75 |
|
4.250 |
2,506.25 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,723.25 |
2,723.00 |
| PP |
2,717.50 |
2,716.75 |
| S1 |
2,711.50 |
2,710.50 |
|