| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
239.95 |
240.32 |
0.37 |
0.2% |
239.47 |
| High |
240.24 |
240.73 |
0.49 |
0.2% |
240.67 |
| Low |
239.51 |
239.93 |
0.42 |
0.2% |
235.43 |
| Close |
240.05 |
240.61 |
0.56 |
0.2% |
238.31 |
| Range |
0.73 |
0.80 |
0.07 |
9.6% |
5.24 |
| ATR |
1.55 |
1.50 |
-0.05 |
-3.5% |
0.00 |
| Volume |
48,341,600 |
49,181,100 |
839,500 |
1.7% |
507,393,592 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
242.82 |
242.52 |
241.05 |
|
| R3 |
242.02 |
241.72 |
240.83 |
|
| R2 |
241.22 |
241.22 |
240.76 |
|
| R1 |
240.92 |
240.92 |
240.68 |
241.07 |
| PP |
240.42 |
240.42 |
240.42 |
240.50 |
| S1 |
240.12 |
240.12 |
240.54 |
240.27 |
| S2 |
239.62 |
239.62 |
240.46 |
|
| S3 |
238.82 |
239.32 |
240.39 |
|
| S4 |
238.02 |
238.52 |
240.17 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
253.86 |
251.32 |
241.19 |
|
| R3 |
248.62 |
246.08 |
239.75 |
|
| R2 |
243.38 |
243.38 |
239.27 |
|
| R1 |
240.84 |
240.84 |
238.79 |
239.49 |
| PP |
238.14 |
238.14 |
238.14 |
237.46 |
| S1 |
235.60 |
235.60 |
237.83 |
234.25 |
| S2 |
232.90 |
232.90 |
237.35 |
|
| S3 |
227.66 |
230.36 |
236.87 |
|
| S4 |
222.42 |
225.12 |
235.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
240.73 |
235.43 |
5.30 |
2.2% |
1.31 |
0.5% |
98% |
True |
False |
76,118,439 |
| 10 |
240.73 |
235.43 |
5.30 |
2.2% |
1.37 |
0.6% |
98% |
True |
False |
78,219,789 |
| 20 |
240.73 |
235.43 |
5.30 |
2.2% |
1.16 |
0.5% |
98% |
True |
False |
68,902,169 |
| 40 |
240.73 |
232.51 |
8.22 |
3.4% |
1.38 |
0.6% |
99% |
True |
False |
74,977,281 |
| 60 |
240.73 |
231.61 |
9.12 |
3.8% |
1.45 |
0.6% |
99% |
True |
False |
78,802,379 |
| 80 |
240.73 |
226.32 |
14.41 |
6.0% |
1.39 |
0.6% |
99% |
True |
False |
77,114,491 |
| 100 |
240.73 |
222.73 |
18.00 |
7.5% |
1.38 |
0.6% |
99% |
True |
False |
76,846,847 |
| 120 |
240.73 |
219.15 |
21.58 |
9.0% |
1.37 |
0.6% |
99% |
True |
False |
78,313,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
244.13 |
|
2.618 |
242.82 |
|
1.618 |
242.02 |
|
1.000 |
241.53 |
|
0.618 |
241.22 |
|
HIGH |
240.73 |
|
0.618 |
240.42 |
|
0.500 |
240.33 |
|
0.382 |
240.24 |
|
LOW |
239.93 |
|
0.618 |
239.44 |
|
1.000 |
239.13 |
|
1.618 |
238.64 |
|
2.618 |
237.84 |
|
4.250 |
236.53 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
240.52 |
240.33 |
| PP |
240.42 |
240.05 |
| S1 |
240.33 |
239.78 |
|