| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
20,984.48 |
20,846.17 |
-138.31 |
-0.7% |
20,991.26 |
| High |
21,033.53 |
20,846.17 |
-187.36 |
-0.9% |
21,046.85 |
| Low |
20,932.88 |
20,601.08 |
-331.80 |
-1.6% |
20,798.90 |
| Close |
20,979.75 |
20,606.93 |
-372.82 |
-1.8% |
20,896.61 |
| Range |
100.65 |
245.09 |
144.44 |
143.5% |
247.95 |
| ATR |
114.88 |
133.72 |
18.84 |
16.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,420.00 |
21,258.55 |
20,741.73 |
|
| R3 |
21,174.91 |
21,013.46 |
20,674.33 |
|
| R2 |
20,929.82 |
20,929.82 |
20,651.86 |
|
| R1 |
20,768.37 |
20,768.37 |
20,629.40 |
20,726.55 |
| PP |
20,684.73 |
20,684.73 |
20,684.73 |
20,663.82 |
| S1 |
20,523.28 |
20,523.28 |
20,584.46 |
20,481.46 |
| S2 |
20,439.64 |
20,439.64 |
20,562.00 |
|
| S3 |
20,194.55 |
20,278.19 |
20,539.53 |
|
| S4 |
19,949.46 |
20,033.10 |
20,472.13 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,657.97 |
21,525.24 |
21,032.98 |
|
| R3 |
21,410.02 |
21,277.29 |
20,964.80 |
|
| R2 |
21,162.07 |
21,162.07 |
20,942.07 |
|
| R1 |
21,029.34 |
21,029.34 |
20,919.34 |
20,971.73 |
| PP |
20,914.12 |
20,914.12 |
20,914.12 |
20,885.32 |
| S1 |
20,781.39 |
20,781.39 |
20,873.88 |
20,723.78 |
| S2 |
20,666.17 |
20,666.17 |
20,851.15 |
|
| S3 |
20,418.22 |
20,533.44 |
20,828.42 |
|
| S4 |
20,170.27 |
20,285.49 |
20,760.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,033.53 |
20,601.08 |
432.45 |
2.1% |
120.75 |
0.6% |
1% |
False |
True |
|
| 10 |
21,046.85 |
20,601.08 |
445.77 |
2.2% |
109.63 |
0.5% |
1% |
False |
True |
|
| 20 |
21,070.90 |
20,406.68 |
664.22 |
3.2% |
103.25 |
0.5% |
30% |
False |
False |
|
| 40 |
21,070.90 |
20,379.55 |
691.35 |
3.4% |
122.03 |
0.6% |
33% |
False |
False |
|
| 60 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
117.73 |
0.6% |
29% |
False |
False |
|
| 80 |
21,169.11 |
19,784.77 |
1,384.34 |
6.7% |
114.36 |
0.6% |
59% |
False |
False |
|
| 100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
113.05 |
0.5% |
62% |
False |
False |
|
| 120 |
21,169.11 |
19,000.38 |
2,168.73 |
10.5% |
111.90 |
0.5% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,887.80 |
|
2.618 |
21,487.82 |
|
1.618 |
21,242.73 |
|
1.000 |
21,091.26 |
|
0.618 |
20,997.64 |
|
HIGH |
20,846.17 |
|
0.618 |
20,752.55 |
|
0.500 |
20,723.63 |
|
0.382 |
20,694.70 |
|
LOW |
20,601.08 |
|
0.618 |
20,449.61 |
|
1.000 |
20,355.99 |
|
1.618 |
20,204.52 |
|
2.618 |
19,959.43 |
|
4.250 |
19,559.45 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,723.63 |
20,817.31 |
| PP |
20,684.73 |
20,747.18 |
| S1 |
20,645.83 |
20,677.06 |
|