| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,257.5 |
1,260.4 |
2.9 |
0.2% |
1,228.3 |
| High |
1,262.6 |
1,263.8 |
1.2 |
0.1% |
1,265.0 |
| Low |
1,251.6 |
1,250.5 |
-1.1 |
-0.1% |
1,226.8 |
| Close |
1,261.4 |
1,255.5 |
-5.9 |
-0.5% |
1,253.6 |
| Range |
11.0 |
13.3 |
2.3 |
20.9% |
38.2 |
| ATR |
13.5 |
13.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
205,212 |
275,112 |
69,900 |
34.1% |
1,353,130 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.5 |
1,289.3 |
1,262.8 |
|
| R3 |
1,283.2 |
1,276.0 |
1,259.2 |
|
| R2 |
1,269.9 |
1,269.9 |
1,257.9 |
|
| R1 |
1,262.7 |
1,262.7 |
1,256.7 |
1,259.7 |
| PP |
1,256.6 |
1,256.6 |
1,256.6 |
1,255.1 |
| S1 |
1,249.4 |
1,249.4 |
1,254.3 |
1,246.4 |
| S2 |
1,243.3 |
1,243.3 |
1,253.1 |
|
| S3 |
1,230.0 |
1,236.1 |
1,251.8 |
|
| S4 |
1,216.7 |
1,222.8 |
1,248.2 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,363.1 |
1,346.5 |
1,274.6 |
|
| R3 |
1,324.9 |
1,308.3 |
1,264.1 |
|
| R2 |
1,286.7 |
1,286.7 |
1,260.6 |
|
| R1 |
1,270.1 |
1,270.1 |
1,257.1 |
1,278.4 |
| PP |
1,248.5 |
1,248.5 |
1,248.5 |
1,252.6 |
| S1 |
1,231.9 |
1,231.9 |
1,250.1 |
1,240.2 |
| S2 |
1,210.3 |
1,210.3 |
1,246.6 |
|
| S3 |
1,172.1 |
1,193.7 |
1,243.1 |
|
| S4 |
1,133.9 |
1,155.5 |
1,232.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,265.0 |
1,236.3 |
28.7 |
2.3% |
15.8 |
1.3% |
67% |
False |
False |
288,003 |
| 10 |
1,265.0 |
1,216.9 |
48.1 |
3.8% |
12.5 |
1.0% |
80% |
False |
False |
246,576 |
| 20 |
1,272.8 |
1,214.3 |
58.5 |
4.7% |
12.7 |
1.0% |
70% |
False |
False |
238,753 |
| 40 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.7 |
1.0% |
50% |
False |
False |
230,985 |
| 60 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.7 |
1.0% |
58% |
False |
False |
162,786 |
| 80 |
1,297.4 |
1,193.3 |
104.1 |
8.3% |
13.0 |
1.0% |
60% |
False |
False |
123,498 |
| 100 |
1,297.4 |
1,149.8 |
147.6 |
11.8% |
13.4 |
1.1% |
72% |
False |
False |
100,039 |
| 120 |
1,297.4 |
1,129.8 |
167.6 |
13.3% |
13.3 |
1.1% |
75% |
False |
False |
83,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,320.3 |
|
2.618 |
1,298.6 |
|
1.618 |
1,285.3 |
|
1.000 |
1,277.1 |
|
0.618 |
1,272.0 |
|
HIGH |
1,263.8 |
|
0.618 |
1,258.7 |
|
0.500 |
1,257.2 |
|
0.382 |
1,255.6 |
|
LOW |
1,250.5 |
|
0.618 |
1,242.3 |
|
1.000 |
1,237.2 |
|
1.618 |
1,229.0 |
|
2.618 |
1,215.7 |
|
4.250 |
1,194.0 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,257.2 |
1,255.3 |
| PP |
1,256.6 |
1,255.1 |
| S1 |
1,256.1 |
1,255.0 |
|