| 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 |
1,260.4 |
1,251.1 |
-9.3 |
-0.7% |
1,228.3 |
| High |
1,263.8 |
1,258.8 |
-5.0 |
-0.4% |
1,265.0 |
| Low |
1,250.5 |
1,247.6 |
-2.9 |
-0.2% |
1,226.8 |
| Close |
1,255.5 |
1,253.1 |
-2.4 |
-0.2% |
1,253.6 |
| Range |
13.3 |
11.2 |
-2.1 |
-15.8% |
38.2 |
| ATR |
13.5 |
13.4 |
-0.2 |
-1.2% |
0.0 |
| Volume |
275,112 |
257,358 |
-17,754 |
-6.5% |
1,353,130 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.8 |
1,281.1 |
1,259.3 |
|
| R3 |
1,275.6 |
1,269.9 |
1,256.2 |
|
| R2 |
1,264.4 |
1,264.4 |
1,255.2 |
|
| R1 |
1,258.7 |
1,258.7 |
1,254.1 |
1,261.6 |
| PP |
1,253.2 |
1,253.2 |
1,253.2 |
1,254.6 |
| S1 |
1,247.5 |
1,247.5 |
1,252.1 |
1,250.4 |
| S2 |
1,242.0 |
1,242.0 |
1,251.0 |
|
| S3 |
1,230.8 |
1,236.3 |
1,250.0 |
|
| S4 |
1,219.6 |
1,225.1 |
1,246.9 |
|
|
| 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 |
1,245.7 |
19.3 |
1.5% |
13.0 |
1.0% |
38% |
False |
False |
263,900 |
| 10 |
1,265.0 |
1,216.9 |
48.1 |
3.8% |
12.8 |
1.0% |
75% |
False |
False |
252,840 |
| 20 |
1,272.4 |
1,214.3 |
58.1 |
4.6% |
12.6 |
1.0% |
67% |
False |
False |
239,568 |
| 40 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.7 |
1.0% |
47% |
False |
False |
234,644 |
| 60 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.7 |
1.0% |
55% |
False |
False |
166,909 |
| 80 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
13.0 |
1.0% |
55% |
False |
False |
126,672 |
| 100 |
1,297.4 |
1,152.2 |
145.2 |
11.6% |
13.3 |
1.1% |
69% |
False |
False |
102,602 |
| 120 |
1,297.4 |
1,129.8 |
167.6 |
13.4% |
13.2 |
1.1% |
74% |
False |
False |
85,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,306.4 |
|
2.618 |
1,288.1 |
|
1.618 |
1,276.9 |
|
1.000 |
1,270.0 |
|
0.618 |
1,265.7 |
|
HIGH |
1,258.8 |
|
0.618 |
1,254.5 |
|
0.500 |
1,253.2 |
|
0.382 |
1,251.9 |
|
LOW |
1,247.6 |
|
0.618 |
1,240.7 |
|
1.000 |
1,236.4 |
|
1.618 |
1,229.5 |
|
2.618 |
1,218.3 |
|
4.250 |
1,200.0 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,253.2 |
1,255.7 |
| PP |
1,253.2 |
1,254.8 |
| S1 |
1,253.1 |
1,254.0 |
|