| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,255.1 |
1,267.4 |
12.3 |
1.0% |
1,257.5 |
| High |
1,269.3 |
1,270.0 |
0.7 |
0.1% |
1,269.3 |
| Low |
1,252.6 |
1,258.4 |
5.8 |
0.5% |
1,247.6 |
| Close |
1,268.1 |
1,262.1 |
-6.0 |
-0.5% |
1,268.1 |
| Range |
16.7 |
11.6 |
-5.1 |
-30.5% |
21.7 |
| ATR |
13.1 |
13.0 |
-0.1 |
-0.8% |
0.0 |
| Volume |
271,457 |
129,819 |
-141,638 |
-52.2% |
1,211,986 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.3 |
1,291.8 |
1,268.5 |
|
| R3 |
1,286.7 |
1,280.2 |
1,265.3 |
|
| R2 |
1,275.1 |
1,275.1 |
1,264.2 |
|
| R1 |
1,268.6 |
1,268.6 |
1,263.2 |
1,266.1 |
| PP |
1,263.5 |
1,263.5 |
1,263.5 |
1,262.2 |
| S1 |
1,257.0 |
1,257.0 |
1,261.0 |
1,254.5 |
| S2 |
1,251.9 |
1,251.9 |
1,260.0 |
|
| S3 |
1,240.3 |
1,245.4 |
1,258.9 |
|
| S4 |
1,228.7 |
1,233.8 |
1,255.7 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,326.8 |
1,319.1 |
1,280.0 |
|
| R3 |
1,305.1 |
1,297.4 |
1,274.1 |
|
| R2 |
1,283.4 |
1,283.4 |
1,272.1 |
|
| R1 |
1,275.7 |
1,275.7 |
1,270.1 |
1,279.6 |
| PP |
1,261.7 |
1,261.7 |
1,261.7 |
1,263.6 |
| S1 |
1,254.0 |
1,254.0 |
1,266.1 |
1,257.9 |
| S2 |
1,240.0 |
1,240.0 |
1,264.1 |
|
| S3 |
1,218.3 |
1,232.3 |
1,262.1 |
|
| S4 |
1,196.6 |
1,210.6 |
1,256.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,270.0 |
1,247.6 |
22.4 |
1.8% |
11.7 |
0.9% |
65% |
True |
False |
227,318 |
| 10 |
1,270.0 |
1,230.0 |
40.0 |
3.2% |
13.4 |
1.1% |
80% |
True |
False |
250,570 |
| 20 |
1,270.0 |
1,214.3 |
55.7 |
4.4% |
12.7 |
1.0% |
86% |
True |
False |
240,584 |
| 40 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.8 |
1.0% |
58% |
False |
False |
236,008 |
| 60 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.5 |
1.0% |
64% |
False |
False |
176,058 |
| 80 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.8 |
1.0% |
64% |
False |
False |
134,027 |
| 100 |
1,297.4 |
1,169.5 |
127.9 |
10.1% |
13.2 |
1.0% |
72% |
False |
False |
108,514 |
| 120 |
1,297.4 |
1,129.8 |
167.6 |
13.3% |
13.1 |
1.0% |
79% |
False |
False |
90,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,319.3 |
|
2.618 |
1,300.4 |
|
1.618 |
1,288.8 |
|
1.000 |
1,281.6 |
|
0.618 |
1,277.2 |
|
HIGH |
1,270.0 |
|
0.618 |
1,265.6 |
|
0.500 |
1,264.2 |
|
0.382 |
1,262.8 |
|
LOW |
1,258.4 |
|
0.618 |
1,251.2 |
|
1.000 |
1,246.8 |
|
1.618 |
1,239.6 |
|
2.618 |
1,228.0 |
|
4.250 |
1,209.1 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,264.2 |
1,261.8 |
| PP |
1,263.5 |
1,261.6 |
| S1 |
1,262.8 |
1,261.3 |
|