| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1,267.4 |
1,262.4 |
-5.0 |
-0.4% |
1,257.5 |
| High |
1,270.0 |
1,273.2 |
3.2 |
0.3% |
1,269.3 |
| Low |
1,258.4 |
1,258.5 |
0.1 |
0.0% |
1,247.6 |
| Close |
1,262.1 |
1,272.0 |
9.9 |
0.8% |
1,268.1 |
| Range |
11.6 |
14.7 |
3.1 |
26.7% |
21.7 |
| ATR |
13.0 |
13.1 |
0.1 |
0.9% |
0.0 |
| Volume |
129,819 |
2,712 |
-127,107 |
-97.9% |
1,211,986 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.0 |
1,306.7 |
1,280.1 |
|
| R3 |
1,297.3 |
1,292.0 |
1,276.0 |
|
| R2 |
1,282.6 |
1,282.6 |
1,274.7 |
|
| R1 |
1,277.3 |
1,277.3 |
1,273.3 |
1,280.0 |
| PP |
1,267.9 |
1,267.9 |
1,267.9 |
1,269.2 |
| S1 |
1,262.6 |
1,262.6 |
1,270.7 |
1,265.3 |
| S2 |
1,253.2 |
1,253.2 |
1,269.3 |
|
| S3 |
1,238.5 |
1,247.9 |
1,268.0 |
|
| S4 |
1,223.8 |
1,233.2 |
1,263.9 |
|
|
| 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 |
1,273.2 |
1,247.6 |
25.6 |
2.0% |
12.0 |
0.9% |
95% |
True |
False |
172,838 |
| 10 |
1,273.2 |
1,236.3 |
36.9 |
2.9% |
13.9 |
1.1% |
97% |
True |
False |
230,421 |
| 20 |
1,273.2 |
1,214.3 |
58.9 |
4.6% |
13.1 |
1.0% |
98% |
True |
False |
231,644 |
| 40 |
1,297.4 |
1,214.3 |
83.1 |
6.5% |
12.9 |
1.0% |
69% |
False |
False |
232,521 |
| 60 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.6 |
1.0% |
74% |
False |
False |
175,983 |
| 80 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.8 |
1.0% |
74% |
False |
False |
134,023 |
| 100 |
1,297.4 |
1,177.0 |
120.4 |
9.5% |
13.1 |
1.0% |
79% |
False |
False |
108,520 |
| 120 |
1,297.4 |
1,129.8 |
167.6 |
13.2% |
13.1 |
1.0% |
85% |
False |
False |
90,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,335.7 |
|
2.618 |
1,311.7 |
|
1.618 |
1,297.0 |
|
1.000 |
1,287.9 |
|
0.618 |
1,282.3 |
|
HIGH |
1,273.2 |
|
0.618 |
1,267.6 |
|
0.500 |
1,265.9 |
|
0.382 |
1,264.1 |
|
LOW |
1,258.5 |
|
0.618 |
1,249.4 |
|
1.000 |
1,243.8 |
|
1.618 |
1,234.7 |
|
2.618 |
1,220.0 |
|
4.250 |
1,196.0 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,270.0 |
1,269.0 |
| PP |
1,267.9 |
1,265.9 |
| S1 |
1,265.9 |
1,262.9 |
|