| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3,543.0 |
3,552.0 |
9.0 |
0.3% |
3,616.0 |
| High |
3,565.0 |
3,571.0 |
6.0 |
0.2% |
3,629.0 |
| Low |
3,507.0 |
3,545.0 |
38.0 |
1.1% |
3,507.0 |
| Close |
3,541.0 |
3,566.0 |
25.0 |
0.7% |
3,566.0 |
| Range |
58.0 |
26.0 |
-32.0 |
-55.2% |
122.0 |
| ATR |
41.7 |
40.9 |
-0.8 |
-2.0% |
0.0 |
| Volume |
1,581,997 |
1,016,725 |
-565,272 |
-35.7% |
5,493,522 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,638.7 |
3,628.3 |
3,580.3 |
|
| R3 |
3,612.7 |
3,602.3 |
3,573.2 |
|
| R2 |
3,586.7 |
3,586.7 |
3,570.8 |
|
| R1 |
3,576.3 |
3,576.3 |
3,568.4 |
3,581.5 |
| PP |
3,560.7 |
3,560.7 |
3,560.7 |
3,563.3 |
| S1 |
3,550.3 |
3,550.3 |
3,563.6 |
3,555.5 |
| S2 |
3,534.7 |
3,534.7 |
3,561.2 |
|
| S3 |
3,508.7 |
3,524.3 |
3,558.9 |
|
| S4 |
3,482.7 |
3,498.3 |
3,551.7 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,933.3 |
3,871.7 |
3,633.1 |
|
| R3 |
3,811.3 |
3,749.7 |
3,599.6 |
|
| R2 |
3,689.3 |
3,689.3 |
3,588.4 |
|
| R1 |
3,627.7 |
3,627.7 |
3,577.2 |
3,597.5 |
| PP |
3,567.3 |
3,567.3 |
3,567.3 |
3,552.3 |
| S1 |
3,505.7 |
3,505.7 |
3,554.8 |
3,475.5 |
| S2 |
3,445.3 |
3,445.3 |
3,543.6 |
|
| S3 |
3,323.3 |
3,383.7 |
3,532.5 |
|
| S4 |
3,201.3 |
3,261.7 |
3,498.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
42.6 |
1.2% |
48% |
False |
False |
1,098,704 |
| 10 |
3,645.0 |
3,507.0 |
138.0 |
3.9% |
38.1 |
1.1% |
43% |
False |
False |
1,024,200 |
| 20 |
3,645.0 |
3,352.0 |
293.0 |
8.2% |
37.8 |
1.1% |
73% |
False |
False |
1,054,819 |
| 40 |
3,645.0 |
3,321.0 |
324.0 |
9.1% |
37.5 |
1.1% |
76% |
False |
False |
987,611 |
| 60 |
3,645.0 |
3,200.0 |
445.0 |
12.5% |
35.7 |
1.0% |
82% |
False |
False |
850,171 |
| 80 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
34.7 |
1.0% |
85% |
False |
False |
639,988 |
| 100 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
32.7 |
0.9% |
85% |
False |
False |
513,131 |
| 120 |
3,645.0 |
2,915.0 |
730.0 |
20.5% |
31.0 |
0.9% |
89% |
False |
False |
428,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,681.5 |
|
2.618 |
3,639.1 |
|
1.618 |
3,613.1 |
|
1.000 |
3,597.0 |
|
0.618 |
3,587.1 |
|
HIGH |
3,571.0 |
|
0.618 |
3,561.1 |
|
0.500 |
3,558.0 |
|
0.382 |
3,554.9 |
|
LOW |
3,545.0 |
|
0.618 |
3,528.9 |
|
1.000 |
3,519.0 |
|
1.618 |
3,502.9 |
|
2.618 |
3,476.9 |
|
4.250 |
3,434.5 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,563.3 |
3,564.3 |
| PP |
3,560.7 |
3,562.7 |
| S1 |
3,558.0 |
3,561.0 |
|