| 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 |
3,553.0 |
3,578.0 |
25.0 |
0.7% |
3,616.0 |
| High |
3,590.0 |
3,584.0 |
-6.0 |
-0.2% |
3,629.0 |
| Low |
3,550.0 |
3,563.0 |
13.0 |
0.4% |
3,507.0 |
| Close |
3,581.0 |
3,568.0 |
-13.0 |
-0.4% |
3,566.0 |
| Range |
40.0 |
21.0 |
-19.0 |
-47.5% |
122.0 |
| ATR |
39.8 |
38.5 |
-1.3 |
-3.4% |
0.0 |
| Volume |
803,652 |
527,317 |
-276,335 |
-34.4% |
5,493,522 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,634.7 |
3,622.3 |
3,579.6 |
|
| R3 |
3,613.7 |
3,601.3 |
3,573.8 |
|
| R2 |
3,592.7 |
3,592.7 |
3,571.9 |
|
| R1 |
3,580.3 |
3,580.3 |
3,569.9 |
3,576.0 |
| PP |
3,571.7 |
3,571.7 |
3,571.7 |
3,569.5 |
| S1 |
3,559.3 |
3,559.3 |
3,566.1 |
3,555.0 |
| S2 |
3,550.7 |
3,550.7 |
3,564.2 |
|
| S3 |
3,529.7 |
3,538.3 |
3,562.2 |
|
| S4 |
3,508.7 |
3,517.3 |
3,556.5 |
|
|
| 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 |
3,590.0 |
3,507.0 |
83.0 |
2.3% |
34.2 |
1.0% |
73% |
False |
False |
910,175 |
| 10 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
37.1 |
1.0% |
50% |
False |
False |
937,155 |
| 20 |
3,645.0 |
3,494.0 |
151.0 |
4.2% |
35.6 |
1.0% |
49% |
False |
False |
923,289 |
| 40 |
3,645.0 |
3,326.0 |
319.0 |
8.9% |
37.3 |
1.0% |
76% |
False |
False |
969,187 |
| 60 |
3,645.0 |
3,225.0 |
420.0 |
11.8% |
35.3 |
1.0% |
82% |
False |
False |
879,524 |
| 80 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
34.6 |
1.0% |
85% |
False |
False |
663,995 |
| 100 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
33.0 |
0.9% |
85% |
False |
False |
532,623 |
| 120 |
3,645.0 |
2,915.0 |
730.0 |
20.5% |
31.5 |
0.9% |
89% |
False |
False |
444,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,673.3 |
|
2.618 |
3,639.0 |
|
1.618 |
3,618.0 |
|
1.000 |
3,605.0 |
|
0.618 |
3,597.0 |
|
HIGH |
3,584.0 |
|
0.618 |
3,576.0 |
|
0.500 |
3,573.5 |
|
0.382 |
3,571.0 |
|
LOW |
3,563.0 |
|
0.618 |
3,550.0 |
|
1.000 |
3,542.0 |
|
1.618 |
3,529.0 |
|
2.618 |
3,508.0 |
|
4.250 |
3,473.8 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,573.5 |
3,570.0 |
| PP |
3,571.7 |
3,569.3 |
| S1 |
3,569.8 |
3,568.7 |
|