| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3,578.0 |
3,585.0 |
7.0 |
0.2% |
3,616.0 |
| High |
3,584.0 |
3,593.0 |
9.0 |
0.3% |
3,629.0 |
| Low |
3,563.0 |
3,555.0 |
-8.0 |
-0.2% |
3,507.0 |
| Close |
3,568.0 |
3,566.0 |
-2.0 |
-0.1% |
3,566.0 |
| Range |
21.0 |
38.0 |
17.0 |
81.0% |
122.0 |
| ATR |
38.5 |
38.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
527,317 |
746,070 |
218,753 |
41.5% |
5,493,522 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,685.3 |
3,663.7 |
3,586.9 |
|
| R3 |
3,647.3 |
3,625.7 |
3,576.5 |
|
| R2 |
3,609.3 |
3,609.3 |
3,573.0 |
|
| R1 |
3,587.7 |
3,587.7 |
3,569.5 |
3,579.5 |
| PP |
3,571.3 |
3,571.3 |
3,571.3 |
3,567.3 |
| S1 |
3,549.7 |
3,549.7 |
3,562.5 |
3,541.5 |
| S2 |
3,533.3 |
3,533.3 |
3,559.0 |
|
| S3 |
3,495.3 |
3,511.7 |
3,555.6 |
|
| S4 |
3,457.3 |
3,473.7 |
3,545.1 |
|
|
| 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 |
3,593.0 |
3,545.0 |
48.0 |
1.3% |
30.2 |
0.8% |
44% |
True |
False |
742,990 |
| 10 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
36.4 |
1.0% |
48% |
False |
False |
891,260 |
| 20 |
3,645.0 |
3,494.0 |
151.0 |
4.2% |
36.1 |
1.0% |
48% |
False |
False |
911,262 |
| 40 |
3,645.0 |
3,326.0 |
319.0 |
8.9% |
37.3 |
1.0% |
75% |
False |
False |
966,474 |
| 60 |
3,645.0 |
3,225.0 |
420.0 |
11.8% |
35.7 |
1.0% |
81% |
False |
False |
891,696 |
| 80 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
34.6 |
1.0% |
85% |
False |
False |
673,294 |
| 100 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
33.0 |
0.9% |
85% |
False |
False |
540,084 |
| 120 |
3,645.0 |
2,956.0 |
689.0 |
19.3% |
31.7 |
0.9% |
89% |
False |
False |
450,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,754.5 |
|
2.618 |
3,692.5 |
|
1.618 |
3,654.5 |
|
1.000 |
3,631.0 |
|
0.618 |
3,616.5 |
|
HIGH |
3,593.0 |
|
0.618 |
3,578.5 |
|
0.500 |
3,574.0 |
|
0.382 |
3,569.5 |
|
LOW |
3,555.0 |
|
0.618 |
3,531.5 |
|
1.000 |
3,517.0 |
|
1.618 |
3,493.5 |
|
2.618 |
3,455.5 |
|
4.250 |
3,393.5 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,574.0 |
3,571.5 |
| PP |
3,571.3 |
3,569.7 |
| S1 |
3,568.7 |
3,567.8 |
|