| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,720.0 |
12,815.5 |
95.5 |
0.8% |
12,811.5 |
| High |
12,790.5 |
12,843.5 |
53.0 |
0.4% |
12,820.5 |
| Low |
12,714.5 |
12,726.0 |
11.5 |
0.1% |
12,666.5 |
| Close |
12,765.5 |
12,792.5 |
27.0 |
0.2% |
12,765.5 |
| Range |
76.0 |
117.5 |
41.5 |
54.6% |
154.0 |
| ATR |
117.5 |
117.5 |
0.0 |
0.0% |
0.0 |
| Volume |
69,676 |
64,453 |
-5,223 |
-7.5% |
336,004 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,139.8 |
13,083.7 |
12,857.1 |
|
| R3 |
13,022.3 |
12,966.2 |
12,824.8 |
|
| R2 |
12,904.8 |
12,904.8 |
12,814.0 |
|
| R1 |
12,848.7 |
12,848.7 |
12,803.3 |
12,818.0 |
| PP |
12,787.3 |
12,787.3 |
12,787.3 |
12,772.0 |
| S1 |
12,731.2 |
12,731.2 |
12,781.7 |
12,700.5 |
| S2 |
12,669.8 |
12,669.8 |
12,771.0 |
|
| S3 |
12,552.3 |
12,613.7 |
12,760.2 |
|
| S4 |
12,434.8 |
12,496.2 |
12,727.9 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,212.8 |
13,143.2 |
12,850.2 |
|
| R3 |
13,058.8 |
12,989.2 |
12,807.9 |
|
| R2 |
12,904.8 |
12,904.8 |
12,793.7 |
|
| R1 |
12,835.2 |
12,835.2 |
12,779.6 |
12,793.0 |
| PP |
12,750.8 |
12,750.8 |
12,750.8 |
12,729.8 |
| S1 |
12,681.2 |
12,681.2 |
12,751.4 |
12,639.0 |
| S2 |
12,596.8 |
12,596.8 |
12,737.3 |
|
| S3 |
12,442.8 |
12,527.2 |
12,723.2 |
|
| S4 |
12,288.8 |
12,373.2 |
12,680.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,843.5 |
12,667.0 |
176.5 |
1.4% |
91.9 |
0.7% |
71% |
True |
False |
67,434 |
| 10 |
12,843.5 |
12,442.5 |
401.0 |
3.1% |
114.3 |
0.9% |
87% |
True |
False |
69,462 |
| 20 |
12,843.5 |
11,962.5 |
881.0 |
6.9% |
110.4 |
0.9% |
94% |
True |
False |
75,127 |
| 40 |
12,843.5 |
11,878.5 |
965.0 |
7.5% |
115.3 |
0.9% |
95% |
True |
False |
77,091 |
| 60 |
12,843.5 |
11,722.0 |
1,121.5 |
8.8% |
109.7 |
0.9% |
95% |
True |
False |
56,342 |
| 80 |
12,843.5 |
11,496.0 |
1,347.5 |
10.5% |
106.9 |
0.8% |
96% |
True |
False |
42,375 |
| 100 |
12,843.5 |
11,428.0 |
1,415.5 |
11.1% |
100.7 |
0.8% |
96% |
True |
False |
33,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,342.9 |
|
2.618 |
13,151.1 |
|
1.618 |
13,033.6 |
|
1.000 |
12,961.0 |
|
0.618 |
12,916.1 |
|
HIGH |
12,843.5 |
|
0.618 |
12,798.6 |
|
0.500 |
12,784.8 |
|
0.382 |
12,770.9 |
|
LOW |
12,726.0 |
|
0.618 |
12,653.4 |
|
1.000 |
12,608.5 |
|
1.618 |
12,535.9 |
|
2.618 |
12,418.4 |
|
4.250 |
12,226.6 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,789.9 |
12,780.1 |
| PP |
12,787.3 |
12,767.7 |
| S1 |
12,784.8 |
12,755.3 |
|