| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
12,815.5 |
12,801.0 |
-14.5 |
-0.1% |
12,811.5 |
| High |
12,843.5 |
12,841.0 |
-2.5 |
0.0% |
12,820.5 |
| Low |
12,726.0 |
12,772.0 |
46.0 |
0.4% |
12,666.5 |
| Close |
12,792.5 |
12,800.5 |
8.0 |
0.1% |
12,765.5 |
| Range |
117.5 |
69.0 |
-48.5 |
-41.3% |
154.0 |
| ATR |
117.5 |
114.1 |
-3.5 |
-2.9% |
0.0 |
| Volume |
64,453 |
113,100 |
48,647 |
75.5% |
336,004 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,011.5 |
12,975.0 |
12,838.5 |
|
| R3 |
12,942.5 |
12,906.0 |
12,819.5 |
|
| R2 |
12,873.5 |
12,873.5 |
12,813.2 |
|
| R1 |
12,837.0 |
12,837.0 |
12,806.8 |
12,820.8 |
| PP |
12,804.5 |
12,804.5 |
12,804.5 |
12,796.4 |
| S1 |
12,768.0 |
12,768.0 |
12,794.2 |
12,751.8 |
| S2 |
12,735.5 |
12,735.5 |
12,787.9 |
|
| S3 |
12,666.5 |
12,699.0 |
12,781.5 |
|
| S4 |
12,597.5 |
12,630.0 |
12,762.6 |
|
|
| 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% |
89.4 |
0.7% |
76% |
False |
False |
78,717 |
| 10 |
12,843.5 |
12,487.5 |
356.0 |
2.8% |
111.3 |
0.9% |
88% |
False |
False |
74,675 |
| 20 |
12,843.5 |
11,962.5 |
881.0 |
6.9% |
109.4 |
0.9% |
95% |
False |
False |
75,395 |
| 40 |
12,843.5 |
11,878.5 |
965.0 |
7.5% |
113.6 |
0.9% |
96% |
False |
False |
78,321 |
| 60 |
12,843.5 |
11,722.0 |
1,121.5 |
8.8% |
109.5 |
0.9% |
96% |
False |
False |
58,224 |
| 80 |
12,843.5 |
11,496.0 |
1,347.5 |
10.5% |
106.8 |
0.8% |
97% |
False |
False |
43,783 |
| 100 |
12,843.5 |
11,428.0 |
1,415.5 |
11.1% |
101.2 |
0.8% |
97% |
False |
False |
35,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,134.3 |
|
2.618 |
13,021.6 |
|
1.618 |
12,952.6 |
|
1.000 |
12,910.0 |
|
0.618 |
12,883.6 |
|
HIGH |
12,841.0 |
|
0.618 |
12,814.6 |
|
0.500 |
12,806.5 |
|
0.382 |
12,798.4 |
|
LOW |
12,772.0 |
|
0.618 |
12,729.4 |
|
1.000 |
12,703.0 |
|
1.618 |
12,660.4 |
|
2.618 |
12,591.4 |
|
4.250 |
12,478.8 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,806.5 |
12,793.3 |
| PP |
12,804.5 |
12,786.2 |
| S1 |
12,802.5 |
12,779.0 |
|